NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.408 |
4.460 |
0.052 |
1.2% |
4.148 |
High |
4.503 |
4.532 |
0.029 |
0.6% |
4.532 |
Low |
4.250 |
4.233 |
-0.017 |
-0.4% |
4.113 |
Close |
4.489 |
4.266 |
-0.223 |
-5.0% |
4.266 |
Range |
0.253 |
0.299 |
0.046 |
18.2% |
0.419 |
ATR |
0.185 |
0.194 |
0.008 |
4.4% |
0.000 |
Volume |
220,237 |
98,332 |
-121,905 |
-55.4% |
884,293 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.241 |
5.052 |
4.430 |
|
R3 |
4.942 |
4.753 |
4.348 |
|
R2 |
4.643 |
4.643 |
4.321 |
|
R1 |
4.454 |
4.454 |
4.293 |
4.399 |
PP |
4.344 |
4.344 |
4.344 |
4.316 |
S1 |
4.155 |
4.155 |
4.239 |
4.100 |
S2 |
4.045 |
4.045 |
4.211 |
|
S3 |
3.746 |
3.856 |
4.184 |
|
S4 |
3.447 |
3.557 |
4.102 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.561 |
5.332 |
4.496 |
|
R3 |
5.142 |
4.913 |
4.381 |
|
R2 |
4.723 |
4.723 |
4.343 |
|
R1 |
4.494 |
4.494 |
4.304 |
4.609 |
PP |
4.304 |
4.304 |
4.304 |
4.361 |
S1 |
4.075 |
4.075 |
4.228 |
4.190 |
S2 |
3.885 |
3.885 |
4.189 |
|
S3 |
3.466 |
3.656 |
4.151 |
|
S4 |
3.047 |
3.237 |
4.036 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.532 |
4.113 |
0.419 |
9.8% |
0.257 |
6.0% |
37% |
True |
False |
176,858 |
10 |
4.544 |
3.931 |
0.613 |
14.4% |
0.222 |
5.2% |
55% |
False |
False |
169,732 |
20 |
4.544 |
3.620 |
0.924 |
21.7% |
0.190 |
4.4% |
70% |
False |
False |
164,695 |
40 |
4.544 |
3.620 |
0.924 |
21.7% |
0.146 |
3.4% |
70% |
False |
False |
105,474 |
60 |
4.544 |
3.620 |
0.924 |
21.7% |
0.130 |
3.0% |
70% |
False |
False |
78,297 |
80 |
4.544 |
3.620 |
0.924 |
21.7% |
0.122 |
2.8% |
70% |
False |
False |
62,663 |
100 |
4.544 |
3.620 |
0.924 |
21.7% |
0.114 |
2.7% |
70% |
False |
False |
52,379 |
120 |
4.985 |
3.620 |
1.365 |
32.0% |
0.112 |
2.6% |
47% |
False |
False |
44,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.803 |
2.618 |
5.315 |
1.618 |
5.016 |
1.000 |
4.831 |
0.618 |
4.717 |
HIGH |
4.532 |
0.618 |
4.418 |
0.500 |
4.383 |
0.382 |
4.347 |
LOW |
4.233 |
0.618 |
4.048 |
1.000 |
3.934 |
1.618 |
3.749 |
2.618 |
3.450 |
4.250 |
2.962 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.383 |
4.363 |
PP |
4.344 |
4.331 |
S1 |
4.305 |
4.298 |
|