NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.267 |
4.285 |
0.018 |
0.4% |
4.423 |
High |
4.317 |
4.499 |
0.182 |
4.2% |
4.461 |
Low |
4.147 |
4.213 |
0.066 |
1.6% |
3.930 |
Close |
4.256 |
4.397 |
0.141 |
3.3% |
4.015 |
Range |
0.170 |
0.286 |
0.116 |
68.2% |
0.531 |
ATR |
0.150 |
0.159 |
0.010 |
6.5% |
0.000 |
Volume |
41,222 |
62,599 |
21,377 |
51.9% |
249,785 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.228 |
5.098 |
4.554 |
|
R3 |
4.942 |
4.812 |
4.476 |
|
R2 |
4.656 |
4.656 |
4.449 |
|
R1 |
4.526 |
4.526 |
4.423 |
4.591 |
PP |
4.370 |
4.370 |
4.370 |
4.402 |
S1 |
4.240 |
4.240 |
4.371 |
4.305 |
S2 |
4.084 |
4.084 |
4.345 |
|
S3 |
3.798 |
3.954 |
4.318 |
|
S4 |
3.512 |
3.668 |
4.240 |
|
|
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 |
4.499 |
3.930 |
0.569 |
12.9% |
0.193 |
4.4% |
82% |
True |
False |
44,345 |
10 |
4.499 |
3.930 |
0.569 |
12.9% |
0.191 |
4.3% |
82% |
True |
False |
52,781 |
20 |
4.499 |
3.648 |
0.851 |
19.4% |
0.150 |
3.4% |
88% |
True |
False |
40,866 |
40 |
4.499 |
3.648 |
0.851 |
19.4% |
0.121 |
2.8% |
88% |
True |
False |
30,788 |
60 |
4.499 |
3.648 |
0.851 |
19.4% |
0.110 |
2.5% |
88% |
True |
False |
25,550 |
80 |
4.499 |
3.648 |
0.851 |
19.4% |
0.101 |
2.3% |
88% |
True |
False |
21,519 |
100 |
4.499 |
3.648 |
0.851 |
19.4% |
0.094 |
2.1% |
88% |
True |
False |
18,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.715 |
2.618 |
5.248 |
1.618 |
4.962 |
1.000 |
4.785 |
0.618 |
4.676 |
HIGH |
4.499 |
0.618 |
4.390 |
0.500 |
4.356 |
0.382 |
4.322 |
LOW |
4.213 |
0.618 |
4.036 |
1.000 |
3.927 |
1.618 |
3.750 |
2.618 |
3.464 |
4.250 |
2.998 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.383 |
4.365 |
PP |
4.370 |
4.332 |
S1 |
4.356 |
4.300 |
|