NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 26-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.189 |
4.330 |
0.141 |
3.4% |
4.117 |
High |
4.334 |
4.412 |
0.078 |
1.8% |
4.530 |
Low |
4.137 |
4.240 |
0.103 |
2.5% |
4.100 |
Close |
4.298 |
4.264 |
-0.034 |
-0.8% |
4.307 |
Range |
0.197 |
0.172 |
-0.025 |
-12.7% |
0.430 |
ATR |
0.176 |
0.176 |
0.000 |
-0.2% |
0.000 |
Volume |
38,345 |
30,141 |
-8,204 |
-21.4% |
274,620 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.821 |
4.715 |
4.359 |
|
R3 |
4.649 |
4.543 |
4.311 |
|
R2 |
4.477 |
4.477 |
4.296 |
|
R1 |
4.371 |
4.371 |
4.280 |
4.338 |
PP |
4.305 |
4.305 |
4.305 |
4.289 |
S1 |
4.199 |
4.199 |
4.248 |
4.166 |
S2 |
4.133 |
4.133 |
4.232 |
|
S3 |
3.961 |
4.027 |
4.217 |
|
S4 |
3.789 |
3.855 |
4.169 |
|
|
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 |
4.061 |
0.469 |
11.0% |
0.197 |
4.6% |
43% |
False |
False |
49,402 |
10 |
4.530 |
3.930 |
0.600 |
14.1% |
0.195 |
4.6% |
56% |
False |
False |
46,874 |
20 |
4.530 |
3.776 |
0.754 |
17.7% |
0.174 |
4.1% |
65% |
False |
False |
48,078 |
40 |
4.530 |
3.648 |
0.882 |
20.7% |
0.134 |
3.1% |
70% |
False |
False |
34,319 |
60 |
4.530 |
3.648 |
0.882 |
20.7% |
0.118 |
2.8% |
70% |
False |
False |
28,362 |
80 |
4.530 |
3.648 |
0.882 |
20.7% |
0.108 |
2.5% |
70% |
False |
False |
24,062 |
100 |
4.530 |
3.648 |
0.882 |
20.7% |
0.101 |
2.4% |
70% |
False |
False |
20,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.143 |
2.618 |
4.862 |
1.618 |
4.690 |
1.000 |
4.584 |
0.618 |
4.518 |
HIGH |
4.412 |
0.618 |
4.346 |
0.500 |
4.326 |
0.382 |
4.306 |
LOW |
4.240 |
0.618 |
4.134 |
1.000 |
4.068 |
1.618 |
3.962 |
2.618 |
3.790 |
4.250 |
3.509 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.326 |
4.255 |
PP |
4.305 |
4.246 |
S1 |
4.285 |
4.237 |
|