NYMEX Natural Gas Future April 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Oct-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Oct-2014 | 
                    20-Oct-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        3.696 | 
                        3.661 | 
                        -0.035 | 
                        -0.9% | 
                        3.702 | 
                     
                    
                        | High | 
                        3.699 | 
                        3.680 | 
                        -0.019 | 
                        -0.5% | 
                        3.779 | 
                     
                    
                        | Low | 
                        3.653 | 
                        3.615 | 
                        -0.038 | 
                        -1.0% | 
                        3.631 | 
                     
                    
                        | Close | 
                        3.695 | 
                        3.622 | 
                        -0.073 | 
                        -2.0% | 
                        3.695 | 
                     
                    
                        | Range | 
                        0.046 | 
                        0.065 | 
                        0.019 | 
                        41.3% | 
                        0.148 | 
                     
                    
                        | ATR | 
                        0.065 | 
                        0.066 | 
                        0.001 | 
                        1.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        15,865 | 
                        11,274 | 
                        -4,591 | 
                        -28.9% | 
                        56,496 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Oct-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                3.834 | 
                3.793 | 
                3.658 | 
                 | 
             
            
                | R3 | 
                3.769 | 
                3.728 | 
                3.640 | 
                 | 
             
            
                | R2 | 
                3.704 | 
                3.704 | 
                3.634 | 
                 | 
             
            
                | R1 | 
                3.663 | 
                3.663 | 
                3.628 | 
                3.651 | 
             
            
                | PP | 
                3.639 | 
                3.639 | 
                3.639 | 
                3.633 | 
             
            
                | S1 | 
                3.598 | 
                3.598 | 
                3.616 | 
                3.586 | 
             
            
                | S2 | 
                3.574 | 
                3.574 | 
                3.610 | 
                 | 
             
            
                | S3 | 
                3.509 | 
                3.533 | 
                3.604 | 
                 | 
             
            
                | S4 | 
                3.444 | 
                3.468 | 
                3.586 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Oct-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                4.146 | 
                4.068 | 
                3.776 | 
                 | 
             
            
                | R3 | 
                3.998 | 
                3.920 | 
                3.736 | 
                 | 
             
            
                | R2 | 
                3.850 | 
                3.850 | 
                3.722 | 
                 | 
             
            
                | R1 | 
                3.772 | 
                3.772 | 
                3.709 | 
                3.737 | 
             
            
                | PP | 
                3.702 | 
                3.702 | 
                3.702 | 
                3.684 | 
             
            
                | S1 | 
                3.624 | 
                3.624 | 
                3.681 | 
                3.589 | 
             
            
                | S2 | 
                3.554 | 
                3.554 | 
                3.668 | 
                 | 
             
            
                | S3 | 
                3.406 | 
                3.476 | 
                3.654 | 
                 | 
             
            
                | S4 | 
                3.258 | 
                3.328 | 
                3.614 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                3.779 | 
                3.615 | 
                0.164 | 
                4.5% | 
                0.068 | 
                1.9% | 
                4% | 
                False | 
                True | 
                11,879 | 
                 
                
                | 10 | 
                3.789 | 
                3.615 | 
                0.174 | 
                4.8% | 
                0.061 | 
                1.7% | 
                4% | 
                False | 
                True | 
                11,607 | 
                 
                
                | 20 | 
                3.910 | 
                3.615 | 
                0.295 | 
                8.1% | 
                0.064 | 
                1.8% | 
                2% | 
                False | 
                True | 
                12,474 | 
                 
                
                | 40 | 
                3.944 | 
                3.615 | 
                0.329 | 
                9.1% | 
                0.063 | 
                1.7% | 
                2% | 
                False | 
                True | 
                11,993 | 
                 
                
                | 60 | 
                3.944 | 
                3.615 | 
                0.329 | 
                9.1% | 
                0.062 | 
                1.7% | 
                2% | 
                False | 
                True | 
                10,348 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            3.956 | 
         
        
            | 
2.618             | 
            3.850 | 
         
        
            | 
1.618             | 
            3.785 | 
         
        
            | 
1.000             | 
            3.745 | 
         
        
            | 
0.618             | 
            3.720 | 
         
        
            | 
HIGH             | 
            3.680 | 
         
        
            | 
0.618             | 
            3.655 | 
         
        
            | 
0.500             | 
            3.648 | 
         
        
            | 
0.382             | 
            3.640 | 
         
        
            | 
LOW             | 
            3.615 | 
         
        
            | 
0.618             | 
            3.575 | 
         
        
            | 
1.000             | 
            3.550 | 
         
        
            | 
1.618             | 
            3.510 | 
         
        
            | 
2.618             | 
            3.445 | 
         
        
            | 
4.250             | 
            3.339 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Oct-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                3.648 | 
                                3.661 | 
                             
                            
                                | PP | 
                                3.639 | 
                                3.648 | 
                             
                            
                                | S1 | 
                                3.631 | 
                                3.635 | 
                             
             
         |