NYMEX Natural Gas Future December 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 |
3.741 |
3.719 |
-0.022 |
-0.6% |
3.817 |
| High |
3.766 |
3.736 |
-0.030 |
-0.8% |
3.842 |
| Low |
3.674 |
3.641 |
-0.033 |
-0.9% |
3.641 |
| Close |
3.706 |
3.698 |
-0.008 |
-0.2% |
3.698 |
| Range |
0.092 |
0.095 |
0.003 |
3.3% |
0.201 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.3% |
0.000 |
| Volume |
75,759 |
68,483 |
-7,276 |
-9.6% |
288,886 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.977 |
3.932 |
3.750 |
|
| R3 |
3.882 |
3.837 |
3.724 |
|
| R2 |
3.787 |
3.787 |
3.715 |
|
| R1 |
3.742 |
3.742 |
3.707 |
3.717 |
| PP |
3.692 |
3.692 |
3.692 |
3.679 |
| S1 |
3.647 |
3.647 |
3.689 |
3.622 |
| S2 |
3.597 |
3.597 |
3.681 |
|
| S3 |
3.502 |
3.552 |
3.672 |
|
| S4 |
3.407 |
3.457 |
3.646 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.330 |
4.215 |
3.809 |
|
| R3 |
4.129 |
4.014 |
3.753 |
|
| R2 |
3.928 |
3.928 |
3.735 |
|
| R1 |
3.813 |
3.813 |
3.716 |
3.770 |
| PP |
3.727 |
3.727 |
3.727 |
3.706 |
| S1 |
3.612 |
3.612 |
3.680 |
3.569 |
| S2 |
3.526 |
3.526 |
3.661 |
|
| S3 |
3.325 |
3.411 |
3.643 |
|
| S4 |
3.124 |
3.210 |
3.587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.842 |
3.641 |
0.201 |
5.4% |
0.084 |
2.3% |
28% |
False |
True |
57,777 |
| 10 |
4.034 |
3.641 |
0.393 |
10.6% |
0.093 |
2.5% |
15% |
False |
True |
56,315 |
| 20 |
4.246 |
3.641 |
0.605 |
16.4% |
0.101 |
2.7% |
9% |
False |
True |
46,254 |
| 40 |
4.246 |
3.641 |
0.605 |
16.4% |
0.100 |
2.7% |
9% |
False |
True |
35,099 |
| 60 |
4.252 |
3.641 |
0.611 |
16.5% |
0.099 |
2.7% |
9% |
False |
True |
28,652 |
| 80 |
4.493 |
3.641 |
0.852 |
23.0% |
0.095 |
2.6% |
7% |
False |
True |
24,300 |
| 100 |
4.985 |
3.641 |
1.344 |
36.3% |
0.096 |
2.6% |
4% |
False |
True |
20,736 |
| 120 |
4.985 |
3.641 |
1.344 |
36.3% |
0.096 |
2.6% |
4% |
False |
True |
18,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.140 |
|
2.618 |
3.985 |
|
1.618 |
3.890 |
|
1.000 |
3.831 |
|
0.618 |
3.795 |
|
HIGH |
3.736 |
|
0.618 |
3.700 |
|
0.500 |
3.689 |
|
0.382 |
3.677 |
|
LOW |
3.641 |
|
0.618 |
3.582 |
|
1.000 |
3.546 |
|
1.618 |
3.487 |
|
2.618 |
3.392 |
|
4.250 |
3.237 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.695 |
3.724 |
| PP |
3.692 |
3.715 |
| S1 |
3.689 |
3.707 |
|