NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4.120 |
4.222 |
0.102 |
2.5% |
3.772 |
| High |
4.253 |
4.380 |
0.127 |
3.0% |
4.018 |
| Low |
4.119 |
4.206 |
0.087 |
2.1% |
3.703 |
| Close |
4.208 |
4.253 |
0.045 |
1.1% |
3.950 |
| Range |
0.134 |
0.174 |
0.040 |
29.9% |
0.315 |
| ATR |
0.107 |
0.112 |
0.005 |
4.4% |
0.000 |
| Volume |
33,118 |
28,045 |
-5,073 |
-15.3% |
63,527 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.802 |
4.701 |
4.349 |
|
| R3 |
4.628 |
4.527 |
4.301 |
|
| R2 |
4.454 |
4.454 |
4.285 |
|
| R1 |
4.353 |
4.353 |
4.269 |
4.404 |
| PP |
4.280 |
4.280 |
4.280 |
4.305 |
| S1 |
4.179 |
4.179 |
4.237 |
4.230 |
| S2 |
4.106 |
4.106 |
4.221 |
|
| S3 |
3.932 |
4.005 |
4.205 |
|
| S4 |
3.758 |
3.831 |
4.157 |
|
|
| 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 |
4.380 |
3.842 |
0.538 |
12.6% |
0.119 |
2.8% |
76% |
True |
False |
24,026 |
| 10 |
4.380 |
3.703 |
0.677 |
15.9% |
0.112 |
2.6% |
81% |
True |
False |
18,391 |
| 20 |
4.380 |
3.703 |
0.677 |
15.9% |
0.099 |
2.3% |
81% |
True |
False |
14,750 |
| 40 |
4.380 |
3.703 |
0.677 |
15.9% |
0.097 |
2.3% |
81% |
True |
False |
11,872 |
| 60 |
4.380 |
3.703 |
0.677 |
15.9% |
0.094 |
2.2% |
81% |
True |
False |
9,773 |
| 80 |
4.380 |
3.703 |
0.677 |
15.9% |
0.089 |
2.1% |
81% |
True |
False |
8,114 |
| 100 |
4.872 |
3.703 |
1.169 |
27.5% |
0.086 |
2.0% |
47% |
False |
False |
6,892 |
| 120 |
4.895 |
3.703 |
1.192 |
28.0% |
0.085 |
2.0% |
46% |
False |
False |
6,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.120 |
|
2.618 |
4.836 |
|
1.618 |
4.662 |
|
1.000 |
4.554 |
|
0.618 |
4.488 |
|
HIGH |
4.380 |
|
0.618 |
4.314 |
|
0.500 |
4.293 |
|
0.382 |
4.272 |
|
LOW |
4.206 |
|
0.618 |
4.098 |
|
1.000 |
4.032 |
|
1.618 |
3.924 |
|
2.618 |
3.750 |
|
4.250 |
3.467 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.293 |
4.242 |
| PP |
4.280 |
4.230 |
| S1 |
4.266 |
4.219 |
|