NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.780 |
3.756 |
-0.024 |
-0.6% |
3.528 |
| High |
3.795 |
3.830 |
0.035 |
0.9% |
3.720 |
| Low |
3.720 |
3.750 |
0.030 |
0.8% |
3.479 |
| Close |
3.760 |
3.802 |
0.042 |
1.1% |
3.668 |
| Range |
0.075 |
0.080 |
0.005 |
6.7% |
0.241 |
| ATR |
0.074 |
0.074 |
0.000 |
0.6% |
0.000 |
| Volume |
34,287 |
37,084 |
2,797 |
8.2% |
95,449 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.034 |
3.998 |
3.846 |
|
| R3 |
3.954 |
3.918 |
3.824 |
|
| R2 |
3.874 |
3.874 |
3.817 |
|
| R1 |
3.838 |
3.838 |
3.809 |
3.856 |
| PP |
3.794 |
3.794 |
3.794 |
3.803 |
| S1 |
3.758 |
3.758 |
3.795 |
3.776 |
| S2 |
3.714 |
3.714 |
3.787 |
|
| S3 |
3.634 |
3.678 |
3.780 |
|
| S4 |
3.554 |
3.598 |
3.758 |
|
|
| 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 |
3.830 |
3.544 |
0.286 |
7.5% |
0.081 |
2.1% |
90% |
True |
False |
27,659 |
| 10 |
3.830 |
3.479 |
0.351 |
9.2% |
0.075 |
2.0% |
92% |
True |
False |
21,195 |
| 20 |
3.830 |
3.479 |
0.351 |
9.2% |
0.067 |
1.8% |
92% |
True |
False |
16,501 |
| 40 |
3.910 |
3.479 |
0.431 |
11.3% |
0.065 |
1.7% |
75% |
False |
False |
14,411 |
| 60 |
3.944 |
3.479 |
0.465 |
12.2% |
0.064 |
1.7% |
69% |
False |
False |
12,790 |
| 80 |
3.965 |
3.479 |
0.486 |
12.8% |
0.062 |
1.6% |
66% |
False |
False |
11,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.170 |
|
2.618 |
4.039 |
|
1.618 |
3.959 |
|
1.000 |
3.910 |
|
0.618 |
3.879 |
|
HIGH |
3.830 |
|
0.618 |
3.799 |
|
0.500 |
3.790 |
|
0.382 |
3.781 |
|
LOW |
3.750 |
|
0.618 |
3.701 |
|
1.000 |
3.670 |
|
1.618 |
3.621 |
|
2.618 |
3.541 |
|
4.250 |
3.410 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.798 |
3.780 |
| PP |
3.794 |
3.758 |
| S1 |
3.790 |
3.736 |
|