NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.500 |
4.600 |
0.100 |
2.2% |
4.078 |
High |
4.581 |
4.633 |
0.052 |
1.1% |
4.581 |
Low |
4.373 |
4.341 |
-0.032 |
-0.7% |
4.072 |
Close |
4.507 |
4.351 |
-0.156 |
-3.5% |
4.507 |
Range |
0.208 |
0.292 |
0.084 |
40.4% |
0.509 |
ATR |
0.137 |
0.148 |
0.011 |
8.1% |
0.000 |
Volume |
129,646 |
77,212 |
-52,434 |
-40.4% |
478,251 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.318 |
5.126 |
4.512 |
|
R3 |
5.026 |
4.834 |
4.431 |
|
R2 |
4.734 |
4.734 |
4.405 |
|
R1 |
4.542 |
4.542 |
4.378 |
4.492 |
PP |
4.442 |
4.442 |
4.442 |
4.417 |
S1 |
4.250 |
4.250 |
4.324 |
4.200 |
S2 |
4.150 |
4.150 |
4.297 |
|
S3 |
3.858 |
3.958 |
4.271 |
|
S4 |
3.566 |
3.666 |
4.190 |
|
|
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 |
4.633 |
4.132 |
0.501 |
11.5% |
0.230 |
5.3% |
44% |
True |
False |
96,133 |
10 |
4.633 |
3.710 |
0.923 |
21.2% |
0.172 |
4.0% |
69% |
True |
False |
71,112 |
20 |
4.633 |
3.707 |
0.926 |
21.3% |
0.130 |
3.0% |
70% |
True |
False |
52,072 |
40 |
4.633 |
3.707 |
0.926 |
21.3% |
0.114 |
2.6% |
70% |
True |
False |
42,393 |
60 |
4.633 |
3.707 |
0.926 |
21.3% |
0.108 |
2.5% |
70% |
True |
False |
35,525 |
80 |
4.633 |
3.707 |
0.926 |
21.3% |
0.103 |
2.4% |
70% |
True |
False |
31,470 |
100 |
4.762 |
3.707 |
1.055 |
24.2% |
0.099 |
2.3% |
61% |
False |
False |
28,074 |
120 |
5.027 |
3.707 |
1.320 |
30.3% |
0.099 |
2.3% |
49% |
False |
False |
25,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.874 |
2.618 |
5.397 |
1.618 |
5.105 |
1.000 |
4.925 |
0.618 |
4.813 |
HIGH |
4.633 |
0.618 |
4.521 |
0.500 |
4.487 |
0.382 |
4.453 |
LOW |
4.341 |
0.618 |
4.161 |
1.000 |
4.049 |
1.618 |
3.869 |
2.618 |
3.577 |
4.250 |
3.100 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.487 |
4.418 |
PP |
4.442 |
4.395 |
S1 |
4.396 |
4.373 |
|