NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.303 |
4.266 |
-0.037 |
-0.9% |
4.509 |
High |
4.336 |
4.508 |
0.172 |
4.0% |
4.544 |
Low |
4.149 |
4.194 |
0.045 |
1.1% |
3.931 |
Close |
4.244 |
4.371 |
0.127 |
3.0% |
4.020 |
Range |
0.187 |
0.314 |
0.127 |
67.9% |
0.613 |
ATR |
0.170 |
0.180 |
0.010 |
6.1% |
0.000 |
Volume |
211,096 |
190,234 |
-20,862 |
-9.9% |
813,030 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.300 |
5.149 |
4.544 |
|
R3 |
4.986 |
4.835 |
4.457 |
|
R2 |
4.672 |
4.672 |
4.429 |
|
R1 |
4.521 |
4.521 |
4.400 |
4.597 |
PP |
4.358 |
4.358 |
4.358 |
4.395 |
S1 |
4.207 |
4.207 |
4.342 |
4.283 |
S2 |
4.044 |
4.044 |
4.313 |
|
S3 |
3.730 |
3.893 |
4.285 |
|
S4 |
3.416 |
3.579 |
4.198 |
|
|
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 |
4.508 |
3.931 |
0.577 |
13.2% |
0.218 |
5.0% |
76% |
True |
False |
177,715 |
10 |
4.544 |
3.931 |
0.613 |
14.0% |
0.221 |
5.1% |
72% |
False |
False |
185,034 |
20 |
4.544 |
3.620 |
0.924 |
21.1% |
0.171 |
3.9% |
81% |
False |
False |
155,978 |
40 |
4.544 |
3.620 |
0.924 |
21.1% |
0.137 |
3.1% |
81% |
False |
False |
98,767 |
60 |
4.544 |
3.620 |
0.924 |
21.1% |
0.125 |
2.8% |
81% |
False |
False |
73,600 |
80 |
4.544 |
3.620 |
0.924 |
21.1% |
0.117 |
2.7% |
81% |
False |
False |
58,973 |
100 |
4.555 |
3.620 |
0.935 |
21.4% |
0.110 |
2.5% |
80% |
False |
False |
49,321 |
120 |
4.985 |
3.620 |
1.365 |
31.2% |
0.108 |
2.5% |
55% |
False |
False |
42,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.843 |
2.618 |
5.330 |
1.618 |
5.016 |
1.000 |
4.822 |
0.618 |
4.702 |
HIGH |
4.508 |
0.618 |
4.388 |
0.500 |
4.351 |
0.382 |
4.314 |
LOW |
4.194 |
0.618 |
4.000 |
1.000 |
3.880 |
1.618 |
3.686 |
2.618 |
3.372 |
4.250 |
2.860 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.364 |
4.351 |
PP |
4.358 |
4.331 |
S1 |
4.351 |
4.311 |
|