NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.423 |
4.222 |
-0.201 |
-4.5% |
4.000 |
High |
4.461 |
4.250 |
-0.211 |
-4.7% |
4.414 |
Low |
4.193 |
4.086 |
-0.107 |
-2.6% |
3.978 |
Close |
4.203 |
4.194 |
-0.009 |
-0.2% |
4.353 |
Range |
0.268 |
0.164 |
-0.104 |
-38.8% |
0.436 |
ATR |
0.136 |
0.138 |
0.002 |
1.5% |
0.000 |
Volume |
65,363 |
59,480 |
-5,883 |
-9.0% |
272,792 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.669 |
4.595 |
4.284 |
|
R3 |
4.505 |
4.431 |
4.239 |
|
R2 |
4.341 |
4.341 |
4.224 |
|
R1 |
4.267 |
4.267 |
4.209 |
4.222 |
PP |
4.177 |
4.177 |
4.177 |
4.154 |
S1 |
4.103 |
4.103 |
4.179 |
4.058 |
S2 |
4.013 |
4.013 |
4.164 |
|
S3 |
3.849 |
3.939 |
4.149 |
|
S4 |
3.685 |
3.775 |
4.104 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.556 |
5.391 |
4.593 |
|
R3 |
5.120 |
4.955 |
4.473 |
|
R2 |
4.684 |
4.684 |
4.433 |
|
R1 |
4.519 |
4.519 |
4.393 |
4.602 |
PP |
4.248 |
4.248 |
4.248 |
4.290 |
S1 |
4.083 |
4.083 |
4.313 |
4.166 |
S2 |
3.812 |
3.812 |
4.273 |
|
S3 |
3.376 |
3.647 |
4.233 |
|
S4 |
2.940 |
3.211 |
4.113 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.461 |
4.085 |
0.376 |
9.0% |
0.210 |
5.0% |
29% |
False |
False |
61,615 |
10 |
4.461 |
3.719 |
0.742 |
17.7% |
0.159 |
3.8% |
64% |
False |
False |
47,263 |
20 |
4.461 |
3.648 |
0.813 |
19.4% |
0.126 |
3.0% |
67% |
False |
False |
33,220 |
40 |
4.461 |
3.648 |
0.813 |
19.4% |
0.107 |
2.6% |
67% |
False |
False |
26,218 |
60 |
4.461 |
3.648 |
0.813 |
19.4% |
0.099 |
2.4% |
67% |
False |
False |
21,982 |
80 |
4.461 |
3.648 |
0.813 |
19.4% |
0.094 |
2.2% |
67% |
False |
False |
18,766 |
100 |
4.596 |
3.648 |
0.948 |
22.6% |
0.089 |
2.1% |
58% |
False |
False |
16,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.947 |
2.618 |
4.679 |
1.618 |
4.515 |
1.000 |
4.414 |
0.618 |
4.351 |
HIGH |
4.250 |
0.618 |
4.187 |
0.500 |
4.168 |
0.382 |
4.149 |
LOW |
4.086 |
0.618 |
3.985 |
1.000 |
3.922 |
1.618 |
3.821 |
2.618 |
3.657 |
4.250 |
3.389 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.185 |
4.274 |
PP |
4.177 |
4.247 |
S1 |
4.168 |
4.221 |
|