NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.830 |
3.850 |
0.020 |
0.5% |
3.780 |
| High |
3.853 |
3.873 |
0.020 |
0.5% |
3.895 |
| Low |
3.766 |
3.740 |
-0.026 |
-0.7% |
3.720 |
| Close |
3.844 |
3.761 |
-0.083 |
-2.2% |
3.844 |
| Range |
0.087 |
0.133 |
0.046 |
52.9% |
0.175 |
| ATR |
0.083 |
0.086 |
0.004 |
4.4% |
0.000 |
| Volume |
60,547 |
55,903 |
-4,644 |
-7.7% |
212,683 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.190 |
4.109 |
3.834 |
|
| R3 |
4.057 |
3.976 |
3.798 |
|
| R2 |
3.924 |
3.924 |
3.785 |
|
| R1 |
3.843 |
3.843 |
3.773 |
3.817 |
| PP |
3.791 |
3.791 |
3.791 |
3.779 |
| S1 |
3.710 |
3.710 |
3.749 |
3.684 |
| S2 |
3.658 |
3.658 |
3.737 |
|
| S3 |
3.525 |
3.577 |
3.724 |
|
| S4 |
3.392 |
3.444 |
3.688 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.345 |
4.269 |
3.940 |
|
| R3 |
4.170 |
4.094 |
3.892 |
|
| R2 |
3.995 |
3.995 |
3.876 |
|
| R1 |
3.919 |
3.919 |
3.860 |
3.957 |
| PP |
3.820 |
3.820 |
3.820 |
3.839 |
| S1 |
3.744 |
3.744 |
3.828 |
3.782 |
| S2 |
3.645 |
3.645 |
3.812 |
|
| S3 |
3.470 |
3.569 |
3.796 |
|
| S4 |
3.295 |
3.394 |
3.748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.895 |
3.720 |
0.175 |
4.7% |
0.113 |
3.0% |
23% |
False |
False |
46,859 |
| 10 |
3.895 |
3.490 |
0.405 |
10.8% |
0.099 |
2.6% |
67% |
False |
False |
34,914 |
| 20 |
3.895 |
3.479 |
0.416 |
11.1% |
0.081 |
2.1% |
68% |
False |
False |
23,937 |
| 40 |
3.910 |
3.479 |
0.431 |
11.5% |
0.072 |
1.9% |
65% |
False |
False |
18,095 |
| 60 |
3.944 |
3.479 |
0.465 |
12.4% |
0.069 |
1.8% |
61% |
False |
False |
15,509 |
| 80 |
3.944 |
3.479 |
0.465 |
12.4% |
0.066 |
1.7% |
61% |
False |
False |
13,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.438 |
|
2.618 |
4.221 |
|
1.618 |
4.088 |
|
1.000 |
4.006 |
|
0.618 |
3.955 |
|
HIGH |
3.873 |
|
0.618 |
3.822 |
|
0.500 |
3.807 |
|
0.382 |
3.791 |
|
LOW |
3.740 |
|
0.618 |
3.658 |
|
1.000 |
3.607 |
|
1.618 |
3.525 |
|
2.618 |
3.392 |
|
4.250 |
3.175 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.807 |
3.797 |
| PP |
3.791 |
3.785 |
| S1 |
3.776 |
3.773 |
|