NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.438 |
4.349 |
-0.089 |
-2.0% |
4.199 |
High |
4.529 |
4.367 |
-0.162 |
-3.6% |
4.529 |
Low |
4.330 |
4.079 |
-0.251 |
-5.8% |
4.079 |
Close |
4.355 |
4.084 |
-0.271 |
-6.2% |
4.084 |
Range |
0.199 |
0.288 |
0.089 |
44.7% |
0.450 |
ATR |
0.196 |
0.202 |
0.007 |
3.4% |
0.000 |
Volume |
131,620 |
94,586 |
-37,034 |
-28.1% |
525,582 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.041 |
4.850 |
4.242 |
|
R3 |
4.753 |
4.562 |
4.163 |
|
R2 |
4.465 |
4.465 |
4.137 |
|
R1 |
4.274 |
4.274 |
4.110 |
4.226 |
PP |
4.177 |
4.177 |
4.177 |
4.152 |
S1 |
3.986 |
3.986 |
4.058 |
3.938 |
S2 |
3.889 |
3.889 |
4.031 |
|
S3 |
3.601 |
3.698 |
4.005 |
|
S4 |
3.313 |
3.410 |
3.926 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.581 |
5.282 |
4.332 |
|
R3 |
5.131 |
4.832 |
4.208 |
|
R2 |
4.681 |
4.681 |
4.167 |
|
R1 |
4.382 |
4.382 |
4.125 |
4.307 |
PP |
4.231 |
4.231 |
4.231 |
4.193 |
S1 |
3.932 |
3.932 |
4.043 |
3.857 |
S2 |
3.781 |
3.781 |
4.002 |
|
S3 |
3.331 |
3.482 |
3.960 |
|
S4 |
2.881 |
3.032 |
3.837 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.689 |
4.079 |
0.610 |
14.9% |
0.232 |
5.7% |
1% |
False |
True |
131,167 |
10 |
4.689 |
4.044 |
0.645 |
15.8% |
0.227 |
5.6% |
6% |
False |
False |
129,195 |
20 |
4.689 |
3.916 |
0.773 |
18.9% |
0.203 |
5.0% |
22% |
False |
False |
107,086 |
40 |
4.689 |
3.707 |
0.982 |
24.0% |
0.149 |
3.7% |
38% |
False |
False |
72,237 |
60 |
4.689 |
3.707 |
0.982 |
24.0% |
0.133 |
3.2% |
38% |
False |
False |
56,926 |
80 |
4.689 |
3.707 |
0.982 |
24.0% |
0.124 |
3.0% |
38% |
False |
False |
48,394 |
100 |
4.689 |
3.707 |
0.982 |
24.0% |
0.115 |
2.8% |
38% |
False |
False |
41,902 |
120 |
5.027 |
3.707 |
1.320 |
32.3% |
0.112 |
2.7% |
29% |
False |
False |
37,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.591 |
2.618 |
5.121 |
1.618 |
4.833 |
1.000 |
4.655 |
0.618 |
4.545 |
HIGH |
4.367 |
0.618 |
4.257 |
0.500 |
4.223 |
0.382 |
4.189 |
LOW |
4.079 |
0.618 |
3.901 |
1.000 |
3.791 |
1.618 |
3.613 |
2.618 |
3.325 |
4.250 |
2.855 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.223 |
4.304 |
PP |
4.177 |
4.231 |
S1 |
4.130 |
4.157 |
|