NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.509 |
3.571 |
0.062 |
1.8% |
3.661 |
| High |
3.590 |
3.643 |
0.053 |
1.5% |
3.680 |
| Low |
3.490 |
3.544 |
0.054 |
1.5% |
3.502 |
| Close |
3.569 |
3.614 |
0.045 |
1.3% |
3.541 |
| Range |
0.100 |
0.099 |
-0.001 |
-1.0% |
0.178 |
| ATR |
0.066 |
0.069 |
0.002 |
3.5% |
0.000 |
| Volume |
13,630 |
23,140 |
9,510 |
69.8% |
66,596 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.897 |
3.855 |
3.668 |
|
| R3 |
3.798 |
3.756 |
3.641 |
|
| R2 |
3.699 |
3.699 |
3.632 |
|
| R1 |
3.657 |
3.657 |
3.623 |
3.678 |
| PP |
3.600 |
3.600 |
3.600 |
3.611 |
| S1 |
3.558 |
3.558 |
3.605 |
3.579 |
| S2 |
3.501 |
3.501 |
3.596 |
|
| S3 |
3.402 |
3.459 |
3.587 |
|
| S4 |
3.303 |
3.360 |
3.560 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.108 |
4.003 |
3.639 |
|
| R3 |
3.930 |
3.825 |
3.590 |
|
| R2 |
3.752 |
3.752 |
3.574 |
|
| R1 |
3.647 |
3.647 |
3.557 |
3.611 |
| PP |
3.574 |
3.574 |
3.574 |
3.556 |
| S1 |
3.469 |
3.469 |
3.525 |
3.433 |
| S2 |
3.396 |
3.396 |
3.508 |
|
| S3 |
3.218 |
3.291 |
3.492 |
|
| S4 |
3.040 |
3.113 |
3.443 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.643 |
3.479 |
0.164 |
4.5% |
0.080 |
2.2% |
82% |
True |
False |
16,748 |
| 10 |
3.707 |
3.479 |
0.228 |
6.3% |
0.068 |
1.9% |
59% |
False |
False |
14,426 |
| 20 |
3.819 |
3.479 |
0.340 |
9.4% |
0.065 |
1.8% |
40% |
False |
False |
13,652 |
| 40 |
3.910 |
3.479 |
0.431 |
11.9% |
0.064 |
1.8% |
31% |
False |
False |
12,858 |
| 60 |
3.944 |
3.479 |
0.465 |
12.9% |
0.064 |
1.8% |
29% |
False |
False |
11,393 |
| 80 |
3.990 |
3.479 |
0.511 |
14.1% |
0.061 |
1.7% |
26% |
False |
False |
10,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.064 |
|
2.618 |
3.902 |
|
1.618 |
3.803 |
|
1.000 |
3.742 |
|
0.618 |
3.704 |
|
HIGH |
3.643 |
|
0.618 |
3.605 |
|
0.500 |
3.594 |
|
0.382 |
3.582 |
|
LOW |
3.544 |
|
0.618 |
3.483 |
|
1.000 |
3.445 |
|
1.618 |
3.384 |
|
2.618 |
3.285 |
|
4.250 |
3.123 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.607 |
3.596 |
| PP |
3.600 |
3.579 |
| S1 |
3.594 |
3.561 |
|