NYMEX Natural Gas Future February 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 |
4.419 |
4.323 |
-0.096 |
-2.2% |
4.190 |
High |
4.494 |
4.350 |
-0.144 |
-3.2% |
4.494 |
Low |
4.311 |
4.070 |
-0.241 |
-5.6% |
4.070 |
Close |
4.334 |
4.085 |
-0.249 |
-5.7% |
4.085 |
Range |
0.183 |
0.280 |
0.097 |
53.0% |
0.424 |
ATR |
0.185 |
0.192 |
0.007 |
3.7% |
0.000 |
Volume |
21,796 |
24,951 |
3,155 |
14.5% |
104,040 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.008 |
4.827 |
4.239 |
|
R3 |
4.728 |
4.547 |
4.162 |
|
R2 |
4.448 |
4.448 |
4.136 |
|
R1 |
4.267 |
4.267 |
4.111 |
4.218 |
PP |
4.168 |
4.168 |
4.168 |
4.144 |
S1 |
3.987 |
3.987 |
4.059 |
3.938 |
S2 |
3.888 |
3.888 |
4.034 |
|
S3 |
3.608 |
3.707 |
4.008 |
|
S4 |
3.328 |
3.427 |
3.931 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.488 |
5.211 |
4.318 |
|
R3 |
5.064 |
4.787 |
4.202 |
|
R2 |
4.640 |
4.640 |
4.163 |
|
R1 |
4.363 |
4.363 |
4.124 |
4.290 |
PP |
4.216 |
4.216 |
4.216 |
4.180 |
S1 |
3.939 |
3.939 |
4.046 |
3.866 |
S2 |
3.792 |
3.792 |
4.007 |
|
S3 |
3.368 |
3.515 |
3.968 |
|
S4 |
2.944 |
3.091 |
3.852 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.639 |
4.070 |
0.569 |
13.9% |
0.221 |
5.4% |
3% |
False |
True |
31,063 |
10 |
4.639 |
4.020 |
0.619 |
15.2% |
0.214 |
5.2% |
11% |
False |
False |
31,270 |
20 |
4.639 |
3.910 |
0.729 |
17.8% |
0.192 |
4.7% |
24% |
False |
False |
31,046 |
40 |
4.639 |
3.703 |
0.936 |
22.9% |
0.142 |
3.5% |
41% |
False |
False |
21,520 |
60 |
4.639 |
3.703 |
0.936 |
22.9% |
0.126 |
3.1% |
41% |
False |
False |
17,067 |
80 |
4.639 |
3.703 |
0.936 |
22.9% |
0.116 |
2.8% |
41% |
False |
False |
13,963 |
100 |
4.639 |
3.703 |
0.936 |
22.9% |
0.107 |
2.6% |
41% |
False |
False |
11,771 |
120 |
4.895 |
3.703 |
1.192 |
29.2% |
0.103 |
2.5% |
32% |
False |
False |
10,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.540 |
2.618 |
5.083 |
1.618 |
4.803 |
1.000 |
4.630 |
0.618 |
4.523 |
HIGH |
4.350 |
0.618 |
4.243 |
0.500 |
4.210 |
0.382 |
4.177 |
LOW |
4.070 |
0.618 |
3.897 |
1.000 |
3.790 |
1.618 |
3.617 |
2.618 |
3.337 |
4.250 |
2.880 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.210 |
4.282 |
PP |
4.168 |
4.216 |
S1 |
4.127 |
4.151 |
|