NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 26-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.289 |
4.438 |
0.149 |
3.5% |
4.249 |
High |
4.444 |
4.529 |
0.085 |
1.9% |
4.689 |
Low |
4.227 |
4.330 |
0.103 |
2.4% |
4.223 |
Close |
4.403 |
4.355 |
-0.048 |
-1.1% |
4.417 |
Range |
0.217 |
0.199 |
-0.018 |
-8.3% |
0.466 |
ATR |
0.195 |
0.196 |
0.000 |
0.1% |
0.000 |
Volume |
124,330 |
131,620 |
7,290 |
5.9% |
688,540 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.002 |
4.877 |
4.464 |
|
R3 |
4.803 |
4.678 |
4.410 |
|
R2 |
4.604 |
4.604 |
4.391 |
|
R1 |
4.479 |
4.479 |
4.373 |
4.442 |
PP |
4.405 |
4.405 |
4.405 |
4.386 |
S1 |
4.280 |
4.280 |
4.337 |
4.243 |
S2 |
4.206 |
4.206 |
4.319 |
|
S3 |
4.007 |
4.081 |
4.300 |
|
S4 |
3.808 |
3.882 |
4.246 |
|
|
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 |
12.3% |
0.223 |
5.1% |
37% |
False |
False |
148,129 |
10 |
4.689 |
4.044 |
0.645 |
14.8% |
0.218 |
5.0% |
48% |
False |
False |
128,279 |
20 |
4.689 |
3.849 |
0.840 |
19.3% |
0.194 |
4.5% |
60% |
False |
False |
104,667 |
40 |
4.689 |
3.707 |
0.982 |
22.5% |
0.145 |
3.3% |
66% |
False |
False |
70,714 |
60 |
4.689 |
3.707 |
0.982 |
22.5% |
0.129 |
3.0% |
66% |
False |
False |
55,784 |
80 |
4.689 |
3.707 |
0.982 |
22.5% |
0.121 |
2.8% |
66% |
False |
False |
47,406 |
100 |
4.689 |
3.707 |
0.982 |
22.5% |
0.112 |
2.6% |
66% |
False |
False |
41,137 |
120 |
5.027 |
3.707 |
1.320 |
30.3% |
0.110 |
2.5% |
49% |
False |
False |
36,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.375 |
2.618 |
5.050 |
1.618 |
4.851 |
1.000 |
4.728 |
0.618 |
4.652 |
HIGH |
4.529 |
0.618 |
4.453 |
0.500 |
4.430 |
0.382 |
4.406 |
LOW |
4.330 |
0.618 |
4.207 |
1.000 |
4.131 |
1.618 |
4.008 |
2.618 |
3.809 |
4.250 |
3.484 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.430 |
4.351 |
PP |
4.405 |
4.346 |
S1 |
4.380 |
4.342 |
|