NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.922 |
3.836 |
-0.086 |
-2.2% |
4.000 |
| High |
3.955 |
3.857 |
-0.098 |
-2.5% |
4.000 |
| Low |
3.806 |
3.764 |
-0.042 |
-1.1% |
3.815 |
| Close |
3.816 |
3.800 |
-0.016 |
-0.4% |
3.859 |
| Range |
0.149 |
0.093 |
-0.056 |
-37.6% |
0.185 |
| ATR |
0.114 |
0.112 |
-0.001 |
-1.3% |
0.000 |
| Volume |
123,217 |
101,222 |
-21,995 |
-17.9% |
645,079 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.086 |
4.036 |
3.851 |
|
| R3 |
3.993 |
3.943 |
3.826 |
|
| R2 |
3.900 |
3.900 |
3.817 |
|
| R1 |
3.850 |
3.850 |
3.809 |
3.829 |
| PP |
3.807 |
3.807 |
3.807 |
3.796 |
| S1 |
3.757 |
3.757 |
3.791 |
3.736 |
| S2 |
3.714 |
3.714 |
3.783 |
|
| S3 |
3.621 |
3.664 |
3.774 |
|
| S4 |
3.528 |
3.571 |
3.749 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.446 |
4.338 |
3.961 |
|
| R3 |
4.261 |
4.153 |
3.910 |
|
| R2 |
4.076 |
4.076 |
3.893 |
|
| R1 |
3.968 |
3.968 |
3.876 |
3.930 |
| PP |
3.891 |
3.891 |
3.891 |
3.872 |
| S1 |
3.783 |
3.783 |
3.842 |
3.745 |
| S2 |
3.706 |
3.706 |
3.825 |
|
| S3 |
3.521 |
3.598 |
3.808 |
|
| S4 |
3.336 |
3.413 |
3.757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.955 |
3.764 |
0.191 |
5.0% |
0.106 |
2.8% |
19% |
False |
True |
119,108 |
| 10 |
4.059 |
3.764 |
0.295 |
7.8% |
0.111 |
2.9% |
12% |
False |
True |
122,002 |
| 20 |
4.184 |
3.764 |
0.420 |
11.1% |
0.112 |
2.9% |
9% |
False |
True |
109,063 |
| 40 |
4.184 |
3.764 |
0.420 |
11.1% |
0.108 |
2.8% |
9% |
False |
True |
76,202 |
| 60 |
4.184 |
3.764 |
0.420 |
11.1% |
0.105 |
2.8% |
9% |
False |
True |
60,336 |
| 80 |
4.604 |
3.764 |
0.840 |
22.1% |
0.100 |
2.6% |
4% |
False |
True |
48,401 |
| 100 |
4.905 |
3.764 |
1.141 |
30.0% |
0.100 |
2.6% |
3% |
False |
True |
40,960 |
| 120 |
4.905 |
3.764 |
1.141 |
30.0% |
0.099 |
2.6% |
3% |
False |
True |
35,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.252 |
|
2.618 |
4.100 |
|
1.618 |
4.007 |
|
1.000 |
3.950 |
|
0.618 |
3.914 |
|
HIGH |
3.857 |
|
0.618 |
3.821 |
|
0.500 |
3.811 |
|
0.382 |
3.800 |
|
LOW |
3.764 |
|
0.618 |
3.707 |
|
1.000 |
3.671 |
|
1.618 |
3.614 |
|
2.618 |
3.521 |
|
4.250 |
3.369 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.811 |
3.860 |
| PP |
3.807 |
3.840 |
| S1 |
3.804 |
3.820 |
|