NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 07-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.302 |
4.500 |
0.198 |
4.6% |
4.078 |
High |
4.533 |
4.581 |
0.048 |
1.1% |
4.581 |
Low |
4.202 |
4.373 |
0.171 |
4.1% |
4.072 |
Close |
4.486 |
4.507 |
0.021 |
0.5% |
4.507 |
Range |
0.331 |
0.208 |
-0.123 |
-37.2% |
0.509 |
ATR |
0.132 |
0.137 |
0.005 |
4.1% |
0.000 |
Volume |
100,472 |
129,646 |
29,174 |
29.0% |
478,251 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.111 |
5.017 |
4.621 |
|
R3 |
4.903 |
4.809 |
4.564 |
|
R2 |
4.695 |
4.695 |
4.545 |
|
R1 |
4.601 |
4.601 |
4.526 |
4.648 |
PP |
4.487 |
4.487 |
4.487 |
4.511 |
S1 |
4.393 |
4.393 |
4.488 |
4.440 |
S2 |
4.279 |
4.279 |
4.469 |
|
S3 |
4.071 |
4.185 |
4.450 |
|
S4 |
3.863 |
3.977 |
4.393 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.914 |
5.719 |
4.787 |
|
R3 |
5.405 |
5.210 |
4.647 |
|
R2 |
4.896 |
4.896 |
4.600 |
|
R1 |
4.701 |
4.701 |
4.554 |
4.799 |
PP |
4.387 |
4.387 |
4.387 |
4.435 |
S1 |
4.192 |
4.192 |
4.460 |
4.290 |
S2 |
3.878 |
3.878 |
4.414 |
|
S3 |
3.369 |
3.683 |
4.367 |
|
S4 |
2.860 |
3.174 |
4.227 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.581 |
4.072 |
0.509 |
11.3% |
0.187 |
4.2% |
85% |
True |
False |
95,650 |
10 |
4.581 |
3.707 |
0.874 |
19.4% |
0.153 |
3.4% |
92% |
True |
False |
66,192 |
20 |
4.581 |
3.707 |
0.874 |
19.4% |
0.121 |
2.7% |
92% |
True |
False |
50,272 |
40 |
4.581 |
3.707 |
0.874 |
19.4% |
0.110 |
2.4% |
92% |
True |
False |
40,898 |
60 |
4.581 |
3.707 |
0.874 |
19.4% |
0.105 |
2.3% |
92% |
True |
False |
34,676 |
80 |
4.581 |
3.707 |
0.874 |
19.4% |
0.100 |
2.2% |
92% |
True |
False |
30,976 |
100 |
4.836 |
3.707 |
1.129 |
25.0% |
0.097 |
2.2% |
71% |
False |
False |
27,387 |
120 |
5.027 |
3.707 |
1.320 |
29.3% |
0.097 |
2.2% |
61% |
False |
False |
24,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.465 |
2.618 |
5.126 |
1.618 |
4.918 |
1.000 |
4.789 |
0.618 |
4.710 |
HIGH |
4.581 |
0.618 |
4.502 |
0.500 |
4.477 |
0.382 |
4.452 |
LOW |
4.373 |
0.618 |
4.244 |
1.000 |
4.165 |
1.618 |
4.036 |
2.618 |
3.828 |
4.250 |
3.489 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.497 |
4.469 |
PP |
4.487 |
4.430 |
S1 |
4.477 |
4.392 |
|