NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.733 |
3.782 |
0.049 |
1.3% |
3.916 |
| High |
3.806 |
3.806 |
0.000 |
0.0% |
4.034 |
| Low |
3.727 |
3.739 |
0.012 |
0.3% |
3.809 |
| Close |
3.800 |
3.745 |
-0.055 |
-1.4% |
3.863 |
| Range |
0.079 |
0.067 |
-0.012 |
-15.2% |
0.225 |
| ATR |
0.102 |
0.100 |
-0.003 |
-2.5% |
0.000 |
| Volume |
52,619 |
43,309 |
-9,310 |
-17.7% |
274,272 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.964 |
3.922 |
3.782 |
|
| R3 |
3.897 |
3.855 |
3.763 |
|
| R2 |
3.830 |
3.830 |
3.757 |
|
| R1 |
3.788 |
3.788 |
3.751 |
3.776 |
| PP |
3.763 |
3.763 |
3.763 |
3.757 |
| S1 |
3.721 |
3.721 |
3.739 |
3.709 |
| S2 |
3.696 |
3.696 |
3.733 |
|
| S3 |
3.629 |
3.654 |
3.727 |
|
| S4 |
3.562 |
3.587 |
3.708 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.577 |
4.445 |
3.987 |
|
| R3 |
4.352 |
4.220 |
3.925 |
|
| R2 |
4.127 |
4.127 |
3.904 |
|
| R1 |
3.995 |
3.995 |
3.884 |
3.949 |
| PP |
3.902 |
3.902 |
3.902 |
3.879 |
| S1 |
3.770 |
3.770 |
3.842 |
3.724 |
| S2 |
3.677 |
3.677 |
3.822 |
|
| S3 |
3.452 |
3.545 |
3.801 |
|
| S4 |
3.227 |
3.320 |
3.739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.921 |
3.727 |
0.194 |
5.2% |
0.082 |
2.2% |
9% |
False |
False |
50,408 |
| 10 |
4.034 |
3.727 |
0.307 |
8.2% |
0.091 |
2.4% |
6% |
False |
False |
51,329 |
| 20 |
4.246 |
3.727 |
0.519 |
13.9% |
0.102 |
2.7% |
3% |
False |
False |
41,555 |
| 40 |
4.252 |
3.727 |
0.525 |
14.0% |
0.101 |
2.7% |
3% |
False |
False |
32,411 |
| 60 |
4.252 |
3.727 |
0.525 |
14.0% |
0.099 |
2.6% |
3% |
False |
False |
26,638 |
| 80 |
4.555 |
3.727 |
0.828 |
22.1% |
0.095 |
2.5% |
2% |
False |
False |
22,657 |
| 100 |
4.985 |
3.727 |
1.258 |
33.6% |
0.095 |
2.5% |
1% |
False |
False |
19,359 |
| 120 |
4.985 |
3.727 |
1.258 |
33.6% |
0.096 |
2.6% |
1% |
False |
False |
17,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.091 |
|
2.618 |
3.981 |
|
1.618 |
3.914 |
|
1.000 |
3.873 |
|
0.618 |
3.847 |
|
HIGH |
3.806 |
|
0.618 |
3.780 |
|
0.500 |
3.773 |
|
0.382 |
3.765 |
|
LOW |
3.739 |
|
0.618 |
3.698 |
|
1.000 |
3.672 |
|
1.618 |
3.631 |
|
2.618 |
3.564 |
|
4.250 |
3.454 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.773 |
3.785 |
| PP |
3.763 |
3.771 |
| S1 |
3.754 |
3.758 |
|