NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4.266 |
4.422 |
0.156 |
3.7% |
4.057 |
| High |
4.462 |
4.522 |
0.060 |
1.3% |
4.522 |
| Low |
4.176 |
4.331 |
0.155 |
3.7% |
4.057 |
| Close |
4.427 |
4.457 |
0.030 |
0.7% |
4.457 |
| Range |
0.286 |
0.191 |
-0.095 |
-33.2% |
0.465 |
| ATR |
0.125 |
0.129 |
0.005 |
3.8% |
0.000 |
| Volume |
37,842 |
54,871 |
17,029 |
45.0% |
184,706 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.010 |
4.924 |
4.562 |
|
| R3 |
4.819 |
4.733 |
4.510 |
|
| R2 |
4.628 |
4.628 |
4.492 |
|
| R1 |
4.542 |
4.542 |
4.475 |
4.585 |
| PP |
4.437 |
4.437 |
4.437 |
4.458 |
| S1 |
4.351 |
4.351 |
4.439 |
4.394 |
| S2 |
4.246 |
4.246 |
4.422 |
|
| S3 |
4.055 |
4.160 |
4.404 |
|
| S4 |
3.864 |
3.969 |
4.352 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.740 |
5.564 |
4.713 |
|
| R3 |
5.275 |
5.099 |
4.585 |
|
| R2 |
4.810 |
4.810 |
4.542 |
|
| R1 |
4.634 |
4.634 |
4.500 |
4.722 |
| PP |
4.345 |
4.345 |
4.345 |
4.390 |
| S1 |
4.169 |
4.169 |
4.414 |
4.257 |
| S2 |
3.880 |
3.880 |
4.372 |
|
| S3 |
3.415 |
3.704 |
4.329 |
|
| S4 |
2.950 |
3.239 |
4.201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.522 |
4.057 |
0.465 |
10.4% |
0.173 |
3.9% |
86% |
True |
False |
36,941 |
| 10 |
4.522 |
3.703 |
0.819 |
18.4% |
0.144 |
3.2% |
92% |
True |
False |
24,823 |
| 20 |
4.522 |
3.703 |
0.819 |
18.4% |
0.116 |
2.6% |
92% |
True |
False |
17,923 |
| 40 |
4.522 |
3.703 |
0.819 |
18.4% |
0.104 |
2.3% |
92% |
True |
False |
13,755 |
| 60 |
4.522 |
3.703 |
0.819 |
18.4% |
0.099 |
2.2% |
92% |
True |
False |
11,193 |
| 80 |
4.522 |
3.703 |
0.819 |
18.4% |
0.093 |
2.1% |
92% |
True |
False |
9,229 |
| 100 |
4.800 |
3.703 |
1.097 |
24.6% |
0.089 |
2.0% |
69% |
False |
False |
7,801 |
| 120 |
4.895 |
3.703 |
1.192 |
26.7% |
0.088 |
2.0% |
63% |
False |
False |
6,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.334 |
|
2.618 |
5.022 |
|
1.618 |
4.831 |
|
1.000 |
4.713 |
|
0.618 |
4.640 |
|
HIGH |
4.522 |
|
0.618 |
4.449 |
|
0.500 |
4.427 |
|
0.382 |
4.404 |
|
LOW |
4.331 |
|
0.618 |
4.213 |
|
1.000 |
4.140 |
|
1.618 |
4.022 |
|
2.618 |
3.831 |
|
4.250 |
3.519 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.447 |
4.421 |
| PP |
4.437 |
4.385 |
| S1 |
4.427 |
4.349 |
|