NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
4.053 |
0.053 |
1.3% |
3.706 |
| High |
4.068 |
4.173 |
0.105 |
2.6% |
3.945 |
| Low |
3.978 |
4.049 |
0.071 |
1.8% |
3.648 |
| Close |
4.062 |
4.131 |
0.069 |
1.7% |
3.881 |
| Range |
0.090 |
0.124 |
0.034 |
37.8% |
0.297 |
| ATR |
0.104 |
0.106 |
0.001 |
1.3% |
0.000 |
| Volume |
42,282 |
47,274 |
4,992 |
11.8% |
108,734 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.490 |
4.434 |
4.199 |
|
| R3 |
4.366 |
4.310 |
4.165 |
|
| R2 |
4.242 |
4.242 |
4.154 |
|
| R1 |
4.186 |
4.186 |
4.142 |
4.214 |
| PP |
4.118 |
4.118 |
4.118 |
4.132 |
| S1 |
4.062 |
4.062 |
4.120 |
4.090 |
| S2 |
3.994 |
3.994 |
4.108 |
|
| S3 |
3.870 |
3.938 |
4.097 |
|
| S4 |
3.746 |
3.814 |
4.063 |
|
|
| 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 |
4.173 |
3.719 |
0.454 |
11.0% |
0.108 |
2.6% |
91% |
True |
False |
32,910 |
| 10 |
4.173 |
3.648 |
0.525 |
12.7% |
0.096 |
2.3% |
92% |
True |
False |
26,110 |
| 20 |
4.173 |
3.648 |
0.525 |
12.7% |
0.095 |
2.3% |
92% |
True |
False |
23,455 |
| 40 |
4.207 |
3.648 |
0.559 |
13.5% |
0.092 |
2.2% |
86% |
False |
False |
20,589 |
| 60 |
4.225 |
3.648 |
0.577 |
14.0% |
0.088 |
2.1% |
84% |
False |
False |
17,801 |
| 80 |
4.230 |
3.648 |
0.582 |
14.1% |
0.084 |
2.0% |
83% |
False |
False |
15,392 |
| 100 |
4.810 |
3.648 |
1.162 |
28.1% |
0.082 |
2.0% |
42% |
False |
False |
13,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.700 |
|
2.618 |
4.498 |
|
1.618 |
4.374 |
|
1.000 |
4.297 |
|
0.618 |
4.250 |
|
HIGH |
4.173 |
|
0.618 |
4.126 |
|
0.500 |
4.111 |
|
0.382 |
4.096 |
|
LOW |
4.049 |
|
0.618 |
3.972 |
|
1.000 |
3.925 |
|
1.618 |
3.848 |
|
2.618 |
3.724 |
|
4.250 |
3.522 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.124 |
4.090 |
| PP |
4.118 |
4.048 |
| S1 |
4.111 |
4.007 |
|