NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.906 |
3.839 |
-0.067 |
-1.7% |
4.000 |
| High |
3.922 |
3.882 |
-0.040 |
-1.0% |
4.097 |
| Low |
3.839 |
3.815 |
-0.024 |
-0.6% |
3.860 |
| Close |
3.847 |
3.876 |
0.029 |
0.8% |
3.946 |
| Range |
0.083 |
0.067 |
-0.016 |
-19.3% |
0.237 |
| ATR |
0.098 |
0.096 |
-0.002 |
-2.3% |
0.000 |
| Volume |
8,996 |
12,534 |
3,538 |
39.3% |
49,382 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.059 |
4.034 |
3.913 |
|
| R3 |
3.992 |
3.967 |
3.894 |
|
| R2 |
3.925 |
3.925 |
3.888 |
|
| R1 |
3.900 |
3.900 |
3.882 |
3.913 |
| PP |
3.858 |
3.858 |
3.858 |
3.864 |
| S1 |
3.833 |
3.833 |
3.870 |
3.846 |
| S2 |
3.791 |
3.791 |
3.864 |
|
| S3 |
3.724 |
3.766 |
3.858 |
|
| S4 |
3.657 |
3.699 |
3.839 |
|
|
| 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 |
4.006 |
3.815 |
0.191 |
4.9% |
0.088 |
2.3% |
32% |
False |
True |
10,580 |
| 10 |
4.099 |
3.815 |
0.284 |
7.3% |
0.090 |
2.3% |
21% |
False |
True |
11,335 |
| 20 |
4.285 |
3.815 |
0.470 |
12.1% |
0.096 |
2.5% |
13% |
False |
True |
10,542 |
| 40 |
4.300 |
3.815 |
0.485 |
12.5% |
0.092 |
2.4% |
13% |
False |
True |
8,930 |
| 60 |
4.300 |
3.815 |
0.485 |
12.5% |
0.088 |
2.3% |
13% |
False |
True |
7,006 |
| 80 |
4.575 |
3.815 |
0.760 |
19.6% |
0.084 |
2.2% |
8% |
False |
True |
6,008 |
| 100 |
4.895 |
3.815 |
1.080 |
27.9% |
0.083 |
2.1% |
6% |
False |
True |
5,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.167 |
|
2.618 |
4.057 |
|
1.618 |
3.990 |
|
1.000 |
3.949 |
|
0.618 |
3.923 |
|
HIGH |
3.882 |
|
0.618 |
3.856 |
|
0.500 |
3.849 |
|
0.382 |
3.841 |
|
LOW |
3.815 |
|
0.618 |
3.774 |
|
1.000 |
3.748 |
|
1.618 |
3.707 |
|
2.618 |
3.640 |
|
4.250 |
3.530 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.867 |
3.896 |
| PP |
3.858 |
3.889 |
| S1 |
3.849 |
3.883 |
|