NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.735 |
3.731 |
-0.004 |
-0.1% |
3.540 |
| High |
3.755 |
3.802 |
0.047 |
1.3% |
3.696 |
| Low |
3.702 |
3.720 |
0.018 |
0.5% |
3.462 |
| Close |
3.735 |
3.774 |
0.039 |
1.0% |
3.650 |
| Range |
0.053 |
0.082 |
0.029 |
54.7% |
0.234 |
| ATR |
0.070 |
0.070 |
0.001 |
1.3% |
0.000 |
| Volume |
6,099 |
10,533 |
4,434 |
72.7% |
26,236 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.011 |
3.975 |
3.819 |
|
| R3 |
3.929 |
3.893 |
3.797 |
|
| R2 |
3.847 |
3.847 |
3.789 |
|
| R1 |
3.811 |
3.811 |
3.782 |
3.829 |
| PP |
3.765 |
3.765 |
3.765 |
3.775 |
| S1 |
3.729 |
3.729 |
3.766 |
3.747 |
| S2 |
3.683 |
3.683 |
3.759 |
|
| S3 |
3.601 |
3.647 |
3.751 |
|
| S4 |
3.519 |
3.565 |
3.729 |
|
|
| 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 |
3.802 |
3.536 |
0.266 |
7.0% |
0.072 |
1.9% |
89% |
True |
False |
6,184 |
| 10 |
3.802 |
3.462 |
0.340 |
9.0% |
0.069 |
1.8% |
92% |
True |
False |
5,871 |
| 20 |
3.802 |
3.462 |
0.340 |
9.0% |
0.065 |
1.7% |
92% |
True |
False |
4,920 |
| 40 |
3.883 |
3.462 |
0.421 |
11.2% |
0.060 |
1.6% |
74% |
False |
False |
4,825 |
| 60 |
3.885 |
3.462 |
0.423 |
11.2% |
0.057 |
1.5% |
74% |
False |
False |
4,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.151 |
|
2.618 |
4.017 |
|
1.618 |
3.935 |
|
1.000 |
3.884 |
|
0.618 |
3.853 |
|
HIGH |
3.802 |
|
0.618 |
3.771 |
|
0.500 |
3.761 |
|
0.382 |
3.751 |
|
LOW |
3.720 |
|
0.618 |
3.669 |
|
1.000 |
3.638 |
|
1.618 |
3.587 |
|
2.618 |
3.505 |
|
4.250 |
3.372 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.770 |
3.754 |
| PP |
3.765 |
3.734 |
| S1 |
3.761 |
3.714 |
|