NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.756 |
3.799 |
0.043 |
1.1% |
3.528 |
| High |
3.830 |
3.895 |
0.065 |
1.7% |
3.720 |
| Low |
3.750 |
3.770 |
0.020 |
0.5% |
3.479 |
| Close |
3.802 |
3.810 |
0.008 |
0.2% |
3.668 |
| Range |
0.080 |
0.125 |
0.045 |
56.3% |
0.241 |
| ATR |
0.074 |
0.078 |
0.004 |
4.9% |
0.000 |
| Volume |
37,084 |
39,383 |
2,299 |
6.2% |
95,449 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.200 |
4.130 |
3.879 |
|
| R3 |
4.075 |
4.005 |
3.844 |
|
| R2 |
3.950 |
3.950 |
3.833 |
|
| R1 |
3.880 |
3.880 |
3.821 |
3.915 |
| PP |
3.825 |
3.825 |
3.825 |
3.843 |
| S1 |
3.755 |
3.755 |
3.799 |
3.790 |
| S2 |
3.700 |
3.700 |
3.787 |
|
| S3 |
3.575 |
3.630 |
3.776 |
|
| S4 |
3.450 |
3.505 |
3.741 |
|
|
| 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 |
3.895 |
3.593 |
0.302 |
7.9% |
0.086 |
2.3% |
72% |
True |
False |
30,908 |
| 10 |
3.895 |
3.479 |
0.416 |
10.9% |
0.083 |
2.2% |
80% |
True |
False |
23,828 |
| 20 |
3.895 |
3.479 |
0.416 |
10.9% |
0.071 |
1.9% |
80% |
True |
False |
17,777 |
| 40 |
3.910 |
3.479 |
0.431 |
11.3% |
0.068 |
1.8% |
77% |
False |
False |
14,786 |
| 60 |
3.944 |
3.479 |
0.465 |
12.2% |
0.066 |
1.7% |
71% |
False |
False |
13,386 |
| 80 |
3.944 |
3.479 |
0.465 |
12.2% |
0.063 |
1.6% |
71% |
False |
False |
11,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.426 |
|
2.618 |
4.222 |
|
1.618 |
4.097 |
|
1.000 |
4.020 |
|
0.618 |
3.972 |
|
HIGH |
3.895 |
|
0.618 |
3.847 |
|
0.500 |
3.833 |
|
0.382 |
3.818 |
|
LOW |
3.770 |
|
0.618 |
3.693 |
|
1.000 |
3.645 |
|
1.618 |
3.568 |
|
2.618 |
3.443 |
|
4.250 |
3.239 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.833 |
3.809 |
| PP |
3.825 |
3.808 |
| S1 |
3.818 |
3.808 |
|