NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.421 |
4.482 |
0.061 |
1.4% |
4.117 |
High |
4.522 |
4.530 |
0.008 |
0.2% |
4.530 |
Low |
4.306 |
4.286 |
-0.020 |
-0.5% |
4.100 |
Close |
4.514 |
4.307 |
-0.207 |
-4.6% |
4.307 |
Range |
0.216 |
0.244 |
0.028 |
13.0% |
0.430 |
ATR |
0.163 |
0.169 |
0.006 |
3.5% |
0.000 |
Volume |
67,038 |
66,782 |
-256 |
-0.4% |
274,620 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.106 |
4.951 |
4.441 |
|
R3 |
4.862 |
4.707 |
4.374 |
|
R2 |
4.618 |
4.618 |
4.352 |
|
R1 |
4.463 |
4.463 |
4.329 |
4.419 |
PP |
4.374 |
4.374 |
4.374 |
4.352 |
S1 |
4.219 |
4.219 |
4.285 |
4.175 |
S2 |
4.130 |
4.130 |
4.262 |
|
S3 |
3.886 |
3.975 |
4.240 |
|
S4 |
3.642 |
3.731 |
4.173 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.602 |
5.385 |
4.544 |
|
R3 |
5.172 |
4.955 |
4.425 |
|
R2 |
4.742 |
4.742 |
4.386 |
|
R1 |
4.525 |
4.525 |
4.346 |
4.634 |
PP |
4.312 |
4.312 |
4.312 |
4.367 |
S1 |
4.095 |
4.095 |
4.268 |
4.204 |
S2 |
3.882 |
3.882 |
4.228 |
|
S3 |
3.452 |
3.665 |
4.189 |
|
S4 |
3.022 |
3.235 |
4.071 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.530 |
4.100 |
0.430 |
10.0% |
0.223 |
5.2% |
48% |
True |
False |
54,924 |
10 |
4.530 |
3.930 |
0.600 |
13.9% |
0.193 |
4.5% |
63% |
True |
False |
52,440 |
20 |
4.530 |
3.648 |
0.882 |
20.5% |
0.165 |
3.8% |
75% |
True |
False |
45,296 |
40 |
4.530 |
3.648 |
0.882 |
20.5% |
0.129 |
3.0% |
75% |
True |
False |
33,213 |
60 |
4.530 |
3.648 |
0.882 |
20.5% |
0.114 |
2.6% |
75% |
True |
False |
27,258 |
80 |
4.530 |
3.648 |
0.882 |
20.5% |
0.105 |
2.4% |
75% |
True |
False |
22,997 |
100 |
4.530 |
3.648 |
0.882 |
20.5% |
0.098 |
2.3% |
75% |
True |
False |
19,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.567 |
2.618 |
5.169 |
1.618 |
4.925 |
1.000 |
4.774 |
0.618 |
4.681 |
HIGH |
4.530 |
0.618 |
4.437 |
0.500 |
4.408 |
0.382 |
4.379 |
LOW |
4.286 |
0.618 |
4.135 |
1.000 |
4.042 |
1.618 |
3.891 |
2.618 |
3.647 |
4.250 |
3.249 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.408 |
4.372 |
PP |
4.374 |
4.350 |
S1 |
4.341 |
4.329 |
|