NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.357 |
4.308 |
-0.049 |
-1.1% |
4.078 |
High |
4.404 |
4.319 |
-0.085 |
-1.9% |
4.581 |
Low |
4.221 |
4.243 |
0.022 |
0.5% |
4.072 |
Close |
4.344 |
4.284 |
-0.060 |
-1.4% |
4.507 |
Range |
0.183 |
0.076 |
-0.107 |
-58.5% |
0.509 |
ATR |
0.151 |
0.147 |
-0.004 |
-2.4% |
0.000 |
Volume |
86,779 |
89,430 |
2,651 |
3.1% |
478,251 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.510 |
4.473 |
4.326 |
|
R3 |
4.434 |
4.397 |
4.305 |
|
R2 |
4.358 |
4.358 |
4.298 |
|
R1 |
4.321 |
4.321 |
4.291 |
4.302 |
PP |
4.282 |
4.282 |
4.282 |
4.272 |
S1 |
4.245 |
4.245 |
4.277 |
4.226 |
S2 |
4.206 |
4.206 |
4.270 |
|
S3 |
4.130 |
4.169 |
4.263 |
|
S4 |
4.054 |
4.093 |
4.242 |
|
|
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 |
10.1% |
0.218 |
5.1% |
19% |
False |
False |
96,707 |
10 |
4.633 |
3.849 |
0.784 |
18.3% |
0.170 |
4.0% |
55% |
False |
False |
81,056 |
20 |
4.633 |
3.707 |
0.926 |
21.6% |
0.132 |
3.1% |
62% |
False |
False |
56,325 |
40 |
4.633 |
3.707 |
0.926 |
21.6% |
0.116 |
2.7% |
62% |
False |
False |
45,279 |
60 |
4.633 |
3.707 |
0.926 |
21.6% |
0.109 |
2.5% |
62% |
False |
False |
37,892 |
80 |
4.633 |
3.707 |
0.926 |
21.6% |
0.105 |
2.4% |
62% |
False |
False |
33,243 |
100 |
4.727 |
3.707 |
1.020 |
23.8% |
0.100 |
2.3% |
57% |
False |
False |
29,576 |
120 |
5.027 |
3.707 |
1.320 |
30.8% |
0.099 |
2.3% |
44% |
False |
False |
26,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.642 |
2.618 |
4.518 |
1.618 |
4.442 |
1.000 |
4.395 |
0.618 |
4.366 |
HIGH |
4.319 |
0.618 |
4.290 |
0.500 |
4.281 |
0.382 |
4.272 |
LOW |
4.243 |
0.618 |
4.196 |
1.000 |
4.167 |
1.618 |
4.120 |
2.618 |
4.044 |
4.250 |
3.920 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.283 |
4.427 |
PP |
4.282 |
4.379 |
S1 |
4.281 |
4.332 |
|