NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.700 |
3.662 |
-0.038 |
-1.0% |
3.836 |
| High |
3.718 |
3.683 |
-0.035 |
-0.9% |
3.955 |
| Low |
3.651 |
3.590 |
-0.061 |
-1.7% |
3.715 |
| Close |
3.659 |
3.622 |
-0.037 |
-1.0% |
3.766 |
| Range |
0.067 |
0.093 |
0.026 |
38.8% |
0.240 |
| ATR |
0.105 |
0.104 |
-0.001 |
-0.8% |
0.000 |
| Volume |
79,901 |
135,300 |
55,399 |
69.3% |
533,038 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.911 |
3.859 |
3.673 |
|
| R3 |
3.818 |
3.766 |
3.648 |
|
| R2 |
3.725 |
3.725 |
3.639 |
|
| R1 |
3.673 |
3.673 |
3.631 |
3.653 |
| PP |
3.632 |
3.632 |
3.632 |
3.621 |
| S1 |
3.580 |
3.580 |
3.613 |
3.560 |
| S2 |
3.539 |
3.539 |
3.605 |
|
| S3 |
3.446 |
3.487 |
3.596 |
|
| S4 |
3.353 |
3.394 |
3.571 |
|
|
| 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 |
3.817 |
3.590 |
0.227 |
6.3% |
0.086 |
2.4% |
14% |
False |
True |
97,629 |
| 10 |
3.955 |
3.590 |
0.365 |
10.1% |
0.092 |
2.5% |
9% |
False |
True |
101,965 |
| 20 |
4.184 |
3.590 |
0.594 |
16.4% |
0.105 |
2.9% |
5% |
False |
True |
114,111 |
| 40 |
4.184 |
3.590 |
0.594 |
16.4% |
0.107 |
2.9% |
5% |
False |
True |
87,142 |
| 60 |
4.184 |
3.590 |
0.594 |
16.4% |
0.104 |
2.9% |
5% |
False |
True |
68,675 |
| 80 |
4.458 |
3.590 |
0.868 |
24.0% |
0.099 |
2.7% |
4% |
False |
True |
55,082 |
| 100 |
4.905 |
3.590 |
1.315 |
36.3% |
0.100 |
2.8% |
2% |
False |
True |
46,381 |
| 120 |
4.905 |
3.590 |
1.315 |
36.3% |
0.099 |
2.7% |
2% |
False |
True |
39,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.078 |
|
2.618 |
3.926 |
|
1.618 |
3.833 |
|
1.000 |
3.776 |
|
0.618 |
3.740 |
|
HIGH |
3.683 |
|
0.618 |
3.647 |
|
0.500 |
3.637 |
|
0.382 |
3.626 |
|
LOW |
3.590 |
|
0.618 |
3.533 |
|
1.000 |
3.497 |
|
1.618 |
3.440 |
|
2.618 |
3.347 |
|
4.250 |
3.195 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.637 |
3.654 |
| PP |
3.632 |
3.643 |
| S1 |
3.627 |
3.633 |
|