NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.660 |
3.797 |
0.137 |
3.7% |
3.940 |
| High |
3.822 |
3.819 |
-0.003 |
-0.1% |
4.037 |
| Low |
3.660 |
3.765 |
0.105 |
2.9% |
3.824 |
| Close |
3.818 |
3.768 |
-0.050 |
-1.3% |
3.889 |
| Range |
0.162 |
0.054 |
-0.108 |
-66.7% |
0.213 |
| ATR |
0.099 |
0.095 |
-0.003 |
-3.2% |
0.000 |
| Volume |
18,010 |
17,594 |
-416 |
-2.3% |
96,866 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.946 |
3.911 |
3.798 |
|
| R3 |
3.892 |
3.857 |
3.783 |
|
| R2 |
3.838 |
3.838 |
3.778 |
|
| R1 |
3.803 |
3.803 |
3.773 |
3.794 |
| PP |
3.784 |
3.784 |
3.784 |
3.779 |
| S1 |
3.749 |
3.749 |
3.763 |
3.740 |
| S2 |
3.730 |
3.730 |
3.758 |
|
| S3 |
3.676 |
3.695 |
3.753 |
|
| S4 |
3.622 |
3.641 |
3.738 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.556 |
4.435 |
4.006 |
|
| R3 |
4.343 |
4.222 |
3.948 |
|
| R2 |
4.130 |
4.130 |
3.928 |
|
| R1 |
4.009 |
4.009 |
3.909 |
3.963 |
| PP |
3.917 |
3.917 |
3.917 |
3.894 |
| S1 |
3.796 |
3.796 |
3.869 |
3.750 |
| S2 |
3.704 |
3.704 |
3.850 |
|
| S3 |
3.491 |
3.583 |
3.830 |
|
| S4 |
3.278 |
3.370 |
3.772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.928 |
3.660 |
0.268 |
7.1% |
0.096 |
2.5% |
40% |
False |
False |
18,382 |
| 10 |
4.037 |
3.660 |
0.377 |
10.0% |
0.093 |
2.5% |
29% |
False |
False |
20,122 |
| 20 |
4.207 |
3.660 |
0.547 |
14.5% |
0.093 |
2.5% |
20% |
False |
False |
20,710 |
| 40 |
4.225 |
3.660 |
0.565 |
15.0% |
0.090 |
2.4% |
19% |
False |
False |
17,892 |
| 60 |
4.225 |
3.660 |
0.565 |
15.0% |
0.084 |
2.2% |
19% |
False |
False |
15,070 |
| 80 |
4.485 |
3.660 |
0.825 |
21.9% |
0.081 |
2.1% |
13% |
False |
False |
13,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.049 |
|
2.618 |
3.960 |
|
1.618 |
3.906 |
|
1.000 |
3.873 |
|
0.618 |
3.852 |
|
HIGH |
3.819 |
|
0.618 |
3.798 |
|
0.500 |
3.792 |
|
0.382 |
3.786 |
|
LOW |
3.765 |
|
0.618 |
3.732 |
|
1.000 |
3.711 |
|
1.618 |
3.678 |
|
2.618 |
3.624 |
|
4.250 |
3.536 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.792 |
3.766 |
| PP |
3.784 |
3.764 |
| S1 |
3.776 |
3.763 |
|