NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.799 |
3.821 |
0.022 |
0.6% |
3.528 |
| High |
3.895 |
3.860 |
-0.035 |
-0.9% |
3.720 |
| Low |
3.770 |
3.720 |
-0.050 |
-1.3% |
3.479 |
| Close |
3.810 |
3.848 |
0.038 |
1.0% |
3.668 |
| Range |
0.125 |
0.140 |
0.015 |
12.0% |
0.241 |
| ATR |
0.078 |
0.082 |
0.004 |
5.7% |
0.000 |
| Volume |
39,383 |
41,382 |
1,999 |
5.1% |
95,449 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.229 |
4.179 |
3.925 |
|
| R3 |
4.089 |
4.039 |
3.887 |
|
| R2 |
3.949 |
3.949 |
3.874 |
|
| R1 |
3.899 |
3.899 |
3.861 |
3.924 |
| PP |
3.809 |
3.809 |
3.809 |
3.822 |
| S1 |
3.759 |
3.759 |
3.835 |
3.784 |
| S2 |
3.669 |
3.669 |
3.822 |
|
| S3 |
3.529 |
3.619 |
3.810 |
|
| S4 |
3.389 |
3.479 |
3.771 |
|
|
| 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 |
3.895 |
3.642 |
0.253 |
6.6% |
0.100 |
2.6% |
81% |
False |
False |
34,006 |
| 10 |
3.895 |
3.479 |
0.416 |
10.8% |
0.090 |
2.3% |
89% |
False |
False |
26,688 |
| 20 |
3.895 |
3.479 |
0.416 |
10.8% |
0.074 |
1.9% |
89% |
False |
False |
19,344 |
| 40 |
3.910 |
3.479 |
0.431 |
11.2% |
0.069 |
1.8% |
86% |
False |
False |
15,635 |
| 60 |
3.944 |
3.479 |
0.465 |
12.1% |
0.067 |
1.7% |
79% |
False |
False |
13,959 |
| 80 |
3.944 |
3.479 |
0.465 |
12.1% |
0.064 |
1.7% |
79% |
False |
False |
12,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.455 |
|
2.618 |
4.227 |
|
1.618 |
4.087 |
|
1.000 |
4.000 |
|
0.618 |
3.947 |
|
HIGH |
3.860 |
|
0.618 |
3.807 |
|
0.500 |
3.790 |
|
0.382 |
3.773 |
|
LOW |
3.720 |
|
0.618 |
3.633 |
|
1.000 |
3.580 |
|
1.618 |
3.493 |
|
2.618 |
3.353 |
|
4.250 |
3.125 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.829 |
3.835 |
| PP |
3.809 |
3.821 |
| S1 |
3.790 |
3.808 |
|