NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.767 |
3.733 |
-0.034 |
-0.9% |
3.910 |
| High |
3.807 |
3.845 |
0.038 |
1.0% |
3.929 |
| Low |
3.707 |
3.710 |
0.003 |
0.1% |
3.730 |
| Close |
3.723 |
3.814 |
0.091 |
2.4% |
3.787 |
| Range |
0.100 |
0.135 |
0.035 |
35.0% |
0.199 |
| ATR |
0.095 |
0.098 |
0.003 |
3.0% |
0.000 |
| Volume |
28,013 |
31,372 |
3,359 |
12.0% |
147,125 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.139 |
3.888 |
|
| R3 |
4.060 |
4.004 |
3.851 |
|
| R2 |
3.925 |
3.925 |
3.839 |
|
| R1 |
3.869 |
3.869 |
3.826 |
3.897 |
| PP |
3.790 |
3.790 |
3.790 |
3.804 |
| S1 |
3.734 |
3.734 |
3.802 |
3.762 |
| S2 |
3.655 |
3.655 |
3.789 |
|
| S3 |
3.520 |
3.599 |
3.777 |
|
| S4 |
3.385 |
3.464 |
3.740 |
|
|
| 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 |
3.885 |
3.707 |
0.178 |
4.7% |
0.095 |
2.5% |
60% |
False |
False |
31,354 |
| 10 |
4.019 |
3.707 |
0.312 |
8.2% |
0.089 |
2.3% |
34% |
False |
False |
30,790 |
| 20 |
4.305 |
3.707 |
0.598 |
15.7% |
0.098 |
2.6% |
18% |
False |
False |
36,323 |
| 40 |
4.306 |
3.707 |
0.599 |
15.7% |
0.095 |
2.5% |
18% |
False |
False |
30,884 |
| 60 |
4.320 |
3.707 |
0.613 |
16.1% |
0.096 |
2.5% |
17% |
False |
False |
27,776 |
| 80 |
4.389 |
3.707 |
0.682 |
17.9% |
0.091 |
2.4% |
16% |
False |
False |
24,876 |
| 100 |
5.027 |
3.707 |
1.320 |
34.6% |
0.093 |
2.4% |
8% |
False |
False |
22,325 |
| 120 |
5.027 |
3.707 |
1.320 |
34.6% |
0.093 |
2.4% |
8% |
False |
False |
20,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.419 |
|
2.618 |
4.198 |
|
1.618 |
4.063 |
|
1.000 |
3.980 |
|
0.618 |
3.928 |
|
HIGH |
3.845 |
|
0.618 |
3.793 |
|
0.500 |
3.778 |
|
0.382 |
3.762 |
|
LOW |
3.710 |
|
0.618 |
3.627 |
|
1.000 |
3.575 |
|
1.618 |
3.492 |
|
2.618 |
3.357 |
|
4.250 |
3.136 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.802 |
3.801 |
| PP |
3.790 |
3.789 |
| S1 |
3.778 |
3.776 |
|