NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.600 |
4.357 |
-0.243 |
-5.3% |
4.078 |
High |
4.633 |
4.404 |
-0.229 |
-4.9% |
4.581 |
Low |
4.341 |
4.221 |
-0.120 |
-2.8% |
4.072 |
Close |
4.351 |
4.344 |
-0.007 |
-0.2% |
4.507 |
Range |
0.292 |
0.183 |
-0.109 |
-37.3% |
0.509 |
ATR |
0.148 |
0.151 |
0.002 |
1.7% |
0.000 |
Volume |
77,212 |
86,779 |
9,567 |
12.4% |
478,251 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.872 |
4.791 |
4.445 |
|
R3 |
4.689 |
4.608 |
4.394 |
|
R2 |
4.506 |
4.506 |
4.378 |
|
R1 |
4.425 |
4.425 |
4.361 |
4.374 |
PP |
4.323 |
4.323 |
4.323 |
4.298 |
S1 |
4.242 |
4.242 |
4.327 |
4.191 |
S2 |
4.140 |
4.140 |
4.310 |
|
S3 |
3.957 |
4.059 |
4.294 |
|
S4 |
3.774 |
3.876 |
4.243 |
|
|
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 |
4.202 |
0.431 |
9.9% |
0.239 |
5.5% |
33% |
False |
False |
98,230 |
10 |
4.633 |
3.781 |
0.852 |
19.6% |
0.177 |
4.1% |
66% |
False |
False |
76,653 |
20 |
4.633 |
3.707 |
0.926 |
21.3% |
0.133 |
3.1% |
69% |
False |
False |
53,721 |
40 |
4.633 |
3.707 |
0.926 |
21.3% |
0.116 |
2.7% |
69% |
False |
False |
43,720 |
60 |
4.633 |
3.707 |
0.926 |
21.3% |
0.109 |
2.5% |
69% |
False |
False |
36,671 |
80 |
4.633 |
3.707 |
0.926 |
21.3% |
0.105 |
2.4% |
69% |
False |
False |
32,420 |
100 |
4.727 |
3.707 |
1.020 |
23.5% |
0.100 |
2.3% |
62% |
False |
False |
28,808 |
120 |
5.027 |
3.707 |
1.320 |
30.4% |
0.099 |
2.3% |
48% |
False |
False |
25,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.182 |
2.618 |
4.883 |
1.618 |
4.700 |
1.000 |
4.587 |
0.618 |
4.517 |
HIGH |
4.404 |
0.618 |
4.334 |
0.500 |
4.313 |
0.382 |
4.291 |
LOW |
4.221 |
0.618 |
4.108 |
1.000 |
4.038 |
1.618 |
3.925 |
2.618 |
3.742 |
4.250 |
3.443 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.334 |
4.427 |
PP |
4.323 |
4.399 |
S1 |
4.313 |
4.372 |
|