NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.586 |
4.190 |
-0.396 |
-8.6% |
4.244 |
High |
4.639 |
4.289 |
-0.350 |
-7.5% |
4.639 |
Low |
4.365 |
4.130 |
-0.235 |
-5.4% |
4.192 |
Close |
4.387 |
4.281 |
-0.106 |
-2.4% |
4.387 |
Range |
0.274 |
0.159 |
-0.115 |
-42.0% |
0.447 |
ATR |
0.177 |
0.183 |
0.006 |
3.2% |
0.000 |
Volume |
51,277 |
28,858 |
-22,419 |
-43.7% |
180,441 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.710 |
4.655 |
4.368 |
|
R3 |
4.551 |
4.496 |
4.325 |
|
R2 |
4.392 |
4.392 |
4.310 |
|
R1 |
4.337 |
4.337 |
4.296 |
4.365 |
PP |
4.233 |
4.233 |
4.233 |
4.247 |
S1 |
4.178 |
4.178 |
4.266 |
4.206 |
S2 |
4.074 |
4.074 |
4.252 |
|
S3 |
3.915 |
4.019 |
4.237 |
|
S4 |
3.756 |
3.860 |
4.194 |
|
|
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 |
4.130 |
0.509 |
11.9% |
0.226 |
5.3% |
30% |
False |
True |
37,372 |
10 |
4.639 |
4.020 |
0.619 |
14.5% |
0.191 |
4.5% |
42% |
False |
False |
31,784 |
20 |
4.639 |
3.707 |
0.932 |
21.8% |
0.177 |
4.1% |
62% |
False |
False |
29,493 |
40 |
4.639 |
3.703 |
0.936 |
21.9% |
0.134 |
3.1% |
62% |
False |
False |
20,463 |
60 |
4.639 |
3.703 |
0.936 |
21.9% |
0.120 |
2.8% |
62% |
False |
False |
16,159 |
80 |
4.639 |
3.703 |
0.936 |
21.9% |
0.110 |
2.6% |
62% |
False |
False |
13,107 |
100 |
4.639 |
3.703 |
0.936 |
21.9% |
0.103 |
2.4% |
62% |
False |
False |
11,117 |
120 |
4.895 |
3.703 |
1.192 |
27.8% |
0.099 |
2.3% |
48% |
False |
False |
9,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.965 |
2.618 |
4.705 |
1.618 |
4.546 |
1.000 |
4.448 |
0.618 |
4.387 |
HIGH |
4.289 |
0.618 |
4.228 |
0.500 |
4.210 |
0.382 |
4.191 |
LOW |
4.130 |
0.618 |
4.032 |
1.000 |
3.971 |
1.618 |
3.873 |
2.618 |
3.714 |
4.250 |
3.454 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.257 |
4.385 |
PP |
4.233 |
4.350 |
S1 |
4.210 |
4.316 |
|