NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.766 |
3.758 |
-0.008 |
-0.2% |
3.780 |
| High |
3.799 |
3.796 |
-0.003 |
-0.1% |
3.895 |
| Low |
3.711 |
3.735 |
0.024 |
0.6% |
3.720 |
| Close |
3.788 |
3.795 |
0.007 |
0.2% |
3.844 |
| Range |
0.088 |
0.061 |
-0.027 |
-30.7% |
0.175 |
| ATR |
0.086 |
0.085 |
-0.002 |
-2.1% |
0.000 |
| Volume |
46,069 |
35,420 |
-10,649 |
-23.1% |
212,683 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.958 |
3.938 |
3.829 |
|
| R3 |
3.897 |
3.877 |
3.812 |
|
| R2 |
3.836 |
3.836 |
3.806 |
|
| R1 |
3.816 |
3.816 |
3.801 |
3.826 |
| PP |
3.775 |
3.775 |
3.775 |
3.781 |
| S1 |
3.755 |
3.755 |
3.789 |
3.765 |
| S2 |
3.714 |
3.714 |
3.784 |
|
| S3 |
3.653 |
3.694 |
3.778 |
|
| S4 |
3.592 |
3.633 |
3.761 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.345 |
4.269 |
3.940 |
|
| R3 |
4.170 |
4.094 |
3.892 |
|
| R2 |
3.995 |
3.995 |
3.876 |
|
| R1 |
3.919 |
3.919 |
3.860 |
3.957 |
| PP |
3.820 |
3.820 |
3.820 |
3.839 |
| S1 |
3.744 |
3.744 |
3.828 |
3.782 |
| S2 |
3.645 |
3.645 |
3.812 |
|
| S3 |
3.470 |
3.569 |
3.796 |
|
| S4 |
3.295 |
3.394 |
3.748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.873 |
3.711 |
0.162 |
4.3% |
0.102 |
2.7% |
52% |
False |
False |
47,864 |
| 10 |
3.895 |
3.593 |
0.302 |
8.0% |
0.094 |
2.5% |
67% |
False |
False |
39,386 |
| 20 |
3.895 |
3.479 |
0.416 |
11.0% |
0.081 |
2.1% |
76% |
False |
False |
26,906 |
| 40 |
3.910 |
3.479 |
0.431 |
11.4% |
0.072 |
1.9% |
73% |
False |
False |
19,559 |
| 60 |
3.944 |
3.479 |
0.465 |
12.3% |
0.069 |
1.8% |
68% |
False |
False |
16,661 |
| 80 |
3.944 |
3.479 |
0.465 |
12.3% |
0.067 |
1.8% |
68% |
False |
False |
14,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.055 |
|
2.618 |
3.956 |
|
1.618 |
3.895 |
|
1.000 |
3.857 |
|
0.618 |
3.834 |
|
HIGH |
3.796 |
|
0.618 |
3.773 |
|
0.500 |
3.766 |
|
0.382 |
3.758 |
|
LOW |
3.735 |
|
0.618 |
3.697 |
|
1.000 |
3.674 |
|
1.618 |
3.636 |
|
2.618 |
3.575 |
|
4.250 |
3.476 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.785 |
3.794 |
| PP |
3.775 |
3.793 |
| S1 |
3.766 |
3.792 |
|