NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.330 |
4.248 |
-0.082 |
-1.9% |
4.100 |
High |
4.412 |
4.274 |
-0.138 |
-3.1% |
4.412 |
Low |
4.240 |
4.015 |
-0.225 |
-5.3% |
4.015 |
Close |
4.264 |
4.028 |
-0.236 |
-5.5% |
4.028 |
Range |
0.172 |
0.259 |
0.087 |
50.6% |
0.397 |
ATR |
0.176 |
0.182 |
0.006 |
3.4% |
0.000 |
Volume |
30,141 |
32,609 |
2,468 |
8.2% |
145,803 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.883 |
4.714 |
4.170 |
|
R3 |
4.624 |
4.455 |
4.099 |
|
R2 |
4.365 |
4.365 |
4.075 |
|
R1 |
4.196 |
4.196 |
4.052 |
4.151 |
PP |
4.106 |
4.106 |
4.106 |
4.083 |
S1 |
3.937 |
3.937 |
4.004 |
3.892 |
S2 |
3.847 |
3.847 |
3.981 |
|
S3 |
3.588 |
3.678 |
3.957 |
|
S4 |
3.329 |
3.419 |
3.886 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.343 |
5.082 |
4.246 |
|
R3 |
4.946 |
4.685 |
4.137 |
|
R2 |
4.549 |
4.549 |
4.101 |
|
R1 |
4.288 |
4.288 |
4.064 |
4.220 |
PP |
4.152 |
4.152 |
4.152 |
4.118 |
S1 |
3.891 |
3.891 |
3.992 |
3.823 |
S2 |
3.755 |
3.755 |
3.955 |
|
S3 |
3.358 |
3.494 |
3.919 |
|
S4 |
2.961 |
3.097 |
3.810 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.530 |
4.015 |
0.515 |
12.8% |
0.206 |
5.1% |
3% |
False |
True |
42,517 |
10 |
4.530 |
3.930 |
0.600 |
14.9% |
0.204 |
5.1% |
16% |
False |
False |
46,662 |
20 |
4.530 |
3.840 |
0.690 |
17.1% |
0.183 |
4.5% |
27% |
False |
False |
48,142 |
40 |
4.530 |
3.648 |
0.882 |
21.9% |
0.137 |
3.4% |
43% |
False |
False |
34,555 |
60 |
4.530 |
3.648 |
0.882 |
21.9% |
0.122 |
3.0% |
43% |
False |
False |
28,593 |
80 |
4.530 |
3.648 |
0.882 |
21.9% |
0.111 |
2.8% |
43% |
False |
False |
24,377 |
100 |
4.530 |
3.648 |
0.882 |
21.9% |
0.103 |
2.5% |
43% |
False |
False |
21,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.375 |
2.618 |
4.952 |
1.618 |
4.693 |
1.000 |
4.533 |
0.618 |
4.434 |
HIGH |
4.274 |
0.618 |
4.175 |
0.500 |
4.145 |
0.382 |
4.114 |
LOW |
4.015 |
0.618 |
3.855 |
1.000 |
3.756 |
1.618 |
3.596 |
2.618 |
3.337 |
4.250 |
2.914 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.145 |
4.214 |
PP |
4.106 |
4.152 |
S1 |
4.067 |
4.090 |
|