NYMEX Natural Gas Future December 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 |
3.782 |
3.741 |
-0.041 |
-1.1% |
3.916 |
| High |
3.806 |
3.766 |
-0.040 |
-1.1% |
4.034 |
| Low |
3.739 |
3.674 |
-0.065 |
-1.7% |
3.809 |
| Close |
3.745 |
3.706 |
-0.039 |
-1.0% |
3.863 |
| Range |
0.067 |
0.092 |
0.025 |
37.3% |
0.225 |
| ATR |
0.100 |
0.099 |
-0.001 |
-0.6% |
0.000 |
| Volume |
43,309 |
75,759 |
32,450 |
74.9% |
274,272 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.991 |
3.941 |
3.757 |
|
| R3 |
3.899 |
3.849 |
3.731 |
|
| R2 |
3.807 |
3.807 |
3.723 |
|
| R1 |
3.757 |
3.757 |
3.714 |
3.736 |
| PP |
3.715 |
3.715 |
3.715 |
3.705 |
| S1 |
3.665 |
3.665 |
3.698 |
3.644 |
| S2 |
3.623 |
3.623 |
3.689 |
|
| S3 |
3.531 |
3.573 |
3.681 |
|
| S4 |
3.439 |
3.481 |
3.655 |
|
|
| 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 |
3.900 |
3.674 |
0.226 |
6.1% |
0.083 |
2.2% |
14% |
False |
True |
54,302 |
| 10 |
4.034 |
3.674 |
0.360 |
9.7% |
0.088 |
2.4% |
9% |
False |
True |
53,406 |
| 20 |
4.246 |
3.674 |
0.572 |
15.4% |
0.100 |
2.7% |
6% |
False |
True |
44,305 |
| 40 |
4.252 |
3.674 |
0.578 |
15.6% |
0.101 |
2.7% |
6% |
False |
True |
33,939 |
| 60 |
4.252 |
3.674 |
0.578 |
15.6% |
0.099 |
2.7% |
6% |
False |
True |
27,726 |
| 80 |
4.522 |
3.674 |
0.848 |
22.9% |
0.095 |
2.6% |
4% |
False |
True |
23,499 |
| 100 |
4.985 |
3.674 |
1.311 |
35.4% |
0.096 |
2.6% |
2% |
False |
True |
20,080 |
| 120 |
4.985 |
3.674 |
1.311 |
35.4% |
0.096 |
2.6% |
2% |
False |
True |
17,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.157 |
|
2.618 |
4.007 |
|
1.618 |
3.915 |
|
1.000 |
3.858 |
|
0.618 |
3.823 |
|
HIGH |
3.766 |
|
0.618 |
3.731 |
|
0.500 |
3.720 |
|
0.382 |
3.709 |
|
LOW |
3.674 |
|
0.618 |
3.617 |
|
1.000 |
3.582 |
|
1.618 |
3.525 |
|
2.618 |
3.433 |
|
4.250 |
3.283 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.720 |
3.740 |
| PP |
3.715 |
3.729 |
| S1 |
3.711 |
3.717 |
|