NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.350 |
4.517 |
0.167 |
3.8% |
4.545 |
High |
4.590 |
4.618 |
0.028 |
0.6% |
4.576 |
Low |
4.300 |
4.391 |
0.091 |
2.1% |
4.020 |
Close |
4.488 |
4.611 |
0.123 |
2.7% |
4.103 |
Range |
0.290 |
0.227 |
-0.063 |
-21.7% |
0.556 |
ATR |
0.165 |
0.170 |
0.004 |
2.7% |
0.000 |
Volume |
37,652 |
43,001 |
5,349 |
14.2% |
142,573 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.221 |
5.143 |
4.736 |
|
R3 |
4.994 |
4.916 |
4.673 |
|
R2 |
4.767 |
4.767 |
4.653 |
|
R1 |
4.689 |
4.689 |
4.632 |
4.728 |
PP |
4.540 |
4.540 |
4.540 |
4.560 |
S1 |
4.462 |
4.462 |
4.590 |
4.501 |
S2 |
4.313 |
4.313 |
4.569 |
|
S3 |
4.086 |
4.235 |
4.549 |
|
S4 |
3.859 |
4.008 |
4.486 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.901 |
5.558 |
4.409 |
|
R3 |
5.345 |
5.002 |
4.256 |
|
R2 |
4.789 |
4.789 |
4.205 |
|
R1 |
4.446 |
4.446 |
4.154 |
4.340 |
PP |
4.233 |
4.233 |
4.233 |
4.180 |
S1 |
3.890 |
3.890 |
4.052 |
3.784 |
S2 |
3.677 |
3.677 |
4.001 |
|
S3 |
3.121 |
3.334 |
3.950 |
|
S4 |
2.565 |
2.778 |
3.797 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.618 |
4.020 |
0.598 |
13.0% |
0.207 |
4.5% |
99% |
True |
False |
31,478 |
10 |
4.618 |
4.020 |
0.598 |
13.0% |
0.195 |
4.2% |
99% |
True |
False |
32,660 |
20 |
4.618 |
3.703 |
0.915 |
19.8% |
0.164 |
3.5% |
99% |
True |
False |
26,849 |
40 |
4.618 |
3.703 |
0.915 |
19.8% |
0.128 |
2.8% |
99% |
True |
False |
18,878 |
60 |
4.618 |
3.703 |
0.915 |
19.8% |
0.115 |
2.5% |
99% |
True |
False |
15,096 |
80 |
4.618 |
3.703 |
0.915 |
19.8% |
0.107 |
2.3% |
99% |
True |
False |
12,189 |
100 |
4.618 |
3.703 |
0.915 |
19.8% |
0.100 |
2.2% |
99% |
True |
False |
10,350 |
120 |
4.895 |
3.703 |
1.192 |
25.9% |
0.097 |
2.1% |
76% |
False |
False |
8,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.583 |
2.618 |
5.212 |
1.618 |
4.985 |
1.000 |
4.845 |
0.618 |
4.758 |
HIGH |
4.618 |
0.618 |
4.531 |
0.500 |
4.505 |
0.382 |
4.478 |
LOW |
4.391 |
0.618 |
4.251 |
1.000 |
4.164 |
1.618 |
4.024 |
2.618 |
3.797 |
4.250 |
3.426 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.576 |
4.549 |
PP |
4.540 |
4.487 |
S1 |
4.505 |
4.425 |
|