NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.460 |
4.047 |
-0.413 |
-9.3% |
4.148 |
High |
4.532 |
4.158 |
-0.374 |
-8.3% |
4.532 |
Low |
4.233 |
4.006 |
-0.227 |
-5.4% |
4.113 |
Close |
4.266 |
4.151 |
-0.115 |
-2.7% |
4.266 |
Range |
0.299 |
0.152 |
-0.147 |
-49.2% |
0.419 |
ATR |
0.194 |
0.198 |
0.005 |
2.5% |
0.000 |
Volume |
98,332 |
77,915 |
-20,417 |
-20.8% |
884,293 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.561 |
4.508 |
4.235 |
|
R3 |
4.409 |
4.356 |
4.193 |
|
R2 |
4.257 |
4.257 |
4.179 |
|
R1 |
4.204 |
4.204 |
4.165 |
4.231 |
PP |
4.105 |
4.105 |
4.105 |
4.118 |
S1 |
4.052 |
4.052 |
4.137 |
4.079 |
S2 |
3.953 |
3.953 |
4.123 |
|
S3 |
3.801 |
3.900 |
4.109 |
|
S4 |
3.649 |
3.748 |
4.067 |
|
|
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 |
4.006 |
0.526 |
12.7% |
0.241 |
5.8% |
28% |
False |
True |
159,562 |
10 |
4.532 |
3.931 |
0.601 |
14.5% |
0.207 |
5.0% |
37% |
False |
False |
159,912 |
20 |
4.544 |
3.620 |
0.924 |
22.3% |
0.192 |
4.6% |
57% |
False |
False |
165,089 |
40 |
4.544 |
3.620 |
0.924 |
22.3% |
0.146 |
3.5% |
57% |
False |
False |
106,789 |
60 |
4.544 |
3.620 |
0.924 |
22.3% |
0.132 |
3.2% |
57% |
False |
False |
79,315 |
80 |
4.544 |
3.620 |
0.924 |
22.3% |
0.122 |
2.9% |
57% |
False |
False |
63,446 |
100 |
4.544 |
3.620 |
0.924 |
22.3% |
0.115 |
2.8% |
57% |
False |
False |
53,075 |
120 |
4.985 |
3.620 |
1.365 |
32.9% |
0.112 |
2.7% |
39% |
False |
False |
45,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.804 |
2.618 |
4.556 |
1.618 |
4.404 |
1.000 |
4.310 |
0.618 |
4.252 |
HIGH |
4.158 |
0.618 |
4.100 |
0.500 |
4.082 |
0.382 |
4.064 |
LOW |
4.006 |
0.618 |
3.912 |
1.000 |
3.854 |
1.618 |
3.760 |
2.618 |
3.608 |
4.250 |
3.360 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.128 |
4.269 |
PP |
4.105 |
4.230 |
S1 |
4.082 |
4.190 |
|