NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.836 |
3.811 |
-0.025 |
-0.7% |
4.000 |
| High |
3.857 |
3.834 |
-0.023 |
-0.6% |
4.000 |
| Low |
3.764 |
3.748 |
-0.016 |
-0.4% |
3.815 |
| Close |
3.800 |
3.796 |
-0.004 |
-0.1% |
3.859 |
| Range |
0.093 |
0.086 |
-0.007 |
-7.5% |
0.185 |
| ATR |
0.112 |
0.111 |
-0.002 |
-1.7% |
0.000 |
| Volume |
101,222 |
106,136 |
4,914 |
4.9% |
645,079 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.051 |
4.009 |
3.843 |
|
| R3 |
3.965 |
3.923 |
3.820 |
|
| R2 |
3.879 |
3.879 |
3.812 |
|
| R1 |
3.837 |
3.837 |
3.804 |
3.815 |
| PP |
3.793 |
3.793 |
3.793 |
3.782 |
| S1 |
3.751 |
3.751 |
3.788 |
3.729 |
| S2 |
3.707 |
3.707 |
3.780 |
|
| S3 |
3.621 |
3.665 |
3.772 |
|
| S4 |
3.535 |
3.579 |
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 |
3.748 |
0.207 |
5.5% |
0.098 |
2.6% |
23% |
False |
True |
106,301 |
| 10 |
4.047 |
3.748 |
0.299 |
7.9% |
0.104 |
2.7% |
16% |
False |
True |
118,584 |
| 20 |
4.184 |
3.748 |
0.436 |
11.5% |
0.110 |
2.9% |
11% |
False |
True |
110,355 |
| 40 |
4.184 |
3.748 |
0.436 |
11.5% |
0.108 |
2.8% |
11% |
False |
True |
78,008 |
| 60 |
4.184 |
3.748 |
0.436 |
11.5% |
0.105 |
2.8% |
11% |
False |
True |
61,837 |
| 80 |
4.604 |
3.748 |
0.856 |
22.6% |
0.100 |
2.6% |
6% |
False |
True |
49,573 |
| 100 |
4.905 |
3.748 |
1.157 |
30.5% |
0.100 |
2.6% |
4% |
False |
True |
41,966 |
| 120 |
4.905 |
3.748 |
1.157 |
30.5% |
0.099 |
2.6% |
4% |
False |
True |
36,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.200 |
|
2.618 |
4.059 |
|
1.618 |
3.973 |
|
1.000 |
3.920 |
|
0.618 |
3.887 |
|
HIGH |
3.834 |
|
0.618 |
3.801 |
|
0.500 |
3.791 |
|
0.382 |
3.781 |
|
LOW |
3.748 |
|
0.618 |
3.695 |
|
1.000 |
3.662 |
|
1.618 |
3.609 |
|
2.618 |
3.523 |
|
4.250 |
3.383 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.794 |
3.852 |
| PP |
3.793 |
3.833 |
| S1 |
3.791 |
3.815 |
|