NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.308 |
4.260 |
-0.048 |
-1.1% |
4.078 |
High |
4.319 |
4.272 |
-0.047 |
-1.1% |
4.581 |
Low |
4.243 |
4.073 |
-0.170 |
-4.0% |
4.072 |
Close |
4.284 |
4.089 |
-0.195 |
-4.6% |
4.507 |
Range |
0.076 |
0.199 |
0.123 |
161.8% |
0.509 |
ATR |
0.147 |
0.152 |
0.005 |
3.1% |
0.000 |
Volume |
89,430 |
85,428 |
-4,002 |
-4.5% |
478,251 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.742 |
4.614 |
4.198 |
|
R3 |
4.543 |
4.415 |
4.144 |
|
R2 |
4.344 |
4.344 |
4.125 |
|
R1 |
4.216 |
4.216 |
4.107 |
4.181 |
PP |
4.145 |
4.145 |
4.145 |
4.127 |
S1 |
4.017 |
4.017 |
4.071 |
3.982 |
S2 |
3.946 |
3.946 |
4.053 |
|
S3 |
3.747 |
3.818 |
4.034 |
|
S4 |
3.548 |
3.619 |
3.980 |
|
|
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 |
4.073 |
0.560 |
13.7% |
0.192 |
4.7% |
3% |
False |
True |
93,699 |
10 |
4.633 |
3.916 |
0.717 |
17.5% |
0.180 |
4.4% |
24% |
False |
False |
84,978 |
20 |
4.633 |
3.707 |
0.926 |
22.6% |
0.138 |
3.4% |
41% |
False |
False |
58,957 |
40 |
4.633 |
3.707 |
0.926 |
22.6% |
0.118 |
2.9% |
41% |
False |
False |
46,817 |
60 |
4.633 |
3.707 |
0.926 |
22.6% |
0.111 |
2.7% |
41% |
False |
False |
39,008 |
80 |
4.633 |
3.707 |
0.926 |
22.6% |
0.107 |
2.6% |
41% |
False |
False |
34,078 |
100 |
4.727 |
3.707 |
1.020 |
24.9% |
0.101 |
2.5% |
37% |
False |
False |
30,316 |
120 |
5.027 |
3.707 |
1.320 |
32.3% |
0.100 |
2.4% |
29% |
False |
False |
27,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.118 |
2.618 |
4.793 |
1.618 |
4.594 |
1.000 |
4.471 |
0.618 |
4.395 |
HIGH |
4.272 |
0.618 |
4.196 |
0.500 |
4.173 |
0.382 |
4.149 |
LOW |
4.073 |
0.618 |
3.950 |
1.000 |
3.874 |
1.618 |
3.751 |
2.618 |
3.552 |
4.250 |
3.227 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.173 |
4.239 |
PP |
4.145 |
4.189 |
S1 |
4.117 |
4.139 |
|