NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.266 |
4.408 |
0.142 |
3.3% |
4.509 |
High |
4.508 |
4.503 |
-0.005 |
-0.1% |
4.544 |
Low |
4.194 |
4.250 |
0.056 |
1.3% |
3.931 |
Close |
4.371 |
4.489 |
0.118 |
2.7% |
4.020 |
Range |
0.314 |
0.253 |
-0.061 |
-19.4% |
0.613 |
ATR |
0.180 |
0.185 |
0.005 |
2.9% |
0.000 |
Volume |
190,234 |
220,237 |
30,003 |
15.8% |
813,030 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.173 |
5.084 |
4.628 |
|
R3 |
4.920 |
4.831 |
4.559 |
|
R2 |
4.667 |
4.667 |
4.535 |
|
R1 |
4.578 |
4.578 |
4.512 |
4.623 |
PP |
4.414 |
4.414 |
4.414 |
4.436 |
S1 |
4.325 |
4.325 |
4.466 |
4.370 |
S2 |
4.161 |
4.161 |
4.443 |
|
S3 |
3.908 |
4.072 |
4.419 |
|
S4 |
3.655 |
3.819 |
4.350 |
|
|
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 |
12.9% |
0.226 |
5.0% |
97% |
False |
False |
187,809 |
10 |
4.544 |
3.931 |
0.613 |
13.7% |
0.213 |
4.7% |
91% |
False |
False |
181,839 |
20 |
4.544 |
3.620 |
0.924 |
20.6% |
0.179 |
4.0% |
94% |
False |
False |
163,202 |
40 |
4.544 |
3.620 |
0.924 |
20.6% |
0.140 |
3.1% |
94% |
False |
False |
103,754 |
60 |
4.544 |
3.620 |
0.924 |
20.6% |
0.127 |
2.8% |
94% |
False |
False |
77,026 |
80 |
4.544 |
3.620 |
0.924 |
20.6% |
0.119 |
2.7% |
94% |
False |
False |
61,595 |
100 |
4.544 |
3.620 |
0.924 |
20.6% |
0.112 |
2.5% |
94% |
False |
False |
51,440 |
120 |
4.985 |
3.620 |
1.365 |
30.4% |
0.110 |
2.4% |
64% |
False |
False |
43,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.578 |
2.618 |
5.165 |
1.618 |
4.912 |
1.000 |
4.756 |
0.618 |
4.659 |
HIGH |
4.503 |
0.618 |
4.406 |
0.500 |
4.377 |
0.382 |
4.347 |
LOW |
4.250 |
0.618 |
4.094 |
1.000 |
3.997 |
1.618 |
3.841 |
2.618 |
3.588 |
4.250 |
3.175 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.452 |
4.436 |
PP |
4.414 |
4.382 |
S1 |
4.377 |
4.329 |
|