NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.404 |
4.386 |
-0.018 |
-0.4% |
4.600 |
High |
4.455 |
4.635 |
0.180 |
4.0% |
4.633 |
Low |
4.270 |
4.322 |
0.052 |
1.2% |
4.044 |
Close |
4.365 |
4.516 |
0.151 |
3.5% |
4.129 |
Range |
0.185 |
0.313 |
0.128 |
69.2% |
0.589 |
ATR |
0.164 |
0.175 |
0.011 |
6.5% |
0.000 |
Volume |
126,571 |
157,790 |
31,219 |
24.7% |
416,679 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.430 |
5.286 |
4.688 |
|
R3 |
5.117 |
4.973 |
4.602 |
|
R2 |
4.804 |
4.804 |
4.573 |
|
R1 |
4.660 |
4.660 |
4.545 |
4.732 |
PP |
4.491 |
4.491 |
4.491 |
4.527 |
S1 |
4.347 |
4.347 |
4.487 |
4.419 |
S2 |
4.178 |
4.178 |
4.459 |
|
S3 |
3.865 |
4.034 |
4.430 |
|
S4 |
3.552 |
3.721 |
4.344 |
|
|
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 |
4.635 |
4.044 |
0.591 |
13.1% |
0.212 |
4.7% |
80% |
True |
False |
108,429 |
10 |
4.635 |
4.044 |
0.591 |
13.1% |
0.215 |
4.8% |
80% |
True |
False |
102,568 |
20 |
4.635 |
3.707 |
0.928 |
20.5% |
0.166 |
3.7% |
87% |
True |
False |
76,259 |
40 |
4.635 |
3.707 |
0.928 |
20.5% |
0.131 |
2.9% |
87% |
True |
False |
55,812 |
60 |
4.635 |
3.707 |
0.928 |
20.5% |
0.119 |
2.6% |
87% |
True |
False |
45,407 |
80 |
4.635 |
3.707 |
0.928 |
20.5% |
0.112 |
2.5% |
87% |
True |
False |
39,119 |
100 |
4.635 |
3.707 |
0.928 |
20.5% |
0.106 |
2.3% |
87% |
True |
False |
34,395 |
120 |
5.027 |
3.707 |
1.320 |
29.2% |
0.104 |
2.3% |
61% |
False |
False |
30,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.965 |
2.618 |
5.454 |
1.618 |
5.141 |
1.000 |
4.948 |
0.618 |
4.828 |
HIGH |
4.635 |
0.618 |
4.515 |
0.500 |
4.479 |
0.382 |
4.442 |
LOW |
4.322 |
0.618 |
4.129 |
1.000 |
4.009 |
1.618 |
3.816 |
2.618 |
3.503 |
4.250 |
2.992 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.504 |
4.487 |
PP |
4.491 |
4.458 |
S1 |
4.479 |
4.429 |
|