NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.080 |
4.249 |
0.169 |
4.1% |
4.600 |
High |
4.181 |
4.450 |
0.269 |
6.4% |
4.633 |
Low |
4.044 |
4.223 |
0.179 |
4.4% |
4.044 |
Close |
4.129 |
4.444 |
0.315 |
7.6% |
4.129 |
Range |
0.137 |
0.227 |
0.090 |
65.7% |
0.589 |
ATR |
0.151 |
0.163 |
0.012 |
8.1% |
0.000 |
Volume |
77,830 |
94,528 |
16,698 |
21.5% |
416,679 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.053 |
4.976 |
4.569 |
|
R3 |
4.826 |
4.749 |
4.506 |
|
R2 |
4.599 |
4.599 |
4.486 |
|
R1 |
4.522 |
4.522 |
4.465 |
4.561 |
PP |
4.372 |
4.372 |
4.372 |
4.392 |
S1 |
4.295 |
4.295 |
4.423 |
4.334 |
S2 |
4.145 |
4.145 |
4.402 |
|
S3 |
3.918 |
4.068 |
4.382 |
|
S4 |
3.691 |
3.841 |
4.319 |
|
|
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 |
4.450 |
4.044 |
0.406 |
9.1% |
0.164 |
3.7% |
99% |
True |
False |
86,799 |
10 |
4.633 |
4.044 |
0.589 |
13.3% |
0.197 |
4.4% |
68% |
False |
False |
91,466 |
20 |
4.633 |
3.707 |
0.926 |
20.8% |
0.148 |
3.3% |
80% |
False |
False |
64,761 |
40 |
4.633 |
3.707 |
0.926 |
20.8% |
0.124 |
2.8% |
80% |
False |
False |
49,802 |
60 |
4.633 |
3.707 |
0.926 |
20.8% |
0.114 |
2.6% |
80% |
False |
False |
41,178 |
80 |
4.633 |
3.707 |
0.926 |
20.8% |
0.109 |
2.4% |
80% |
False |
False |
35,850 |
100 |
4.633 |
3.707 |
0.926 |
20.8% |
0.102 |
2.3% |
80% |
False |
False |
31,855 |
120 |
5.027 |
3.707 |
1.320 |
29.7% |
0.101 |
2.3% |
56% |
False |
False |
28,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.415 |
2.618 |
5.044 |
1.618 |
4.817 |
1.000 |
4.677 |
0.618 |
4.590 |
HIGH |
4.450 |
0.618 |
4.363 |
0.500 |
4.337 |
0.382 |
4.310 |
LOW |
4.223 |
0.618 |
4.083 |
1.000 |
3.996 |
1.618 |
3.856 |
2.618 |
3.629 |
4.250 |
3.258 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.408 |
4.378 |
PP |
4.372 |
4.313 |
S1 |
4.337 |
4.247 |
|