NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4.134 |
3.978 |
-0.156 |
-3.8% |
4.423 |
| High |
4.139 |
4.065 |
-0.074 |
-1.8% |
4.461 |
| Low |
3.963 |
3.930 |
-0.033 |
-0.8% |
3.930 |
| Close |
3.980 |
4.015 |
0.035 |
0.9% |
4.015 |
| Range |
0.176 |
0.135 |
-0.041 |
-23.3% |
0.531 |
| ATR |
0.138 |
0.138 |
0.000 |
-0.1% |
0.000 |
| Volume |
34,729 |
46,199 |
11,470 |
33.0% |
249,785 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.408 |
4.347 |
4.089 |
|
| R3 |
4.273 |
4.212 |
4.052 |
|
| R2 |
4.138 |
4.138 |
4.040 |
|
| R1 |
4.077 |
4.077 |
4.027 |
4.108 |
| PP |
4.003 |
4.003 |
4.003 |
4.019 |
| S1 |
3.942 |
3.942 |
4.003 |
3.973 |
| S2 |
3.868 |
3.868 |
3.990 |
|
| S3 |
3.733 |
3.807 |
3.978 |
|
| S4 |
3.598 |
3.672 |
3.941 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.728 |
5.403 |
4.307 |
|
| R3 |
5.197 |
4.872 |
4.161 |
|
| R2 |
4.666 |
4.666 |
4.112 |
|
| R1 |
4.341 |
4.341 |
4.064 |
4.238 |
| PP |
4.135 |
4.135 |
4.135 |
4.084 |
| S1 |
3.810 |
3.810 |
3.966 |
3.707 |
| S2 |
3.604 |
3.604 |
3.918 |
|
| S3 |
3.073 |
3.279 |
3.869 |
|
| S4 |
2.542 |
2.748 |
3.723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.461 |
3.930 |
0.531 |
13.2% |
0.163 |
4.0% |
16% |
False |
True |
49,957 |
| 10 |
4.461 |
3.930 |
0.531 |
13.2% |
0.165 |
4.1% |
16% |
False |
True |
52,257 |
| 20 |
4.461 |
3.648 |
0.813 |
20.2% |
0.132 |
3.3% |
45% |
False |
False |
36,467 |
| 40 |
4.461 |
3.648 |
0.813 |
20.2% |
0.111 |
2.8% |
45% |
False |
False |
28,260 |
| 60 |
4.461 |
3.648 |
0.813 |
20.2% |
0.101 |
2.5% |
45% |
False |
False |
23,704 |
| 80 |
4.461 |
3.648 |
0.813 |
20.2% |
0.096 |
2.4% |
45% |
False |
False |
20,055 |
| 100 |
4.580 |
3.648 |
0.932 |
23.2% |
0.091 |
2.3% |
39% |
False |
False |
17,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.639 |
|
2.618 |
4.418 |
|
1.618 |
4.283 |
|
1.000 |
4.200 |
|
0.618 |
4.148 |
|
HIGH |
4.065 |
|
0.618 |
4.013 |
|
0.500 |
3.998 |
|
0.382 |
3.982 |
|
LOW |
3.930 |
|
0.618 |
3.847 |
|
1.000 |
3.795 |
|
1.618 |
3.712 |
|
2.618 |
3.577 |
|
4.250 |
3.356 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.009 |
4.054 |
| PP |
4.003 |
4.041 |
| S1 |
3.998 |
4.028 |
|