NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.386 |
4.541 |
0.155 |
3.5% |
4.600 |
High |
4.635 |
4.658 |
0.023 |
0.5% |
4.633 |
Low |
4.322 |
4.415 |
0.093 |
2.2% |
4.044 |
Close |
4.516 |
4.649 |
0.133 |
2.9% |
4.129 |
Range |
0.313 |
0.243 |
-0.070 |
-22.4% |
0.589 |
ATR |
0.175 |
0.180 |
0.005 |
2.8% |
0.000 |
Volume |
157,790 |
179,394 |
21,604 |
13.7% |
416,679 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.303 |
5.219 |
4.783 |
|
R3 |
5.060 |
4.976 |
4.716 |
|
R2 |
4.817 |
4.817 |
4.694 |
|
R1 |
4.733 |
4.733 |
4.671 |
4.775 |
PP |
4.574 |
4.574 |
4.574 |
4.595 |
S1 |
4.490 |
4.490 |
4.627 |
4.532 |
S2 |
4.331 |
4.331 |
4.604 |
|
S3 |
4.088 |
4.247 |
4.582 |
|
S4 |
3.845 |
4.004 |
4.515 |
|
|
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 |
4.658 |
4.044 |
0.614 |
13.2% |
0.221 |
4.8% |
99% |
True |
False |
127,222 |
10 |
4.658 |
4.044 |
0.614 |
13.2% |
0.206 |
4.4% |
99% |
True |
False |
110,460 |
20 |
4.658 |
3.707 |
0.951 |
20.5% |
0.174 |
3.7% |
99% |
True |
False |
83,929 |
40 |
4.658 |
3.707 |
0.951 |
20.5% |
0.134 |
2.9% |
99% |
True |
False |
59,728 |
60 |
4.658 |
3.707 |
0.951 |
20.5% |
0.122 |
2.6% |
99% |
True |
False |
48,074 |
80 |
4.658 |
3.707 |
0.951 |
20.5% |
0.115 |
2.5% |
99% |
True |
False |
41,177 |
100 |
4.658 |
3.707 |
0.951 |
20.5% |
0.108 |
2.3% |
99% |
True |
False |
36,047 |
120 |
5.027 |
3.707 |
1.320 |
28.4% |
0.105 |
2.3% |
71% |
False |
False |
31,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.691 |
2.618 |
5.294 |
1.618 |
5.051 |
1.000 |
4.901 |
0.618 |
4.808 |
HIGH |
4.658 |
0.618 |
4.565 |
0.500 |
4.537 |
0.382 |
4.508 |
LOW |
4.415 |
0.618 |
4.265 |
1.000 |
4.172 |
1.618 |
4.022 |
2.618 |
3.779 |
4.250 |
3.382 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.612 |
4.587 |
PP |
4.574 |
4.526 |
S1 |
4.537 |
4.464 |
|