NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.249 |
4.404 |
0.155 |
3.6% |
4.600 |
High |
4.450 |
4.455 |
0.005 |
0.1% |
4.633 |
Low |
4.223 |
4.270 |
0.047 |
1.1% |
4.044 |
Close |
4.444 |
4.365 |
-0.079 |
-1.8% |
4.129 |
Range |
0.227 |
0.185 |
-0.042 |
-18.5% |
0.589 |
ATR |
0.163 |
0.164 |
0.002 |
1.0% |
0.000 |
Volume |
94,528 |
126,571 |
32,043 |
33.9% |
416,679 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.918 |
4.827 |
4.467 |
|
R3 |
4.733 |
4.642 |
4.416 |
|
R2 |
4.548 |
4.548 |
4.399 |
|
R1 |
4.457 |
4.457 |
4.382 |
4.410 |
PP |
4.363 |
4.363 |
4.363 |
4.340 |
S1 |
4.272 |
4.272 |
4.348 |
4.225 |
S2 |
4.178 |
4.178 |
4.331 |
|
S3 |
3.993 |
4.087 |
4.314 |
|
S4 |
3.808 |
3.902 |
4.263 |
|
|
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 |
4.455 |
4.044 |
0.411 |
9.4% |
0.165 |
3.8% |
78% |
True |
False |
94,757 |
10 |
4.633 |
4.044 |
0.589 |
13.5% |
0.202 |
4.6% |
54% |
False |
False |
96,493 |
20 |
4.633 |
3.707 |
0.926 |
21.2% |
0.153 |
3.5% |
71% |
False |
False |
69,854 |
40 |
4.633 |
3.707 |
0.926 |
21.2% |
0.126 |
2.9% |
71% |
False |
False |
52,440 |
60 |
4.633 |
3.707 |
0.926 |
21.2% |
0.116 |
2.6% |
71% |
False |
False |
43,070 |
80 |
4.633 |
3.707 |
0.926 |
21.2% |
0.109 |
2.5% |
71% |
False |
False |
37,307 |
100 |
4.633 |
3.707 |
0.926 |
21.2% |
0.104 |
2.4% |
71% |
False |
False |
32,938 |
120 |
5.027 |
3.707 |
1.320 |
30.2% |
0.102 |
2.3% |
50% |
False |
False |
29,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.241 |
2.618 |
4.939 |
1.618 |
4.754 |
1.000 |
4.640 |
0.618 |
4.569 |
HIGH |
4.455 |
0.618 |
4.384 |
0.500 |
4.363 |
0.382 |
4.341 |
LOW |
4.270 |
0.618 |
4.156 |
1.000 |
4.085 |
1.618 |
3.971 |
2.618 |
3.786 |
4.250 |
3.484 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.364 |
4.327 |
PP |
4.363 |
4.288 |
S1 |
4.363 |
4.250 |
|