NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.117 |
4.267 |
0.150 |
3.6% |
4.423 |
High |
4.298 |
4.317 |
0.019 |
0.4% |
4.461 |
Low |
4.100 |
4.147 |
0.047 |
1.1% |
3.930 |
Close |
4.293 |
4.256 |
-0.037 |
-0.9% |
4.015 |
Range |
0.198 |
0.170 |
-0.028 |
-14.1% |
0.531 |
ATR |
0.148 |
0.150 |
0.002 |
1.1% |
0.000 |
Volume |
36,979 |
41,222 |
4,243 |
11.5% |
249,785 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.750 |
4.673 |
4.350 |
|
R3 |
4.580 |
4.503 |
4.303 |
|
R2 |
4.410 |
4.410 |
4.287 |
|
R1 |
4.333 |
4.333 |
4.272 |
4.287 |
PP |
4.240 |
4.240 |
4.240 |
4.217 |
S1 |
4.163 |
4.163 |
4.240 |
4.117 |
S2 |
4.070 |
4.070 |
4.225 |
|
S3 |
3.900 |
3.993 |
4.209 |
|
S4 |
3.730 |
3.823 |
4.163 |
|
|
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 |
4.317 |
3.930 |
0.387 |
9.1% |
0.150 |
3.5% |
84% |
True |
False |
40,628 |
10 |
4.461 |
3.930 |
0.531 |
12.5% |
0.180 |
4.2% |
61% |
False |
False |
51,122 |
20 |
4.461 |
3.648 |
0.813 |
19.1% |
0.138 |
3.2% |
75% |
False |
False |
38,616 |
40 |
4.461 |
3.648 |
0.813 |
19.1% |
0.117 |
2.7% |
75% |
False |
False |
29,504 |
60 |
4.461 |
3.648 |
0.813 |
19.1% |
0.106 |
2.5% |
75% |
False |
False |
24,683 |
80 |
4.461 |
3.648 |
0.813 |
19.1% |
0.098 |
2.3% |
75% |
False |
False |
20,845 |
100 |
4.485 |
3.648 |
0.837 |
19.7% |
0.092 |
2.2% |
73% |
False |
False |
18,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.040 |
2.618 |
4.762 |
1.618 |
4.592 |
1.000 |
4.487 |
0.618 |
4.422 |
HIGH |
4.317 |
0.618 |
4.252 |
0.500 |
4.232 |
0.382 |
4.212 |
LOW |
4.147 |
0.618 |
4.042 |
1.000 |
3.977 |
1.618 |
3.872 |
2.618 |
3.702 |
4.250 |
3.425 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.248 |
4.212 |
PP |
4.240 |
4.168 |
S1 |
4.232 |
4.124 |
|