NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.160 |
4.134 |
-0.026 |
-0.6% |
4.000 |
High |
4.178 |
4.139 |
-0.039 |
-0.9% |
4.414 |
Low |
4.108 |
3.963 |
-0.145 |
-3.5% |
3.978 |
Close |
4.148 |
3.980 |
-0.168 |
-4.1% |
4.353 |
Range |
0.070 |
0.176 |
0.106 |
151.4% |
0.436 |
ATR |
0.134 |
0.138 |
0.004 |
2.7% |
0.000 |
Volume |
44,014 |
34,729 |
-9,285 |
-21.1% |
272,792 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.555 |
4.444 |
4.077 |
|
R3 |
4.379 |
4.268 |
4.028 |
|
R2 |
4.203 |
4.203 |
4.012 |
|
R1 |
4.092 |
4.092 |
3.996 |
4.060 |
PP |
4.027 |
4.027 |
4.027 |
4.011 |
S1 |
3.916 |
3.916 |
3.964 |
3.884 |
S2 |
3.851 |
3.851 |
3.948 |
|
S3 |
3.675 |
3.740 |
3.932 |
|
S4 |
3.499 |
3.564 |
3.883 |
|
|
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 |
3.963 |
0.498 |
12.5% |
0.173 |
4.4% |
3% |
False |
True |
57,265 |
10 |
4.461 |
3.840 |
0.621 |
15.6% |
0.162 |
4.1% |
23% |
False |
False |
49,622 |
20 |
4.461 |
3.648 |
0.813 |
20.4% |
0.129 |
3.2% |
41% |
False |
False |
35,146 |
40 |
4.461 |
3.648 |
0.813 |
20.4% |
0.109 |
2.8% |
41% |
False |
False |
27,464 |
60 |
4.461 |
3.648 |
0.813 |
20.4% |
0.101 |
2.5% |
41% |
False |
False |
23,065 |
80 |
4.461 |
3.648 |
0.813 |
20.4% |
0.095 |
2.4% |
41% |
False |
False |
19,548 |
100 |
4.596 |
3.648 |
0.948 |
23.8% |
0.090 |
2.3% |
35% |
False |
False |
17,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.887 |
2.618 |
4.600 |
1.618 |
4.424 |
1.000 |
4.315 |
0.618 |
4.248 |
HIGH |
4.139 |
0.618 |
4.072 |
0.500 |
4.051 |
0.382 |
4.030 |
LOW |
3.963 |
0.618 |
3.854 |
1.000 |
3.787 |
1.618 |
3.678 |
2.618 |
3.502 |
4.250 |
3.215 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.051 |
4.107 |
PP |
4.027 |
4.064 |
S1 |
4.004 |
4.022 |
|