NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.078 |
4.136 |
0.058 |
1.4% |
3.767 |
High |
4.151 |
4.271 |
0.120 |
2.9% |
4.028 |
Low |
4.072 |
4.132 |
0.060 |
1.5% |
3.707 |
Close |
4.145 |
4.226 |
0.081 |
2.0% |
3.959 |
Range |
0.079 |
0.139 |
0.060 |
75.9% |
0.321 |
ATR |
0.109 |
0.111 |
0.002 |
2.0% |
0.000 |
Volume |
74,796 |
76,296 |
1,500 |
2.0% |
183,673 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.627 |
4.565 |
4.302 |
|
R3 |
4.488 |
4.426 |
4.264 |
|
R2 |
4.349 |
4.349 |
4.251 |
|
R1 |
4.287 |
4.287 |
4.239 |
4.318 |
PP |
4.210 |
4.210 |
4.210 |
4.225 |
S1 |
4.148 |
4.148 |
4.213 |
4.179 |
S2 |
4.071 |
4.071 |
4.201 |
|
S3 |
3.932 |
4.009 |
4.188 |
|
S4 |
3.793 |
3.870 |
4.150 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.861 |
4.731 |
4.136 |
|
R3 |
4.540 |
4.410 |
4.047 |
|
R2 |
4.219 |
4.219 |
4.018 |
|
R1 |
4.089 |
4.089 |
3.988 |
4.154 |
PP |
3.898 |
3.898 |
3.898 |
3.931 |
S1 |
3.768 |
3.768 |
3.930 |
3.833 |
S2 |
3.577 |
3.577 |
3.900 |
|
S3 |
3.256 |
3.447 |
3.871 |
|
S4 |
2.935 |
3.126 |
3.782 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.271 |
3.781 |
0.490 |
11.6% |
0.115 |
2.7% |
91% |
True |
False |
55,076 |
10 |
4.271 |
3.707 |
0.564 |
13.3% |
0.105 |
2.5% |
92% |
True |
False |
43,215 |
20 |
4.271 |
3.707 |
0.564 |
13.3% |
0.097 |
2.3% |
92% |
True |
False |
42,212 |
40 |
4.306 |
3.707 |
0.599 |
14.2% |
0.098 |
2.3% |
87% |
False |
False |
34,901 |
60 |
4.320 |
3.707 |
0.613 |
14.5% |
0.098 |
2.3% |
85% |
False |
False |
30,679 |
80 |
4.326 |
3.707 |
0.619 |
14.6% |
0.094 |
2.2% |
84% |
False |
False |
27,364 |
100 |
5.027 |
3.707 |
1.320 |
31.2% |
0.094 |
2.2% |
39% |
False |
False |
24,399 |
120 |
5.027 |
3.707 |
1.320 |
31.2% |
0.093 |
2.2% |
39% |
False |
False |
22,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.862 |
2.618 |
4.635 |
1.618 |
4.496 |
1.000 |
4.410 |
0.618 |
4.357 |
HIGH |
4.271 |
0.618 |
4.218 |
0.500 |
4.202 |
0.382 |
4.185 |
LOW |
4.132 |
0.618 |
4.046 |
1.000 |
3.993 |
1.618 |
3.907 |
2.618 |
3.768 |
4.250 |
3.541 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.218 |
4.182 |
PP |
4.210 |
4.138 |
S1 |
4.202 |
4.094 |
|