NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.199 |
4.289 |
0.090 |
2.1% |
4.249 |
High |
4.314 |
4.444 |
0.130 |
3.0% |
4.689 |
Low |
4.155 |
4.227 |
0.072 |
1.7% |
4.223 |
Close |
4.304 |
4.403 |
0.099 |
2.3% |
4.417 |
Range |
0.159 |
0.217 |
0.058 |
36.5% |
0.466 |
ATR |
0.194 |
0.195 |
0.002 |
0.9% |
0.000 |
Volume |
175,046 |
124,330 |
-50,716 |
-29.0% |
688,540 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.009 |
4.923 |
4.522 |
|
R3 |
4.792 |
4.706 |
4.463 |
|
R2 |
4.575 |
4.575 |
4.443 |
|
R1 |
4.489 |
4.489 |
4.423 |
4.532 |
PP |
4.358 |
4.358 |
4.358 |
4.380 |
S1 |
4.272 |
4.272 |
4.383 |
4.315 |
S2 |
4.141 |
4.141 |
4.363 |
|
S3 |
3.924 |
4.055 |
4.343 |
|
S4 |
3.707 |
3.838 |
4.284 |
|
|
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 |
12.1% |
0.246 |
5.6% |
46% |
False |
False |
153,363 |
10 |
4.689 |
4.044 |
0.645 |
14.6% |
0.206 |
4.7% |
56% |
False |
False |
124,060 |
20 |
4.689 |
3.781 |
0.908 |
20.6% |
0.191 |
4.3% |
69% |
False |
False |
100,356 |
40 |
4.689 |
3.707 |
0.982 |
22.3% |
0.144 |
3.3% |
71% |
False |
False |
68,340 |
60 |
4.689 |
3.707 |
0.982 |
22.3% |
0.127 |
2.9% |
71% |
False |
False |
54,041 |
80 |
4.689 |
3.707 |
0.982 |
22.3% |
0.119 |
2.7% |
71% |
False |
False |
45,921 |
100 |
4.689 |
3.707 |
0.982 |
22.3% |
0.111 |
2.5% |
71% |
False |
False |
39,972 |
120 |
5.027 |
3.707 |
1.320 |
30.0% |
0.109 |
2.5% |
53% |
False |
False |
35,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.366 |
2.618 |
5.012 |
1.618 |
4.795 |
1.000 |
4.661 |
0.618 |
4.578 |
HIGH |
4.444 |
0.618 |
4.361 |
0.500 |
4.336 |
0.382 |
4.310 |
LOW |
4.227 |
0.618 |
4.093 |
1.000 |
4.010 |
1.618 |
3.876 |
2.618 |
3.659 |
4.250 |
3.305 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.381 |
4.422 |
PP |
4.358 |
4.416 |
S1 |
4.336 |
4.409 |
|