NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.978 |
4.148 |
0.170 |
4.3% |
4.509 |
High |
4.074 |
4.347 |
0.273 |
6.7% |
4.544 |
Low |
3.931 |
4.113 |
0.182 |
4.6% |
3.931 |
Close |
4.020 |
4.341 |
0.321 |
8.0% |
4.020 |
Range |
0.143 |
0.234 |
0.091 |
63.6% |
0.613 |
ATR |
0.156 |
0.168 |
0.012 |
7.8% |
0.000 |
Volume |
153,085 |
164,394 |
11,309 |
7.4% |
813,030 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.969 |
4.889 |
4.470 |
|
R3 |
4.735 |
4.655 |
4.405 |
|
R2 |
4.501 |
4.501 |
4.384 |
|
R1 |
4.421 |
4.421 |
4.362 |
4.461 |
PP |
4.267 |
4.267 |
4.267 |
4.287 |
S1 |
4.187 |
4.187 |
4.320 |
4.227 |
S2 |
4.033 |
4.033 |
4.298 |
|
S3 |
3.799 |
3.953 |
4.277 |
|
S4 |
3.565 |
3.719 |
4.212 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.004 |
5.625 |
4.357 |
|
R3 |
5.391 |
5.012 |
4.189 |
|
R2 |
4.778 |
4.778 |
4.132 |
|
R1 |
4.399 |
4.399 |
4.076 |
4.282 |
PP |
4.165 |
4.165 |
4.165 |
4.107 |
S1 |
3.786 |
3.786 |
3.964 |
3.669 |
S2 |
3.552 |
3.552 |
3.908 |
|
S3 |
2.939 |
3.173 |
3.851 |
|
S4 |
2.326 |
2.560 |
3.683 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.347 |
3.931 |
0.416 |
9.6% |
0.173 |
4.0% |
99% |
True |
False |
160,261 |
10 |
4.544 |
3.931 |
0.613 |
14.1% |
0.205 |
4.7% |
67% |
False |
False |
181,617 |
20 |
4.544 |
3.620 |
0.924 |
21.3% |
0.154 |
3.5% |
78% |
False |
False |
140,708 |
40 |
4.544 |
3.620 |
0.924 |
21.3% |
0.129 |
3.0% |
78% |
False |
False |
89,893 |
60 |
4.544 |
3.620 |
0.924 |
21.3% |
0.119 |
2.7% |
78% |
False |
False |
67,327 |
80 |
4.544 |
3.620 |
0.924 |
21.3% |
0.113 |
2.6% |
78% |
False |
False |
54,247 |
100 |
4.555 |
3.620 |
0.935 |
21.5% |
0.107 |
2.5% |
77% |
False |
False |
45,467 |
120 |
4.985 |
3.620 |
1.365 |
31.4% |
0.105 |
2.4% |
53% |
False |
False |
38,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.342 |
2.618 |
4.960 |
1.618 |
4.726 |
1.000 |
4.581 |
0.618 |
4.492 |
HIGH |
4.347 |
0.618 |
4.258 |
0.500 |
4.230 |
0.382 |
4.202 |
LOW |
4.113 |
0.618 |
3.968 |
1.000 |
3.879 |
1.618 |
3.734 |
2.618 |
3.500 |
4.250 |
3.119 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.304 |
4.274 |
PP |
4.267 |
4.206 |
S1 |
4.230 |
4.139 |
|