NYMEX Natural Gas Future January 2015
| 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 |
3.832 |
3.821 |
-0.011 |
-0.3% |
3.910 |
| High |
3.848 |
3.821 |
-0.027 |
-0.7% |
3.929 |
| Low |
3.760 |
3.730 |
-0.030 |
-0.8% |
3.730 |
| Close |
3.791 |
3.787 |
-0.004 |
-0.1% |
3.787 |
| Range |
0.088 |
0.091 |
0.003 |
3.4% |
0.199 |
| ATR |
0.095 |
0.095 |
0.000 |
-0.3% |
0.000 |
| Volume |
25,996 |
41,700 |
15,704 |
60.4% |
147,125 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.052 |
4.011 |
3.837 |
|
| R3 |
3.961 |
3.920 |
3.812 |
|
| R2 |
3.870 |
3.870 |
3.804 |
|
| R1 |
3.829 |
3.829 |
3.795 |
3.804 |
| PP |
3.779 |
3.779 |
3.779 |
3.767 |
| S1 |
3.738 |
3.738 |
3.779 |
3.713 |
| S2 |
3.688 |
3.688 |
3.770 |
|
| S3 |
3.597 |
3.647 |
3.762 |
|
| S4 |
3.506 |
3.556 |
3.737 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.412 |
4.299 |
3.896 |
|
| R3 |
4.213 |
4.100 |
3.842 |
|
| R2 |
4.014 |
4.014 |
3.823 |
|
| R1 |
3.901 |
3.901 |
3.805 |
3.858 |
| PP |
3.815 |
3.815 |
3.815 |
3.794 |
| S1 |
3.702 |
3.702 |
3.769 |
3.659 |
| S2 |
3.616 |
3.616 |
3.751 |
|
| S3 |
3.417 |
3.503 |
3.732 |
|
| S4 |
3.218 |
3.304 |
3.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.929 |
3.730 |
0.199 |
5.3% |
0.079 |
2.1% |
29% |
False |
True |
29,425 |
| 10 |
4.108 |
3.730 |
0.378 |
10.0% |
0.088 |
2.3% |
15% |
False |
True |
34,352 |
| 20 |
4.306 |
3.730 |
0.576 |
15.2% |
0.096 |
2.5% |
10% |
False |
True |
36,175 |
| 40 |
4.306 |
3.730 |
0.576 |
15.2% |
0.095 |
2.5% |
10% |
False |
True |
30,530 |
| 60 |
4.320 |
3.730 |
0.590 |
15.6% |
0.094 |
2.5% |
10% |
False |
True |
27,397 |
| 80 |
4.548 |
3.730 |
0.818 |
21.6% |
0.091 |
2.4% |
7% |
False |
True |
24,467 |
| 100 |
5.027 |
3.730 |
1.297 |
34.2% |
0.092 |
2.4% |
4% |
False |
True |
21,939 |
| 120 |
5.027 |
3.730 |
1.297 |
34.2% |
0.093 |
2.5% |
4% |
False |
True |
20,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.208 |
|
2.618 |
4.059 |
|
1.618 |
3.968 |
|
1.000 |
3.912 |
|
0.618 |
3.877 |
|
HIGH |
3.821 |
|
0.618 |
3.786 |
|
0.500 |
3.776 |
|
0.382 |
3.765 |
|
LOW |
3.730 |
|
0.618 |
3.674 |
|
1.000 |
3.639 |
|
1.618 |
3.583 |
|
2.618 |
3.492 |
|
4.250 |
3.343 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.783 |
3.808 |
| PP |
3.779 |
3.801 |
| S1 |
3.776 |
3.794 |
|