NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.662 |
3.653 |
-0.009 |
-0.2% |
3.721 |
| High |
3.683 |
3.654 |
-0.029 |
-0.8% |
3.745 |
| Low |
3.590 |
3.559 |
-0.031 |
-0.9% |
3.559 |
| Close |
3.622 |
3.623 |
0.001 |
0.0% |
3.623 |
| Range |
0.093 |
0.095 |
0.002 |
2.2% |
0.186 |
| ATR |
0.104 |
0.103 |
-0.001 |
-0.6% |
0.000 |
| Volume |
135,300 |
79,064 |
-56,236 |
-41.6% |
477,981 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.897 |
3.855 |
3.675 |
|
| R3 |
3.802 |
3.760 |
3.649 |
|
| R2 |
3.707 |
3.707 |
3.640 |
|
| R1 |
3.665 |
3.665 |
3.632 |
3.639 |
| PP |
3.612 |
3.612 |
3.612 |
3.599 |
| S1 |
3.570 |
3.570 |
3.614 |
3.544 |
| S2 |
3.517 |
3.517 |
3.606 |
|
| S3 |
3.422 |
3.475 |
3.597 |
|
| S4 |
3.327 |
3.380 |
3.571 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.200 |
4.098 |
3.725 |
|
| R3 |
4.014 |
3.912 |
3.674 |
|
| R2 |
3.828 |
3.828 |
3.657 |
|
| R1 |
3.726 |
3.726 |
3.640 |
3.684 |
| PP |
3.642 |
3.642 |
3.642 |
3.622 |
| S1 |
3.540 |
3.540 |
3.606 |
3.498 |
| S2 |
3.456 |
3.456 |
3.589 |
|
| S3 |
3.270 |
3.354 |
3.572 |
|
| S4 |
3.084 |
3.168 |
3.521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.745 |
3.559 |
0.186 |
5.1% |
0.085 |
2.3% |
34% |
False |
True |
95,596 |
| 10 |
3.955 |
3.559 |
0.396 |
10.9% |
0.096 |
2.6% |
16% |
False |
True |
101,101 |
| 20 |
4.184 |
3.559 |
0.625 |
17.3% |
0.106 |
2.9% |
10% |
False |
True |
113,036 |
| 40 |
4.184 |
3.559 |
0.625 |
17.3% |
0.106 |
2.9% |
10% |
False |
True |
88,038 |
| 60 |
4.184 |
3.559 |
0.625 |
17.3% |
0.104 |
2.9% |
10% |
False |
True |
69,717 |
| 80 |
4.426 |
3.559 |
0.867 |
23.9% |
0.099 |
2.7% |
7% |
False |
True |
55,952 |
| 100 |
4.905 |
3.559 |
1.346 |
37.2% |
0.100 |
2.8% |
5% |
False |
True |
47,100 |
| 120 |
4.905 |
3.559 |
1.346 |
37.2% |
0.099 |
2.7% |
5% |
False |
True |
40,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.058 |
|
2.618 |
3.903 |
|
1.618 |
3.808 |
|
1.000 |
3.749 |
|
0.618 |
3.713 |
|
HIGH |
3.654 |
|
0.618 |
3.618 |
|
0.500 |
3.607 |
|
0.382 |
3.595 |
|
LOW |
3.559 |
|
0.618 |
3.500 |
|
1.000 |
3.464 |
|
1.618 |
3.405 |
|
2.618 |
3.310 |
|
4.250 |
3.155 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.618 |
3.639 |
| PP |
3.612 |
3.633 |
| S1 |
3.607 |
3.628 |
|