NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.285 |
4.421 |
0.136 |
3.2% |
4.423 |
High |
4.499 |
4.522 |
0.023 |
0.5% |
4.461 |
Low |
4.213 |
4.306 |
0.093 |
2.2% |
3.930 |
Close |
4.397 |
4.514 |
0.117 |
2.7% |
4.015 |
Range |
0.286 |
0.216 |
-0.070 |
-24.5% |
0.531 |
ATR |
0.159 |
0.163 |
0.004 |
2.5% |
0.000 |
Volume |
62,599 |
67,038 |
4,439 |
7.1% |
249,785 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.095 |
5.021 |
4.633 |
|
R3 |
4.879 |
4.805 |
4.573 |
|
R2 |
4.663 |
4.663 |
4.554 |
|
R1 |
4.589 |
4.589 |
4.534 |
4.626 |
PP |
4.447 |
4.447 |
4.447 |
4.466 |
S1 |
4.373 |
4.373 |
4.494 |
4.410 |
S2 |
4.231 |
4.231 |
4.474 |
|
S3 |
4.015 |
4.157 |
4.455 |
|
S4 |
3.799 |
3.941 |
4.395 |
|
|
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 |
4.522 |
3.930 |
0.592 |
13.1% |
0.201 |
4.5% |
99% |
True |
False |
50,807 |
10 |
4.522 |
3.930 |
0.592 |
13.1% |
0.187 |
4.1% |
99% |
True |
False |
54,036 |
20 |
4.522 |
3.648 |
0.874 |
19.4% |
0.156 |
3.5% |
99% |
True |
False |
43,403 |
40 |
4.522 |
3.648 |
0.874 |
19.4% |
0.124 |
2.7% |
99% |
True |
False |
32,106 |
60 |
4.522 |
3.648 |
0.874 |
19.4% |
0.112 |
2.5% |
99% |
True |
False |
26,481 |
80 |
4.522 |
3.648 |
0.874 |
19.4% |
0.103 |
2.3% |
99% |
True |
False |
22,255 |
100 |
4.522 |
3.648 |
0.874 |
19.4% |
0.096 |
2.1% |
99% |
True |
False |
19,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.440 |
2.618 |
5.087 |
1.618 |
4.871 |
1.000 |
4.738 |
0.618 |
4.655 |
HIGH |
4.522 |
0.618 |
4.439 |
0.500 |
4.414 |
0.382 |
4.389 |
LOW |
4.306 |
0.618 |
4.173 |
1.000 |
4.090 |
1.618 |
3.957 |
2.618 |
3.741 |
4.250 |
3.388 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.481 |
4.454 |
PP |
4.447 |
4.394 |
S1 |
4.414 |
4.335 |
|