NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.651 |
3.735 |
0.084 |
2.3% |
3.540 |
| High |
3.696 |
3.755 |
0.059 |
1.6% |
3.696 |
| Low |
3.626 |
3.702 |
0.076 |
2.1% |
3.462 |
| Close |
3.650 |
3.735 |
0.085 |
2.3% |
3.650 |
| Range |
0.070 |
0.053 |
-0.017 |
-24.3% |
0.234 |
| ATR |
0.067 |
0.070 |
0.003 |
4.1% |
0.000 |
| Volume |
3,286 |
6,099 |
2,813 |
85.6% |
26,236 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.890 |
3.865 |
3.764 |
|
| R3 |
3.837 |
3.812 |
3.750 |
|
| R2 |
3.784 |
3.784 |
3.745 |
|
| R1 |
3.759 |
3.759 |
3.740 |
3.762 |
| PP |
3.731 |
3.731 |
3.731 |
3.732 |
| S1 |
3.706 |
3.706 |
3.730 |
3.709 |
| S2 |
3.678 |
3.678 |
3.725 |
|
| S3 |
3.625 |
3.653 |
3.720 |
|
| S4 |
3.572 |
3.600 |
3.706 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.305 |
4.211 |
3.779 |
|
| R3 |
4.071 |
3.977 |
3.714 |
|
| R2 |
3.837 |
3.837 |
3.693 |
|
| R1 |
3.743 |
3.743 |
3.671 |
3.790 |
| PP |
3.603 |
3.603 |
3.603 |
3.626 |
| S1 |
3.509 |
3.509 |
3.629 |
3.556 |
| S2 |
3.369 |
3.369 |
3.607 |
|
| S3 |
3.135 |
3.275 |
3.586 |
|
| S4 |
2.901 |
3.041 |
3.521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.755 |
3.479 |
0.276 |
7.4% |
0.074 |
2.0% |
93% |
True |
False |
5,103 |
| 10 |
3.755 |
3.462 |
0.293 |
7.8% |
0.065 |
1.8% |
93% |
True |
False |
5,237 |
| 20 |
3.765 |
3.462 |
0.303 |
8.1% |
0.064 |
1.7% |
90% |
False |
False |
4,641 |
| 40 |
3.883 |
3.462 |
0.421 |
11.3% |
0.060 |
1.6% |
65% |
False |
False |
4,648 |
| 60 |
3.885 |
3.462 |
0.423 |
11.3% |
0.057 |
1.5% |
65% |
False |
False |
4,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.980 |
|
2.618 |
3.894 |
|
1.618 |
3.841 |
|
1.000 |
3.808 |
|
0.618 |
3.788 |
|
HIGH |
3.755 |
|
0.618 |
3.735 |
|
0.500 |
3.729 |
|
0.382 |
3.722 |
|
LOW |
3.702 |
|
0.618 |
3.669 |
|
1.000 |
3.649 |
|
1.618 |
3.616 |
|
2.618 |
3.563 |
|
4.250 |
3.477 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.733 |
3.712 |
| PP |
3.731 |
3.689 |
| S1 |
3.729 |
3.666 |
|