NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.222 |
4.266 |
0.044 |
1.0% |
3.772 |
High |
4.380 |
4.462 |
0.082 |
1.9% |
4.018 |
Low |
4.206 |
4.176 |
-0.030 |
-0.7% |
3.703 |
Close |
4.253 |
4.427 |
0.174 |
4.1% |
3.950 |
Range |
0.174 |
0.286 |
0.112 |
64.4% |
0.315 |
ATR |
0.112 |
0.125 |
0.012 |
11.1% |
0.000 |
Volume |
28,045 |
37,842 |
9,797 |
34.9% |
63,527 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.213 |
5.106 |
4.584 |
|
R3 |
4.927 |
4.820 |
4.506 |
|
R2 |
4.641 |
4.641 |
4.479 |
|
R1 |
4.534 |
4.534 |
4.453 |
4.588 |
PP |
4.355 |
4.355 |
4.355 |
4.382 |
S1 |
4.248 |
4.248 |
4.401 |
4.302 |
S2 |
4.069 |
4.069 |
4.375 |
|
S3 |
3.783 |
3.962 |
4.348 |
|
S4 |
3.497 |
3.676 |
4.270 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.835 |
4.708 |
4.123 |
|
R3 |
4.520 |
4.393 |
4.037 |
|
R2 |
4.205 |
4.205 |
4.008 |
|
R1 |
4.078 |
4.078 |
3.979 |
4.142 |
PP |
3.890 |
3.890 |
3.890 |
3.922 |
S1 |
3.763 |
3.763 |
3.921 |
3.827 |
S2 |
3.575 |
3.575 |
3.892 |
|
S3 |
3.260 |
3.448 |
3.863 |
|
S4 |
2.945 |
3.133 |
3.777 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.462 |
3.910 |
0.552 |
12.5% |
0.157 |
3.5% |
94% |
True |
False |
27,800 |
10 |
4.462 |
3.703 |
0.759 |
17.1% |
0.132 |
3.0% |
95% |
True |
False |
21,038 |
20 |
4.462 |
3.703 |
0.759 |
17.1% |
0.108 |
2.4% |
95% |
True |
False |
15,913 |
40 |
4.462 |
3.703 |
0.759 |
17.1% |
0.101 |
2.3% |
95% |
True |
False |
12,673 |
60 |
4.462 |
3.703 |
0.759 |
17.1% |
0.097 |
2.2% |
95% |
True |
False |
10,348 |
80 |
4.462 |
3.703 |
0.759 |
17.1% |
0.093 |
2.1% |
95% |
True |
False |
8,565 |
100 |
4.872 |
3.703 |
1.169 |
26.4% |
0.089 |
2.0% |
62% |
False |
False |
7,258 |
120 |
4.895 |
3.703 |
1.192 |
26.9% |
0.087 |
2.0% |
61% |
False |
False |
6,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.678 |
2.618 |
5.211 |
1.618 |
4.925 |
1.000 |
4.748 |
0.618 |
4.639 |
HIGH |
4.462 |
0.618 |
4.353 |
0.500 |
4.319 |
0.382 |
4.285 |
LOW |
4.176 |
0.618 |
3.999 |
1.000 |
3.890 |
1.618 |
3.713 |
2.618 |
3.427 |
4.250 |
2.961 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.391 |
4.382 |
PP |
4.355 |
4.336 |
S1 |
4.319 |
4.291 |
|