NYMEX Natural Gas Future January 2015
| 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 |
3.841 |
3.862 |
0.021 |
0.5% |
4.025 |
| High |
3.888 |
3.885 |
-0.003 |
-0.1% |
4.108 |
| Low |
3.821 |
3.823 |
0.002 |
0.1% |
3.898 |
| Close |
3.881 |
3.828 |
-0.053 |
-1.4% |
3.951 |
| Range |
0.067 |
0.062 |
-0.005 |
-7.5% |
0.210 |
| ATR |
0.098 |
0.096 |
-0.003 |
-2.6% |
0.000 |
| Volume |
24,722 |
29,690 |
4,968 |
20.1% |
196,398 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.031 |
3.992 |
3.862 |
|
| R3 |
3.969 |
3.930 |
3.845 |
|
| R2 |
3.907 |
3.907 |
3.839 |
|
| R1 |
3.868 |
3.868 |
3.834 |
3.857 |
| PP |
3.845 |
3.845 |
3.845 |
3.840 |
| S1 |
3.806 |
3.806 |
3.822 |
3.795 |
| S2 |
3.783 |
3.783 |
3.817 |
|
| S3 |
3.721 |
3.744 |
3.811 |
|
| S4 |
3.659 |
3.682 |
3.794 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.616 |
4.493 |
4.067 |
|
| R3 |
4.406 |
4.283 |
4.009 |
|
| R2 |
4.196 |
4.196 |
3.990 |
|
| R1 |
4.073 |
4.073 |
3.970 |
4.030 |
| PP |
3.986 |
3.986 |
3.986 |
3.964 |
| S1 |
3.863 |
3.863 |
3.932 |
3.820 |
| S2 |
3.776 |
3.776 |
3.913 |
|
| S3 |
3.566 |
3.653 |
3.893 |
|
| S4 |
3.356 |
3.443 |
3.836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.003 |
3.821 |
0.182 |
4.8% |
0.077 |
2.0% |
4% |
False |
False |
28,692 |
| 10 |
4.110 |
3.821 |
0.289 |
7.5% |
0.087 |
2.3% |
2% |
False |
False |
38,824 |
| 20 |
4.306 |
3.821 |
0.485 |
12.7% |
0.097 |
2.5% |
1% |
False |
False |
35,365 |
| 40 |
4.320 |
3.821 |
0.499 |
13.0% |
0.096 |
2.5% |
1% |
False |
False |
29,981 |
| 60 |
4.320 |
3.821 |
0.499 |
13.0% |
0.094 |
2.5% |
1% |
False |
False |
26,739 |
| 80 |
4.611 |
3.821 |
0.790 |
20.6% |
0.091 |
2.4% |
1% |
False |
False |
23,929 |
| 100 |
5.027 |
3.821 |
1.206 |
31.5% |
0.091 |
2.4% |
1% |
False |
False |
21,429 |
| 120 |
5.027 |
3.821 |
1.206 |
31.5% |
0.093 |
2.4% |
1% |
False |
False |
19,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.149 |
|
2.618 |
4.047 |
|
1.618 |
3.985 |
|
1.000 |
3.947 |
|
0.618 |
3.923 |
|
HIGH |
3.885 |
|
0.618 |
3.861 |
|
0.500 |
3.854 |
|
0.382 |
3.847 |
|
LOW |
3.823 |
|
0.618 |
3.785 |
|
1.000 |
3.761 |
|
1.618 |
3.723 |
|
2.618 |
3.661 |
|
4.250 |
3.560 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.854 |
3.875 |
| PP |
3.845 |
3.859 |
| S1 |
3.837 |
3.844 |
|