NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.655 |
3.780 |
0.125 |
3.4% |
3.528 |
| High |
3.720 |
3.795 |
0.075 |
2.0% |
3.720 |
| Low |
3.642 |
3.720 |
0.078 |
2.1% |
3.479 |
| Close |
3.668 |
3.760 |
0.092 |
2.5% |
3.668 |
| Range |
0.078 |
0.075 |
-0.003 |
-3.8% |
0.241 |
| ATR |
0.070 |
0.074 |
0.004 |
5.9% |
0.000 |
| Volume |
17,896 |
34,287 |
16,391 |
91.6% |
95,449 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.983 |
3.947 |
3.801 |
|
| R3 |
3.908 |
3.872 |
3.781 |
|
| R2 |
3.833 |
3.833 |
3.774 |
|
| R1 |
3.797 |
3.797 |
3.767 |
3.778 |
| PP |
3.758 |
3.758 |
3.758 |
3.749 |
| S1 |
3.722 |
3.722 |
3.753 |
3.703 |
| S2 |
3.683 |
3.683 |
3.746 |
|
| S3 |
3.608 |
3.647 |
3.739 |
|
| S4 |
3.533 |
3.572 |
3.719 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.345 |
4.248 |
3.801 |
|
| R3 |
4.104 |
4.007 |
3.734 |
|
| R2 |
3.863 |
3.863 |
3.712 |
|
| R1 |
3.766 |
3.766 |
3.690 |
3.815 |
| PP |
3.622 |
3.622 |
3.622 |
3.647 |
| S1 |
3.525 |
3.525 |
3.646 |
3.574 |
| S2 |
3.381 |
3.381 |
3.624 |
|
| S3 |
3.140 |
3.284 |
3.602 |
|
| S4 |
2.899 |
3.043 |
3.535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.795 |
3.490 |
0.305 |
8.1% |
0.085 |
2.3% |
89% |
True |
False |
22,969 |
| 10 |
3.795 |
3.479 |
0.316 |
8.4% |
0.071 |
1.9% |
89% |
True |
False |
18,505 |
| 20 |
3.795 |
3.479 |
0.316 |
8.4% |
0.066 |
1.8% |
89% |
True |
False |
15,056 |
| 40 |
3.910 |
3.479 |
0.431 |
11.5% |
0.065 |
1.7% |
65% |
False |
False |
13,774 |
| 60 |
3.944 |
3.479 |
0.465 |
12.4% |
0.064 |
1.7% |
60% |
False |
False |
12,265 |
| 80 |
3.986 |
3.479 |
0.507 |
13.5% |
0.062 |
1.6% |
55% |
False |
False |
10,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.114 |
|
2.618 |
3.991 |
|
1.618 |
3.916 |
|
1.000 |
3.870 |
|
0.618 |
3.841 |
|
HIGH |
3.795 |
|
0.618 |
3.766 |
|
0.500 |
3.758 |
|
0.382 |
3.749 |
|
LOW |
3.720 |
|
0.618 |
3.674 |
|
1.000 |
3.645 |
|
1.618 |
3.599 |
|
2.618 |
3.524 |
|
4.250 |
3.401 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.759 |
3.738 |
| PP |
3.758 |
3.716 |
| S1 |
3.758 |
3.694 |
|