NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.517 |
4.586 |
0.069 |
1.5% |
4.244 |
High |
4.618 |
4.639 |
0.021 |
0.5% |
4.639 |
Low |
4.391 |
4.365 |
-0.026 |
-0.6% |
4.192 |
Close |
4.611 |
4.387 |
-0.224 |
-4.9% |
4.387 |
Range |
0.227 |
0.274 |
0.047 |
20.7% |
0.447 |
ATR |
0.170 |
0.177 |
0.007 |
4.4% |
0.000 |
Volume |
43,001 |
51,277 |
8,276 |
19.2% |
180,441 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.286 |
5.110 |
4.538 |
|
R3 |
5.012 |
4.836 |
4.462 |
|
R2 |
4.738 |
4.738 |
4.437 |
|
R1 |
4.562 |
4.562 |
4.412 |
4.513 |
PP |
4.464 |
4.464 |
4.464 |
4.439 |
S1 |
4.288 |
4.288 |
4.362 |
4.239 |
S2 |
4.190 |
4.190 |
4.337 |
|
S3 |
3.916 |
4.014 |
4.312 |
|
S4 |
3.642 |
3.740 |
4.236 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.747 |
5.514 |
4.633 |
|
R3 |
5.300 |
5.067 |
4.510 |
|
R2 |
4.853 |
4.853 |
4.469 |
|
R1 |
4.620 |
4.620 |
4.428 |
4.737 |
PP |
4.406 |
4.406 |
4.406 |
4.464 |
S1 |
4.173 |
4.173 |
4.346 |
4.290 |
S2 |
3.959 |
3.959 |
4.305 |
|
S3 |
3.512 |
3.726 |
4.264 |
|
S4 |
3.065 |
3.279 |
4.141 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.639 |
4.192 |
0.447 |
10.2% |
0.235 |
5.4% |
44% |
True |
False |
36,088 |
10 |
4.639 |
4.020 |
0.619 |
14.1% |
0.203 |
4.6% |
59% |
True |
False |
32,301 |
20 |
4.639 |
3.703 |
0.936 |
21.3% |
0.173 |
4.0% |
73% |
True |
False |
28,562 |
40 |
4.639 |
3.703 |
0.936 |
21.3% |
0.133 |
3.0% |
73% |
True |
False |
19,928 |
60 |
4.639 |
3.703 |
0.936 |
21.3% |
0.118 |
2.7% |
73% |
True |
False |
15,807 |
80 |
4.639 |
3.703 |
0.936 |
21.3% |
0.109 |
2.5% |
73% |
True |
False |
12,796 |
100 |
4.639 |
3.703 |
0.936 |
21.3% |
0.102 |
2.3% |
73% |
True |
False |
10,847 |
120 |
4.895 |
3.703 |
1.192 |
27.2% |
0.098 |
2.2% |
57% |
False |
False |
9,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.804 |
2.618 |
5.356 |
1.618 |
5.082 |
1.000 |
4.913 |
0.618 |
4.808 |
HIGH |
4.639 |
0.618 |
4.534 |
0.500 |
4.502 |
0.382 |
4.470 |
LOW |
4.365 |
0.618 |
4.196 |
1.000 |
4.091 |
1.618 |
3.922 |
2.618 |
3.648 |
4.250 |
3.201 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.502 |
4.470 |
PP |
4.464 |
4.442 |
S1 |
4.425 |
4.415 |
|