NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4.057 |
4.120 |
0.063 |
1.6% |
3.772 |
| High |
4.139 |
4.253 |
0.114 |
2.8% |
4.018 |
| Low |
4.057 |
4.119 |
0.062 |
1.5% |
3.703 |
| Close |
4.131 |
4.208 |
0.077 |
1.9% |
3.950 |
| Range |
0.082 |
0.134 |
0.052 |
63.4% |
0.315 |
| ATR |
0.105 |
0.107 |
0.002 |
1.9% |
0.000 |
| Volume |
30,830 |
33,118 |
2,288 |
7.4% |
63,527 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.595 |
4.536 |
4.282 |
|
| R3 |
4.461 |
4.402 |
4.245 |
|
| R2 |
4.327 |
4.327 |
4.233 |
|
| R1 |
4.268 |
4.268 |
4.220 |
4.298 |
| PP |
4.193 |
4.193 |
4.193 |
4.208 |
| S1 |
4.134 |
4.134 |
4.196 |
4.164 |
| S2 |
4.059 |
4.059 |
4.183 |
|
| S3 |
3.925 |
4.000 |
4.171 |
|
| S4 |
3.791 |
3.866 |
4.134 |
|
|
| 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 |
4.253 |
3.781 |
0.472 |
11.2% |
0.112 |
2.7% |
90% |
True |
False |
21,309 |
| 10 |
4.253 |
3.703 |
0.550 |
13.1% |
0.100 |
2.4% |
92% |
True |
False |
16,680 |
| 20 |
4.253 |
3.703 |
0.550 |
13.1% |
0.095 |
2.3% |
92% |
True |
False |
14,007 |
| 40 |
4.285 |
3.703 |
0.582 |
13.8% |
0.094 |
2.2% |
87% |
False |
False |
11,431 |
| 60 |
4.300 |
3.703 |
0.597 |
14.2% |
0.092 |
2.2% |
85% |
False |
False |
9,341 |
| 80 |
4.303 |
3.703 |
0.600 |
14.3% |
0.088 |
2.1% |
84% |
False |
False |
7,789 |
| 100 |
4.895 |
3.703 |
1.192 |
28.3% |
0.085 |
2.0% |
42% |
False |
False |
6,637 |
| 120 |
4.895 |
3.703 |
1.192 |
28.3% |
0.084 |
2.0% |
42% |
False |
False |
5,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.823 |
|
2.618 |
4.604 |
|
1.618 |
4.470 |
|
1.000 |
4.387 |
|
0.618 |
4.336 |
|
HIGH |
4.253 |
|
0.618 |
4.202 |
|
0.500 |
4.186 |
|
0.382 |
4.170 |
|
LOW |
4.119 |
|
0.618 |
4.036 |
|
1.000 |
3.985 |
|
1.618 |
3.902 |
|
2.618 |
3.768 |
|
4.250 |
3.550 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.201 |
4.166 |
| PP |
4.193 |
4.124 |
| S1 |
4.186 |
4.082 |
|