NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.969 |
3.906 |
-0.063 |
-1.6% |
4.000 |
| High |
3.976 |
3.922 |
-0.054 |
-1.4% |
4.097 |
| Low |
3.894 |
3.839 |
-0.055 |
-1.4% |
3.860 |
| Close |
3.946 |
3.847 |
-0.099 |
-2.5% |
3.946 |
| Range |
0.082 |
0.083 |
0.001 |
1.2% |
0.237 |
| ATR |
0.097 |
0.098 |
0.001 |
0.7% |
0.000 |
| Volume |
8,490 |
8,996 |
506 |
6.0% |
49,382 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.118 |
4.066 |
3.893 |
|
| R3 |
4.035 |
3.983 |
3.870 |
|
| R2 |
3.952 |
3.952 |
3.862 |
|
| R1 |
3.900 |
3.900 |
3.855 |
3.885 |
| PP |
3.869 |
3.869 |
3.869 |
3.862 |
| S1 |
3.817 |
3.817 |
3.839 |
3.802 |
| S2 |
3.786 |
3.786 |
3.832 |
|
| S3 |
3.703 |
3.734 |
3.824 |
|
| S4 |
3.620 |
3.651 |
3.801 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.679 |
4.549 |
4.076 |
|
| R3 |
4.442 |
4.312 |
4.011 |
|
| R2 |
4.205 |
4.205 |
3.989 |
|
| R1 |
4.075 |
4.075 |
3.968 |
4.022 |
| PP |
3.968 |
3.968 |
3.968 |
3.941 |
| S1 |
3.838 |
3.838 |
3.924 |
3.785 |
| S2 |
3.731 |
3.731 |
3.903 |
|
| S3 |
3.494 |
3.601 |
3.881 |
|
| S4 |
3.257 |
3.364 |
3.816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.097 |
3.839 |
0.258 |
6.7% |
0.101 |
2.6% |
3% |
False |
True |
9,804 |
| 10 |
4.127 |
3.839 |
0.288 |
7.5% |
0.093 |
2.4% |
3% |
False |
True |
11,030 |
| 20 |
4.285 |
3.839 |
0.446 |
11.6% |
0.096 |
2.5% |
2% |
False |
True |
10,239 |
| 40 |
4.300 |
3.839 |
0.461 |
12.0% |
0.092 |
2.4% |
2% |
False |
True |
8,667 |
| 60 |
4.300 |
3.839 |
0.461 |
12.0% |
0.089 |
2.3% |
2% |
False |
True |
6,836 |
| 80 |
4.575 |
3.839 |
0.736 |
19.1% |
0.084 |
2.2% |
1% |
False |
True |
5,893 |
| 100 |
4.895 |
3.839 |
1.056 |
27.4% |
0.083 |
2.2% |
1% |
False |
True |
5,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.275 |
|
2.618 |
4.139 |
|
1.618 |
4.056 |
|
1.000 |
4.005 |
|
0.618 |
3.973 |
|
HIGH |
3.922 |
|
0.618 |
3.890 |
|
0.500 |
3.881 |
|
0.382 |
3.871 |
|
LOW |
3.839 |
|
0.618 |
3.788 |
|
1.000 |
3.756 |
|
1.618 |
3.705 |
|
2.618 |
3.622 |
|
4.250 |
3.486 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.881 |
3.912 |
| PP |
3.869 |
3.890 |
| S1 |
3.858 |
3.869 |
|