NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.620 |
4.199 |
-0.421 |
-9.1% |
4.249 |
High |
4.689 |
4.314 |
-0.375 |
-8.0% |
4.689 |
Low |
4.390 |
4.155 |
-0.235 |
-5.4% |
4.223 |
Close |
4.417 |
4.304 |
-0.113 |
-2.6% |
4.417 |
Range |
0.299 |
0.159 |
-0.140 |
-46.8% |
0.466 |
ATR |
0.188 |
0.194 |
0.005 |
2.8% |
0.000 |
Volume |
130,257 |
175,046 |
44,789 |
34.4% |
688,540 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.735 |
4.678 |
4.391 |
|
R3 |
4.576 |
4.519 |
4.348 |
|
R2 |
4.417 |
4.417 |
4.333 |
|
R1 |
4.360 |
4.360 |
4.319 |
4.389 |
PP |
4.258 |
4.258 |
4.258 |
4.272 |
S1 |
4.201 |
4.201 |
4.289 |
4.230 |
S2 |
4.099 |
4.099 |
4.275 |
|
S3 |
3.940 |
4.042 |
4.260 |
|
S4 |
3.781 |
3.883 |
4.217 |
|
|
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 |
4.155 |
0.534 |
12.4% |
0.240 |
5.6% |
28% |
False |
True |
153,811 |
10 |
4.689 |
4.044 |
0.645 |
15.0% |
0.202 |
4.7% |
40% |
False |
False |
120,305 |
20 |
4.689 |
3.710 |
0.979 |
22.7% |
0.187 |
4.3% |
61% |
False |
False |
95,708 |
40 |
4.689 |
3.707 |
0.982 |
22.8% |
0.141 |
3.3% |
61% |
False |
False |
66,085 |
60 |
4.689 |
3.707 |
0.982 |
22.8% |
0.127 |
2.9% |
61% |
False |
False |
52,261 |
80 |
4.689 |
3.707 |
0.982 |
22.8% |
0.118 |
2.7% |
61% |
False |
False |
44,534 |
100 |
4.689 |
3.707 |
0.982 |
22.8% |
0.111 |
2.6% |
61% |
False |
False |
38,853 |
120 |
5.027 |
3.707 |
1.320 |
30.7% |
0.108 |
2.5% |
45% |
False |
False |
34,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.990 |
2.618 |
4.730 |
1.618 |
4.571 |
1.000 |
4.473 |
0.618 |
4.412 |
HIGH |
4.314 |
0.618 |
4.253 |
0.500 |
4.235 |
0.382 |
4.216 |
LOW |
4.155 |
0.618 |
4.057 |
1.000 |
3.996 |
1.618 |
3.898 |
2.618 |
3.739 |
4.250 |
3.479 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.281 |
4.422 |
PP |
4.258 |
4.383 |
S1 |
4.235 |
4.343 |
|