NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.813 |
3.868 |
0.055 |
1.4% |
3.706 |
| High |
3.867 |
3.945 |
0.078 |
2.0% |
3.945 |
| Low |
3.776 |
3.840 |
0.064 |
1.7% |
3.648 |
| Close |
3.831 |
3.881 |
0.050 |
1.3% |
3.881 |
| Range |
0.091 |
0.105 |
0.014 |
15.4% |
0.297 |
| ATR |
0.097 |
0.098 |
0.001 |
1.3% |
0.000 |
| Volume |
31,331 |
19,850 |
-11,481 |
-36.6% |
108,734 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.204 |
4.147 |
3.939 |
|
| R3 |
4.099 |
4.042 |
3.910 |
|
| R2 |
3.994 |
3.994 |
3.900 |
|
| R1 |
3.937 |
3.937 |
3.891 |
3.966 |
| PP |
3.889 |
3.889 |
3.889 |
3.903 |
| S1 |
3.832 |
3.832 |
3.871 |
3.861 |
| S2 |
3.784 |
3.784 |
3.862 |
|
| S3 |
3.679 |
3.727 |
3.852 |
|
| S4 |
3.574 |
3.622 |
3.823 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.716 |
4.595 |
4.044 |
|
| R3 |
4.419 |
4.298 |
3.963 |
|
| R2 |
4.122 |
4.122 |
3.935 |
|
| R1 |
4.001 |
4.001 |
3.908 |
4.062 |
| PP |
3.825 |
3.825 |
3.825 |
3.855 |
| S1 |
3.704 |
3.704 |
3.854 |
3.765 |
| S2 |
3.528 |
3.528 |
3.827 |
|
| S3 |
3.231 |
3.407 |
3.799 |
|
| S4 |
2.934 |
3.110 |
3.718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.945 |
3.648 |
0.297 |
7.7% |
0.108 |
2.8% |
78% |
True |
False |
21,746 |
| 10 |
3.945 |
3.648 |
0.297 |
7.7% |
0.099 |
2.5% |
78% |
True |
False |
20,677 |
| 20 |
4.053 |
3.648 |
0.405 |
10.4% |
0.093 |
2.4% |
58% |
False |
False |
20,852 |
| 40 |
4.207 |
3.648 |
0.559 |
14.4% |
0.092 |
2.4% |
42% |
False |
False |
18,907 |
| 60 |
4.225 |
3.648 |
0.577 |
14.9% |
0.087 |
2.2% |
40% |
False |
False |
16,658 |
| 80 |
4.242 |
3.648 |
0.594 |
15.3% |
0.083 |
2.1% |
39% |
False |
False |
14,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.391 |
|
2.618 |
4.220 |
|
1.618 |
4.115 |
|
1.000 |
4.050 |
|
0.618 |
4.010 |
|
HIGH |
3.945 |
|
0.618 |
3.905 |
|
0.500 |
3.893 |
|
0.382 |
3.880 |
|
LOW |
3.840 |
|
0.618 |
3.775 |
|
1.000 |
3.735 |
|
1.618 |
3.670 |
|
2.618 |
3.565 |
|
4.250 |
3.394 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.893 |
3.865 |
| PP |
3.889 |
3.848 |
| S1 |
3.885 |
3.832 |
|