NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.148 |
4.303 |
0.155 |
3.7% |
4.509 |
High |
4.347 |
4.336 |
-0.011 |
-0.3% |
4.544 |
Low |
4.113 |
4.149 |
0.036 |
0.9% |
3.931 |
Close |
4.341 |
4.244 |
-0.097 |
-2.2% |
4.020 |
Range |
0.234 |
0.187 |
-0.047 |
-20.1% |
0.613 |
ATR |
0.168 |
0.170 |
0.002 |
1.0% |
0.000 |
Volume |
164,394 |
211,096 |
46,702 |
28.4% |
813,030 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.804 |
4.711 |
4.347 |
|
R3 |
4.617 |
4.524 |
4.295 |
|
R2 |
4.430 |
4.430 |
4.278 |
|
R1 |
4.337 |
4.337 |
4.261 |
4.290 |
PP |
4.243 |
4.243 |
4.243 |
4.220 |
S1 |
4.150 |
4.150 |
4.227 |
4.103 |
S2 |
4.056 |
4.056 |
4.210 |
|
S3 |
3.869 |
3.963 |
4.193 |
|
S4 |
3.682 |
3.776 |
4.141 |
|
|
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 |
9.8% |
0.172 |
4.1% |
75% |
False |
False |
167,772 |
10 |
4.544 |
3.931 |
0.613 |
14.4% |
0.208 |
4.9% |
51% |
False |
False |
183,903 |
20 |
4.544 |
3.620 |
0.924 |
21.8% |
0.159 |
3.7% |
68% |
False |
False |
148,632 |
40 |
4.544 |
3.620 |
0.924 |
21.8% |
0.132 |
3.1% |
68% |
False |
False |
94,527 |
60 |
4.544 |
3.620 |
0.924 |
21.8% |
0.121 |
2.8% |
68% |
False |
False |
70,628 |
80 |
4.544 |
3.620 |
0.924 |
21.8% |
0.114 |
2.7% |
68% |
False |
False |
56,748 |
100 |
4.555 |
3.620 |
0.935 |
22.0% |
0.108 |
2.5% |
67% |
False |
False |
47,486 |
120 |
4.985 |
3.620 |
1.365 |
32.2% |
0.106 |
2.5% |
46% |
False |
False |
40,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.131 |
2.618 |
4.826 |
1.618 |
4.639 |
1.000 |
4.523 |
0.618 |
4.452 |
HIGH |
4.336 |
0.618 |
4.265 |
0.500 |
4.243 |
0.382 |
4.220 |
LOW |
4.149 |
0.618 |
4.033 |
1.000 |
3.962 |
1.618 |
3.846 |
2.618 |
3.659 |
4.250 |
3.354 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.244 |
4.209 |
PP |
4.243 |
4.174 |
S1 |
4.243 |
4.139 |
|