NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.793 |
3.858 |
0.065 |
1.7% |
3.644 |
| High |
3.873 |
3.955 |
0.082 |
2.1% |
3.955 |
| Low |
3.768 |
3.835 |
0.067 |
1.8% |
3.620 |
| Close |
3.827 |
3.873 |
0.046 |
1.2% |
3.873 |
| Range |
0.105 |
0.120 |
0.015 |
14.3% |
0.335 |
| ATR |
0.106 |
0.107 |
0.002 |
1.5% |
0.000 |
| Volume |
101,279 |
153,514 |
52,235 |
51.6% |
602,573 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.248 |
4.180 |
3.939 |
|
| R3 |
4.128 |
4.060 |
3.906 |
|
| R2 |
4.008 |
4.008 |
3.895 |
|
| R1 |
3.940 |
3.940 |
3.884 |
3.974 |
| PP |
3.888 |
3.888 |
3.888 |
3.905 |
| S1 |
3.820 |
3.820 |
3.862 |
3.854 |
| S2 |
3.768 |
3.768 |
3.851 |
|
| S3 |
3.648 |
3.700 |
3.840 |
|
| S4 |
3.528 |
3.580 |
3.807 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.821 |
4.682 |
4.057 |
|
| R3 |
4.486 |
4.347 |
3.965 |
|
| R2 |
4.151 |
4.151 |
3.934 |
|
| R1 |
4.012 |
4.012 |
3.904 |
4.082 |
| PP |
3.816 |
3.816 |
3.816 |
3.851 |
| S1 |
3.677 |
3.677 |
3.842 |
3.747 |
| S2 |
3.481 |
3.481 |
3.812 |
|
| S3 |
3.146 |
3.342 |
3.781 |
|
| S4 |
2.811 |
3.007 |
3.689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.955 |
3.620 |
0.335 |
8.6% |
0.124 |
3.2% |
76% |
True |
False |
120,514 |
| 10 |
3.955 |
3.620 |
0.335 |
8.6% |
0.104 |
2.7% |
76% |
True |
False |
89,145 |
| 20 |
4.087 |
3.620 |
0.467 |
12.1% |
0.102 |
2.6% |
54% |
False |
False |
68,367 |
| 40 |
4.246 |
3.620 |
0.626 |
16.2% |
0.104 |
2.7% |
40% |
False |
False |
47,594 |
| 60 |
4.252 |
3.620 |
0.632 |
16.3% |
0.102 |
2.6% |
40% |
False |
False |
37,702 |
| 80 |
4.280 |
3.620 |
0.660 |
17.0% |
0.097 |
2.5% |
38% |
False |
False |
31,245 |
| 100 |
4.985 |
3.620 |
1.365 |
35.2% |
0.098 |
2.5% |
19% |
False |
False |
26,480 |
| 120 |
4.985 |
3.620 |
1.365 |
35.2% |
0.097 |
2.5% |
19% |
False |
False |
22,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.465 |
|
2.618 |
4.269 |
|
1.618 |
4.149 |
|
1.000 |
4.075 |
|
0.618 |
4.029 |
|
HIGH |
3.955 |
|
0.618 |
3.909 |
|
0.500 |
3.895 |
|
0.382 |
3.881 |
|
LOW |
3.835 |
|
0.618 |
3.761 |
|
1.000 |
3.715 |
|
1.618 |
3.641 |
|
2.618 |
3.521 |
|
4.250 |
3.325 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.895 |
3.857 |
| PP |
3.888 |
3.841 |
| S1 |
3.880 |
3.826 |
|