NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.811 |
3.817 |
0.006 |
0.2% |
3.836 |
| High |
3.834 |
3.817 |
-0.017 |
-0.4% |
3.955 |
| Low |
3.748 |
3.715 |
-0.033 |
-0.9% |
3.715 |
| Close |
3.796 |
3.766 |
-0.030 |
-0.8% |
3.766 |
| Range |
0.086 |
0.102 |
0.016 |
18.6% |
0.240 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.6% |
0.000 |
| Volume |
106,136 |
89,232 |
-16,904 |
-15.9% |
533,038 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.072 |
4.021 |
3.822 |
|
| R3 |
3.970 |
3.919 |
3.794 |
|
| R2 |
3.868 |
3.868 |
3.785 |
|
| R1 |
3.817 |
3.817 |
3.775 |
3.792 |
| PP |
3.766 |
3.766 |
3.766 |
3.753 |
| S1 |
3.715 |
3.715 |
3.757 |
3.690 |
| S2 |
3.664 |
3.664 |
3.747 |
|
| S3 |
3.562 |
3.613 |
3.738 |
|
| S4 |
3.460 |
3.511 |
3.710 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.532 |
4.389 |
3.898 |
|
| R3 |
4.292 |
4.149 |
3.832 |
|
| R2 |
4.052 |
4.052 |
3.810 |
|
| R1 |
3.909 |
3.909 |
3.788 |
3.861 |
| PP |
3.812 |
3.812 |
3.812 |
3.788 |
| S1 |
3.669 |
3.669 |
3.744 |
3.621 |
| S2 |
3.572 |
3.572 |
3.722 |
|
| S3 |
3.332 |
3.429 |
3.700 |
|
| S4 |
3.092 |
3.189 |
3.634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.955 |
3.715 |
0.240 |
6.4% |
0.107 |
2.9% |
21% |
False |
True |
106,607 |
| 10 |
4.000 |
3.715 |
0.285 |
7.6% |
0.104 |
2.8% |
18% |
False |
True |
117,811 |
| 20 |
4.184 |
3.715 |
0.469 |
12.5% |
0.110 |
2.9% |
11% |
False |
True |
111,908 |
| 40 |
4.184 |
3.715 |
0.469 |
12.5% |
0.107 |
2.8% |
11% |
False |
True |
79,532 |
| 60 |
4.184 |
3.715 |
0.469 |
12.5% |
0.105 |
2.8% |
11% |
False |
True |
63,079 |
| 80 |
4.599 |
3.715 |
0.884 |
23.5% |
0.101 |
2.7% |
6% |
False |
True |
50,576 |
| 100 |
4.905 |
3.715 |
1.190 |
31.6% |
0.100 |
2.6% |
4% |
False |
True |
42,792 |
| 120 |
4.905 |
3.715 |
1.190 |
31.6% |
0.099 |
2.6% |
4% |
False |
True |
36,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.251 |
|
2.618 |
4.084 |
|
1.618 |
3.982 |
|
1.000 |
3.919 |
|
0.618 |
3.880 |
|
HIGH |
3.817 |
|
0.618 |
3.778 |
|
0.500 |
3.766 |
|
0.382 |
3.754 |
|
LOW |
3.715 |
|
0.618 |
3.652 |
|
1.000 |
3.613 |
|
1.618 |
3.550 |
|
2.618 |
3.448 |
|
4.250 |
3.282 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.766 |
3.786 |
| PP |
3.766 |
3.779 |
| S1 |
3.766 |
3.773 |
|