NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.738 |
3.706 |
-0.032 |
-0.9% |
3.842 |
| High |
3.738 |
3.737 |
-0.001 |
0.0% |
3.865 |
| Low |
3.670 |
3.648 |
-0.022 |
-0.6% |
3.660 |
| Close |
3.723 |
3.662 |
-0.061 |
-1.6% |
3.723 |
| Range |
0.068 |
0.089 |
0.021 |
30.9% |
0.205 |
| ATR |
0.093 |
0.092 |
0.000 |
-0.3% |
0.000 |
| Volume |
28,918 |
15,560 |
-13,358 |
-46.2% |
98,042 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.949 |
3.895 |
3.711 |
|
| R3 |
3.860 |
3.806 |
3.686 |
|
| R2 |
3.771 |
3.771 |
3.678 |
|
| R1 |
3.717 |
3.717 |
3.670 |
3.700 |
| PP |
3.682 |
3.682 |
3.682 |
3.674 |
| S1 |
3.628 |
3.628 |
3.654 |
3.611 |
| S2 |
3.593 |
3.593 |
3.646 |
|
| S3 |
3.504 |
3.539 |
3.638 |
|
| S4 |
3.415 |
3.450 |
3.613 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.364 |
4.249 |
3.836 |
|
| R3 |
4.159 |
4.044 |
3.779 |
|
| R2 |
3.954 |
3.954 |
3.761 |
|
| R1 |
3.839 |
3.839 |
3.742 |
3.794 |
| PP |
3.749 |
3.749 |
3.749 |
3.727 |
| S1 |
3.634 |
3.634 |
3.704 |
3.589 |
| S2 |
3.544 |
3.544 |
3.685 |
|
| S3 |
3.339 |
3.429 |
3.667 |
|
| S4 |
3.134 |
3.224 |
3.610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.822 |
3.648 |
0.174 |
4.8% |
0.092 |
2.5% |
8% |
False |
True |
19,277 |
| 10 |
4.037 |
3.648 |
0.389 |
10.6% |
0.094 |
2.6% |
4% |
False |
True |
19,079 |
| 20 |
4.207 |
3.648 |
0.559 |
15.3% |
0.091 |
2.5% |
3% |
False |
True |
20,984 |
| 40 |
4.207 |
3.648 |
0.559 |
15.3% |
0.090 |
2.4% |
3% |
False |
True |
18,204 |
| 60 |
4.225 |
3.648 |
0.577 |
15.8% |
0.085 |
2.3% |
2% |
False |
True |
15,623 |
| 80 |
4.391 |
3.648 |
0.743 |
20.3% |
0.082 |
2.2% |
2% |
False |
True |
13,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.115 |
|
2.618 |
3.970 |
|
1.618 |
3.881 |
|
1.000 |
3.826 |
|
0.618 |
3.792 |
|
HIGH |
3.737 |
|
0.618 |
3.703 |
|
0.500 |
3.693 |
|
0.382 |
3.682 |
|
LOW |
3.648 |
|
0.618 |
3.593 |
|
1.000 |
3.559 |
|
1.618 |
3.504 |
|
2.618 |
3.415 |
|
4.250 |
3.270 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.693 |
3.717 |
| PP |
3.682 |
3.698 |
| S1 |
3.672 |
3.680 |
|