NYMEX Natural Gas Future February 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 |
3.869 |
3.926 |
0.057 |
1.5% |
3.772 |
| High |
3.940 |
4.018 |
0.078 |
2.0% |
4.018 |
| Low |
3.842 |
3.910 |
0.068 |
1.8% |
3.703 |
| Close |
3.900 |
3.950 |
0.050 |
1.3% |
3.950 |
| Range |
0.098 |
0.108 |
0.010 |
10.2% |
0.315 |
| ATR |
0.098 |
0.099 |
0.001 |
1.5% |
0.000 |
| Volume |
18,968 |
9,169 |
-9,799 |
-51.7% |
63,527 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.283 |
4.225 |
4.009 |
|
| R3 |
4.175 |
4.117 |
3.980 |
|
| R2 |
4.067 |
4.067 |
3.970 |
|
| R1 |
4.009 |
4.009 |
3.960 |
4.038 |
| PP |
3.959 |
3.959 |
3.959 |
3.974 |
| S1 |
3.901 |
3.901 |
3.940 |
3.930 |
| S2 |
3.851 |
3.851 |
3.930 |
|
| S3 |
3.743 |
3.793 |
3.920 |
|
| S4 |
3.635 |
3.685 |
3.891 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.835 |
4.708 |
4.123 |
|
| R3 |
4.520 |
4.393 |
4.037 |
|
| R2 |
4.205 |
4.205 |
4.008 |
|
| R1 |
4.078 |
4.078 |
3.979 |
4.142 |
| PP |
3.890 |
3.890 |
3.890 |
3.922 |
| S1 |
3.763 |
3.763 |
3.921 |
3.827 |
| S2 |
3.575 |
3.575 |
3.892 |
|
| S3 |
3.260 |
3.448 |
3.863 |
|
| S4 |
2.945 |
3.133 |
3.777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.018 |
3.703 |
0.315 |
8.0% |
0.114 |
2.9% |
78% |
True |
False |
12,705 |
| 10 |
4.018 |
3.703 |
0.315 |
8.0% |
0.094 |
2.4% |
78% |
True |
False |
12,439 |
| 20 |
4.128 |
3.703 |
0.425 |
10.8% |
0.093 |
2.4% |
58% |
False |
False |
11,839 |
| 40 |
4.285 |
3.703 |
0.582 |
14.7% |
0.094 |
2.4% |
42% |
False |
False |
10,155 |
| 60 |
4.300 |
3.703 |
0.597 |
15.1% |
0.091 |
2.3% |
41% |
False |
False |
8,381 |
| 80 |
4.317 |
3.703 |
0.614 |
15.5% |
0.087 |
2.2% |
40% |
False |
False |
7,041 |
| 100 |
4.895 |
3.703 |
1.192 |
30.2% |
0.086 |
2.2% |
21% |
False |
False |
6,066 |
| 120 |
4.895 |
3.703 |
1.192 |
30.2% |
0.084 |
2.1% |
21% |
False |
False |
5,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.477 |
|
2.618 |
4.301 |
|
1.618 |
4.193 |
|
1.000 |
4.126 |
|
0.618 |
4.085 |
|
HIGH |
4.018 |
|
0.618 |
3.977 |
|
0.500 |
3.964 |
|
0.382 |
3.951 |
|
LOW |
3.910 |
|
0.618 |
3.843 |
|
1.000 |
3.802 |
|
1.618 |
3.735 |
|
2.618 |
3.627 |
|
4.250 |
3.451 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.964 |
3.933 |
| PP |
3.959 |
3.916 |
| S1 |
3.955 |
3.900 |
|