NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.237 |
4.302 |
0.065 |
1.5% |
3.767 |
High |
4.409 |
4.533 |
0.124 |
2.8% |
4.028 |
Low |
4.229 |
4.202 |
-0.027 |
-0.6% |
3.707 |
Close |
4.287 |
4.486 |
0.199 |
4.6% |
3.959 |
Range |
0.180 |
0.331 |
0.151 |
83.9% |
0.321 |
ATR |
0.116 |
0.132 |
0.015 |
13.2% |
0.000 |
Volume |
97,041 |
100,472 |
3,431 |
3.5% |
183,673 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.400 |
5.274 |
4.668 |
|
R3 |
5.069 |
4.943 |
4.577 |
|
R2 |
4.738 |
4.738 |
4.547 |
|
R1 |
4.612 |
4.612 |
4.516 |
4.675 |
PP |
4.407 |
4.407 |
4.407 |
4.439 |
S1 |
4.281 |
4.281 |
4.456 |
4.344 |
S2 |
4.076 |
4.076 |
4.425 |
|
S3 |
3.745 |
3.950 |
4.395 |
|
S4 |
3.414 |
3.619 |
4.304 |
|
|
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 |
4.533 |
3.916 |
0.617 |
13.8% |
0.168 |
3.7% |
92% |
True |
False |
76,257 |
10 |
4.533 |
3.707 |
0.826 |
18.4% |
0.141 |
3.1% |
94% |
True |
False |
57,397 |
20 |
4.533 |
3.707 |
0.826 |
18.4% |
0.113 |
2.5% |
94% |
True |
False |
46,899 |
40 |
4.533 |
3.707 |
0.826 |
18.4% |
0.106 |
2.4% |
94% |
True |
False |
38,358 |
60 |
4.533 |
3.707 |
0.826 |
18.4% |
0.103 |
2.3% |
94% |
True |
False |
33,118 |
80 |
4.533 |
3.707 |
0.826 |
18.4% |
0.099 |
2.2% |
94% |
True |
False |
29,491 |
100 |
4.915 |
3.707 |
1.208 |
26.9% |
0.096 |
2.1% |
64% |
False |
False |
26,152 |
120 |
5.027 |
3.707 |
1.320 |
29.4% |
0.096 |
2.1% |
59% |
False |
False |
23,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.940 |
2.618 |
5.400 |
1.618 |
5.069 |
1.000 |
4.864 |
0.618 |
4.738 |
HIGH |
4.533 |
0.618 |
4.407 |
0.500 |
4.368 |
0.382 |
4.328 |
LOW |
4.202 |
0.618 |
3.997 |
1.000 |
3.871 |
1.618 |
3.666 |
2.618 |
3.335 |
4.250 |
2.795 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.447 |
4.435 |
PP |
4.407 |
4.384 |
S1 |
4.368 |
4.333 |
|