NYMEX Natural Gas Future December 2014
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 |
4.144 |
4.209 |
0.065 |
1.6% |
3.644 |
High |
4.315 |
4.457 |
0.142 |
3.3% |
3.955 |
Low |
4.132 |
4.119 |
-0.013 |
-0.3% |
3.620 |
Close |
4.194 |
4.404 |
0.210 |
5.0% |
3.873 |
Range |
0.183 |
0.338 |
0.155 |
84.7% |
0.335 |
ATR |
0.121 |
0.136 |
0.016 |
12.8% |
0.000 |
Volume |
178,922 |
252,182 |
73,260 |
40.9% |
602,573 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.341 |
5.210 |
4.590 |
|
R3 |
5.003 |
4.872 |
4.497 |
|
R2 |
4.665 |
4.665 |
4.466 |
|
R1 |
4.534 |
4.534 |
4.435 |
4.600 |
PP |
4.327 |
4.327 |
4.327 |
4.359 |
S1 |
4.196 |
4.196 |
4.373 |
4.262 |
S2 |
3.989 |
3.989 |
4.342 |
|
S3 |
3.651 |
3.858 |
4.311 |
|
S4 |
3.313 |
3.520 |
4.218 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.821 |
4.682 |
4.057 |
|
R3 |
4.486 |
4.347 |
3.965 |
|
R2 |
4.151 |
4.151 |
3.934 |
|
R1 |
4.012 |
4.012 |
3.904 |
4.082 |
PP |
3.816 |
3.816 |
3.816 |
3.851 |
S1 |
3.677 |
3.677 |
3.842 |
3.747 |
S2 |
3.481 |
3.481 |
3.812 |
|
S3 |
3.146 |
3.342 |
3.781 |
|
S4 |
2.811 |
3.007 |
3.689 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.457 |
3.835 |
0.622 |
14.1% |
0.173 |
3.9% |
91% |
True |
False |
185,622 |
10 |
4.457 |
3.620 |
0.837 |
19.0% |
0.146 |
3.3% |
94% |
True |
False |
144,565 |
20 |
4.457 |
3.620 |
0.837 |
19.0% |
0.117 |
2.7% |
94% |
True |
False |
98,985 |
40 |
4.457 |
3.620 |
0.837 |
19.0% |
0.111 |
2.5% |
94% |
True |
False |
64,544 |
60 |
4.457 |
3.620 |
0.837 |
19.0% |
0.108 |
2.5% |
94% |
True |
False |
49,337 |
80 |
4.457 |
3.620 |
0.837 |
19.0% |
0.104 |
2.4% |
94% |
True |
False |
40,354 |
100 |
4.850 |
3.620 |
1.230 |
27.9% |
0.100 |
2.3% |
64% |
False |
False |
33,964 |
120 |
4.985 |
3.620 |
1.365 |
31.0% |
0.100 |
2.3% |
57% |
False |
False |
29,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.894 |
2.618 |
5.342 |
1.618 |
5.004 |
1.000 |
4.795 |
0.618 |
4.666 |
HIGH |
4.457 |
0.618 |
4.328 |
0.500 |
4.288 |
0.382 |
4.248 |
LOW |
4.119 |
0.618 |
3.910 |
1.000 |
3.781 |
1.618 |
3.572 |
2.618 |
3.234 |
4.250 |
2.683 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.365 |
4.350 |
PP |
4.327 |
4.297 |
S1 |
4.288 |
4.243 |
|