NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.541 |
4.620 |
0.079 |
1.7% |
4.249 |
High |
4.658 |
4.689 |
0.031 |
0.7% |
4.689 |
Low |
4.415 |
4.390 |
-0.025 |
-0.6% |
4.223 |
Close |
4.649 |
4.417 |
-0.232 |
-5.0% |
4.417 |
Range |
0.243 |
0.299 |
0.056 |
23.0% |
0.466 |
ATR |
0.180 |
0.188 |
0.009 |
4.7% |
0.000 |
Volume |
179,394 |
130,257 |
-49,137 |
-27.4% |
688,540 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.396 |
5.205 |
4.581 |
|
R3 |
5.097 |
4.906 |
4.499 |
|
R2 |
4.798 |
4.798 |
4.472 |
|
R1 |
4.607 |
4.607 |
4.444 |
4.553 |
PP |
4.499 |
4.499 |
4.499 |
4.472 |
S1 |
4.308 |
4.308 |
4.390 |
4.254 |
S2 |
4.200 |
4.200 |
4.362 |
|
S3 |
3.901 |
4.009 |
4.335 |
|
S4 |
3.602 |
3.710 |
4.253 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.841 |
5.595 |
4.673 |
|
R3 |
5.375 |
5.129 |
4.545 |
|
R2 |
4.909 |
4.909 |
4.502 |
|
R1 |
4.663 |
4.663 |
4.460 |
4.786 |
PP |
4.443 |
4.443 |
4.443 |
4.505 |
S1 |
4.197 |
4.197 |
4.374 |
4.320 |
S2 |
3.977 |
3.977 |
4.332 |
|
S3 |
3.511 |
3.731 |
4.289 |
|
S4 |
3.045 |
3.265 |
4.161 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.689 |
4.223 |
0.466 |
10.6% |
0.253 |
5.7% |
42% |
True |
False |
137,708 |
10 |
4.689 |
4.044 |
0.645 |
14.6% |
0.215 |
4.9% |
58% |
True |
False |
110,521 |
20 |
4.689 |
3.707 |
0.982 |
22.2% |
0.184 |
4.2% |
72% |
True |
False |
88,357 |
40 |
4.689 |
3.707 |
0.982 |
22.2% |
0.140 |
3.2% |
72% |
True |
False |
62,266 |
60 |
4.689 |
3.707 |
0.982 |
22.2% |
0.125 |
2.8% |
72% |
True |
False |
49,806 |
80 |
4.689 |
3.707 |
0.982 |
22.2% |
0.117 |
2.6% |
72% |
True |
False |
42,637 |
100 |
4.689 |
3.707 |
0.982 |
22.2% |
0.110 |
2.5% |
72% |
True |
False |
37,245 |
120 |
5.027 |
3.707 |
1.320 |
29.9% |
0.107 |
2.4% |
54% |
False |
False |
33,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.960 |
2.618 |
5.472 |
1.618 |
5.173 |
1.000 |
4.988 |
0.618 |
4.874 |
HIGH |
4.689 |
0.618 |
4.575 |
0.500 |
4.540 |
0.382 |
4.504 |
LOW |
4.390 |
0.618 |
4.205 |
1.000 |
4.091 |
1.618 |
3.906 |
2.618 |
3.607 |
4.250 |
3.119 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.540 |
4.506 |
PP |
4.499 |
4.476 |
S1 |
4.458 |
4.447 |
|