NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.260 |
4.080 |
-0.180 |
-4.2% |
4.600 |
High |
4.272 |
4.181 |
-0.091 |
-2.1% |
4.633 |
Low |
4.073 |
4.044 |
-0.029 |
-0.7% |
4.044 |
Close |
4.089 |
4.129 |
0.040 |
1.0% |
4.129 |
Range |
0.199 |
0.137 |
-0.062 |
-31.2% |
0.589 |
ATR |
0.152 |
0.151 |
-0.001 |
-0.7% |
0.000 |
Volume |
85,428 |
77,830 |
-7,598 |
-8.9% |
416,679 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.529 |
4.466 |
4.204 |
|
R3 |
4.392 |
4.329 |
4.167 |
|
R2 |
4.255 |
4.255 |
4.154 |
|
R1 |
4.192 |
4.192 |
4.142 |
4.224 |
PP |
4.118 |
4.118 |
4.118 |
4.134 |
S1 |
4.055 |
4.055 |
4.116 |
4.087 |
S2 |
3.981 |
3.981 |
4.104 |
|
S3 |
3.844 |
3.918 |
4.091 |
|
S4 |
3.707 |
3.781 |
4.054 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.036 |
5.671 |
4.453 |
|
R3 |
5.447 |
5.082 |
4.291 |
|
R2 |
4.858 |
4.858 |
4.237 |
|
R1 |
4.493 |
4.493 |
4.183 |
4.381 |
PP |
4.269 |
4.269 |
4.269 |
4.213 |
S1 |
3.904 |
3.904 |
4.075 |
3.792 |
S2 |
3.680 |
3.680 |
4.021 |
|
S3 |
3.091 |
3.315 |
3.967 |
|
S4 |
2.502 |
2.726 |
3.805 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.633 |
4.044 |
0.589 |
14.3% |
0.177 |
4.3% |
14% |
False |
True |
83,335 |
10 |
4.633 |
4.044 |
0.589 |
14.3% |
0.182 |
4.4% |
14% |
False |
True |
89,493 |
20 |
4.633 |
3.707 |
0.926 |
22.4% |
0.140 |
3.4% |
46% |
False |
False |
61,286 |
40 |
4.633 |
3.707 |
0.926 |
22.4% |
0.120 |
2.9% |
46% |
False |
False |
48,091 |
60 |
4.633 |
3.707 |
0.926 |
22.4% |
0.111 |
2.7% |
46% |
False |
False |
40,020 |
80 |
4.633 |
3.707 |
0.926 |
22.4% |
0.107 |
2.6% |
46% |
False |
False |
34,869 |
100 |
4.721 |
3.707 |
1.014 |
24.6% |
0.102 |
2.5% |
42% |
False |
False |
30,994 |
120 |
5.027 |
3.707 |
1.320 |
32.0% |
0.100 |
2.4% |
32% |
False |
False |
27,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.763 |
2.618 |
4.540 |
1.618 |
4.403 |
1.000 |
4.318 |
0.618 |
4.266 |
HIGH |
4.181 |
0.618 |
4.129 |
0.500 |
4.113 |
0.382 |
4.096 |
LOW |
4.044 |
0.618 |
3.959 |
1.000 |
3.907 |
1.618 |
3.822 |
2.618 |
3.685 |
4.250 |
3.462 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.124 |
4.182 |
PP |
4.118 |
4.164 |
S1 |
4.113 |
4.147 |
|