NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.772 |
3.726 |
-0.046 |
-1.2% |
3.906 |
| High |
3.797 |
3.837 |
0.040 |
1.1% |
3.922 |
| Low |
3.703 |
3.707 |
0.004 |
0.1% |
3.728 |
| Close |
3.719 |
3.809 |
0.090 |
2.4% |
3.782 |
| Range |
0.094 |
0.130 |
0.036 |
38.3% |
0.194 |
| ATR |
0.092 |
0.094 |
0.003 |
3.0% |
0.000 |
| Volume |
10,231 |
10,698 |
467 |
4.6% |
60,864 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.174 |
4.122 |
3.881 |
|
| R3 |
4.044 |
3.992 |
3.845 |
|
| R2 |
3.914 |
3.914 |
3.833 |
|
| R1 |
3.862 |
3.862 |
3.821 |
3.888 |
| PP |
3.784 |
3.784 |
3.784 |
3.798 |
| S1 |
3.732 |
3.732 |
3.797 |
3.758 |
| S2 |
3.654 |
3.654 |
3.785 |
|
| S3 |
3.524 |
3.602 |
3.773 |
|
| S4 |
3.394 |
3.472 |
3.738 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.393 |
4.281 |
3.889 |
|
| R3 |
4.199 |
4.087 |
3.835 |
|
| R2 |
4.005 |
4.005 |
3.818 |
|
| R1 |
3.893 |
3.893 |
3.800 |
3.852 |
| PP |
3.811 |
3.811 |
3.811 |
3.790 |
| S1 |
3.699 |
3.699 |
3.764 |
3.658 |
| S2 |
3.617 |
3.617 |
3.746 |
|
| S3 |
3.423 |
3.505 |
3.729 |
|
| S4 |
3.229 |
3.311 |
3.675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.878 |
3.703 |
0.175 |
4.6% |
0.089 |
2.3% |
61% |
False |
False |
12,052 |
| 10 |
4.006 |
3.703 |
0.303 |
8.0% |
0.088 |
2.3% |
35% |
False |
False |
11,316 |
| 20 |
4.285 |
3.703 |
0.582 |
15.3% |
0.094 |
2.5% |
18% |
False |
False |
11,479 |
| 40 |
4.285 |
3.703 |
0.582 |
15.3% |
0.091 |
2.4% |
18% |
False |
False |
9,668 |
| 60 |
4.300 |
3.703 |
0.597 |
15.7% |
0.089 |
2.3% |
18% |
False |
False |
7,776 |
| 80 |
4.368 |
3.703 |
0.665 |
17.5% |
0.085 |
2.2% |
16% |
False |
False |
6,635 |
| 100 |
4.895 |
3.703 |
1.192 |
31.3% |
0.084 |
2.2% |
9% |
False |
False |
5,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.390 |
|
2.618 |
4.177 |
|
1.618 |
4.047 |
|
1.000 |
3.967 |
|
0.618 |
3.917 |
|
HIGH |
3.837 |
|
0.618 |
3.787 |
|
0.500 |
3.772 |
|
0.382 |
3.757 |
|
LOW |
3.707 |
|
0.618 |
3.627 |
|
1.000 |
3.577 |
|
1.618 |
3.497 |
|
2.618 |
3.367 |
|
4.250 |
3.155 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.797 |
3.796 |
| PP |
3.784 |
3.783 |
| S1 |
3.772 |
3.770 |
|