NYMEX Natural Gas Future April 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 |
3.614 |
3.655 |
0.041 |
1.1% |
3.528 |
| High |
3.665 |
3.720 |
0.055 |
1.5% |
3.720 |
| Low |
3.593 |
3.642 |
0.049 |
1.4% |
3.479 |
| Close |
3.642 |
3.668 |
0.026 |
0.7% |
3.668 |
| Range |
0.072 |
0.078 |
0.006 |
8.3% |
0.241 |
| ATR |
0.069 |
0.070 |
0.001 |
0.9% |
0.000 |
| Volume |
25,892 |
17,896 |
-7,996 |
-30.9% |
95,449 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.911 |
3.867 |
3.711 |
|
| R3 |
3.833 |
3.789 |
3.689 |
|
| R2 |
3.755 |
3.755 |
3.682 |
|
| R1 |
3.711 |
3.711 |
3.675 |
3.733 |
| PP |
3.677 |
3.677 |
3.677 |
3.688 |
| S1 |
3.633 |
3.633 |
3.661 |
3.655 |
| S2 |
3.599 |
3.599 |
3.654 |
|
| S3 |
3.521 |
3.555 |
3.647 |
|
| S4 |
3.443 |
3.477 |
3.625 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.345 |
4.248 |
3.801 |
|
| R3 |
4.104 |
4.007 |
3.734 |
|
| R2 |
3.863 |
3.863 |
3.712 |
|
| R1 |
3.766 |
3.766 |
3.690 |
3.815 |
| PP |
3.622 |
3.622 |
3.622 |
3.647 |
| S1 |
3.525 |
3.525 |
3.646 |
3.574 |
| S2 |
3.381 |
3.381 |
3.624 |
|
| S3 |
3.140 |
3.284 |
3.602 |
|
| S4 |
2.899 |
3.043 |
3.535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.720 |
3.479 |
0.241 |
6.6% |
0.085 |
2.3% |
78% |
True |
False |
19,089 |
| 10 |
3.720 |
3.479 |
0.241 |
6.6% |
0.070 |
1.9% |
78% |
True |
False |
16,204 |
| 20 |
3.789 |
3.479 |
0.310 |
8.5% |
0.065 |
1.8% |
61% |
False |
False |
14,087 |
| 40 |
3.910 |
3.479 |
0.431 |
11.8% |
0.065 |
1.8% |
44% |
False |
False |
13,183 |
| 60 |
3.944 |
3.479 |
0.465 |
12.7% |
0.064 |
1.7% |
41% |
False |
False |
11,884 |
| 80 |
3.988 |
3.479 |
0.509 |
13.9% |
0.061 |
1.7% |
37% |
False |
False |
10,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.052 |
|
2.618 |
3.924 |
|
1.618 |
3.846 |
|
1.000 |
3.798 |
|
0.618 |
3.768 |
|
HIGH |
3.720 |
|
0.618 |
3.690 |
|
0.500 |
3.681 |
|
0.382 |
3.672 |
|
LOW |
3.642 |
|
0.618 |
3.594 |
|
1.000 |
3.564 |
|
1.618 |
3.516 |
|
2.618 |
3.438 |
|
4.250 |
3.311 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.681 |
3.656 |
| PP |
3.677 |
3.644 |
| S1 |
3.672 |
3.632 |
|