NYMEX Natural Gas Future January 2015
| 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 |
3.883 |
3.940 |
0.057 |
1.5% |
3.767 |
| High |
3.948 |
4.028 |
0.080 |
2.0% |
4.028 |
| Low |
3.849 |
3.916 |
0.067 |
1.7% |
3.707 |
| Close |
3.906 |
3.959 |
0.053 |
1.4% |
3.959 |
| Range |
0.099 |
0.112 |
0.013 |
13.1% |
0.321 |
| ATR |
0.101 |
0.103 |
0.001 |
1.5% |
0.000 |
| Volume |
46,209 |
32,682 |
-13,527 |
-29.3% |
183,673 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.304 |
4.243 |
4.021 |
|
| R3 |
4.192 |
4.131 |
3.990 |
|
| R2 |
4.080 |
4.080 |
3.980 |
|
| R1 |
4.019 |
4.019 |
3.969 |
4.050 |
| PP |
3.968 |
3.968 |
3.968 |
3.983 |
| S1 |
3.907 |
3.907 |
3.949 |
3.938 |
| S2 |
3.856 |
3.856 |
3.938 |
|
| S3 |
3.744 |
3.795 |
3.928 |
|
| S4 |
3.632 |
3.683 |
3.897 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.861 |
4.731 |
4.136 |
|
| R3 |
4.540 |
4.410 |
4.047 |
|
| R2 |
4.219 |
4.219 |
4.018 |
|
| R1 |
4.089 |
4.089 |
3.988 |
4.154 |
| PP |
3.898 |
3.898 |
3.898 |
3.931 |
| S1 |
3.768 |
3.768 |
3.930 |
3.833 |
| S2 |
3.577 |
3.577 |
3.900 |
|
| S3 |
3.256 |
3.447 |
3.871 |
|
| S4 |
2.935 |
3.126 |
3.782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.028 |
3.707 |
0.321 |
8.1% |
0.118 |
3.0% |
79% |
True |
False |
36,734 |
| 10 |
4.028 |
3.707 |
0.321 |
8.1% |
0.099 |
2.5% |
79% |
True |
False |
33,079 |
| 20 |
4.142 |
3.707 |
0.435 |
11.0% |
0.096 |
2.4% |
58% |
False |
False |
37,160 |
| 40 |
4.306 |
3.707 |
0.599 |
15.1% |
0.099 |
2.5% |
42% |
False |
False |
32,090 |
| 60 |
4.320 |
3.707 |
0.613 |
15.5% |
0.097 |
2.5% |
41% |
False |
False |
29,063 |
| 80 |
4.339 |
3.707 |
0.632 |
16.0% |
0.093 |
2.3% |
40% |
False |
False |
25,828 |
| 100 |
5.027 |
3.707 |
1.320 |
33.3% |
0.094 |
2.4% |
19% |
False |
False |
23,183 |
| 120 |
5.027 |
3.707 |
1.320 |
33.3% |
0.093 |
2.4% |
19% |
False |
False |
21,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.504 |
|
2.618 |
4.321 |
|
1.618 |
4.209 |
|
1.000 |
4.140 |
|
0.618 |
4.097 |
|
HIGH |
4.028 |
|
0.618 |
3.985 |
|
0.500 |
3.972 |
|
0.382 |
3.959 |
|
LOW |
3.916 |
|
0.618 |
3.847 |
|
1.000 |
3.804 |
|
1.618 |
3.735 |
|
2.618 |
3.623 |
|
4.250 |
3.440 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.972 |
3.941 |
| PP |
3.968 |
3.923 |
| S1 |
3.963 |
3.905 |
|