NYMEX Natural Gas Future March 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 |
4.184 |
4.302 |
0.118 |
2.8% |
4.000 |
| High |
4.338 |
4.414 |
0.076 |
1.8% |
4.414 |
| Low |
4.085 |
4.225 |
0.140 |
3.4% |
3.978 |
| Close |
4.316 |
4.353 |
0.037 |
0.9% |
4.353 |
| Range |
0.253 |
0.189 |
-0.064 |
-25.3% |
0.436 |
| ATR |
0.121 |
0.126 |
0.005 |
4.0% |
0.000 |
| Volume |
54,491 |
82,739 |
28,248 |
51.8% |
272,792 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.898 |
4.814 |
4.457 |
|
| R3 |
4.709 |
4.625 |
4.405 |
|
| R2 |
4.520 |
4.520 |
4.388 |
|
| R1 |
4.436 |
4.436 |
4.370 |
4.478 |
| PP |
4.331 |
4.331 |
4.331 |
4.352 |
| S1 |
4.247 |
4.247 |
4.336 |
4.289 |
| S2 |
4.142 |
4.142 |
4.318 |
|
| S3 |
3.953 |
4.058 |
4.301 |
|
| S4 |
3.764 |
3.869 |
4.249 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.556 |
5.391 |
4.593 |
|
| R3 |
5.120 |
4.955 |
4.473 |
|
| R2 |
4.684 |
4.684 |
4.433 |
|
| R1 |
4.519 |
4.519 |
4.393 |
4.602 |
| PP |
4.248 |
4.248 |
4.248 |
4.290 |
| S1 |
4.083 |
4.083 |
4.313 |
4.166 |
| S2 |
3.812 |
3.812 |
4.273 |
|
| S3 |
3.376 |
3.647 |
4.233 |
|
| S4 |
2.940 |
3.211 |
4.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.414 |
3.978 |
0.436 |
10.0% |
0.166 |
3.8% |
86% |
True |
False |
54,558 |
| 10 |
4.414 |
3.648 |
0.766 |
17.6% |
0.137 |
3.1% |
92% |
True |
False |
38,152 |
| 20 |
4.414 |
3.648 |
0.766 |
17.6% |
0.115 |
2.6% |
92% |
True |
False |
28,821 |
| 40 |
4.414 |
3.648 |
0.766 |
17.6% |
0.102 |
2.3% |
92% |
True |
False |
23,785 |
| 60 |
4.414 |
3.648 |
0.766 |
17.6% |
0.095 |
2.2% |
92% |
True |
False |
20,225 |
| 80 |
4.414 |
3.648 |
0.766 |
17.6% |
0.089 |
2.1% |
92% |
True |
False |
17,432 |
| 100 |
4.693 |
3.648 |
1.045 |
24.0% |
0.086 |
2.0% |
67% |
False |
False |
15,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.217 |
|
2.618 |
4.909 |
|
1.618 |
4.720 |
|
1.000 |
4.603 |
|
0.618 |
4.531 |
|
HIGH |
4.414 |
|
0.618 |
4.342 |
|
0.500 |
4.320 |
|
0.382 |
4.297 |
|
LOW |
4.225 |
|
0.618 |
4.108 |
|
1.000 |
4.036 |
|
1.618 |
3.919 |
|
2.618 |
3.730 |
|
4.250 |
3.422 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.342 |
4.319 |
| PP |
4.331 |
4.284 |
| S1 |
4.320 |
4.250 |
|