NYMEX Natural Gas Future April 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 |
3.775 |
3.821 |
0.046 |
1.2% |
3.850 |
| High |
3.843 |
3.848 |
0.005 |
0.1% |
3.873 |
| Low |
3.722 |
3.732 |
0.010 |
0.3% |
3.632 |
| Close |
3.798 |
3.823 |
0.025 |
0.7% |
3.692 |
| Range |
0.121 |
0.116 |
-0.005 |
-4.1% |
0.241 |
| ATR |
0.093 |
0.094 |
0.002 |
1.8% |
0.000 |
| Volume |
34,722 |
59,486 |
24,764 |
71.3% |
199,513 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.149 |
4.102 |
3.887 |
|
| R3 |
4.033 |
3.986 |
3.855 |
|
| R2 |
3.917 |
3.917 |
3.844 |
|
| R1 |
3.870 |
3.870 |
3.834 |
3.894 |
| PP |
3.801 |
3.801 |
3.801 |
3.813 |
| S1 |
3.754 |
3.754 |
3.812 |
3.778 |
| S2 |
3.685 |
3.685 |
3.802 |
|
| S3 |
3.569 |
3.638 |
3.791 |
|
| S4 |
3.453 |
3.522 |
3.759 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.455 |
4.315 |
3.825 |
|
| R3 |
4.214 |
4.074 |
3.758 |
|
| R2 |
3.973 |
3.973 |
3.736 |
|
| R1 |
3.833 |
3.833 |
3.714 |
3.783 |
| PP |
3.732 |
3.732 |
3.732 |
3.707 |
| S1 |
3.592 |
3.592 |
3.670 |
3.542 |
| S2 |
3.491 |
3.491 |
3.648 |
|
| S3 |
3.250 |
3.351 |
3.626 |
|
| S4 |
3.009 |
3.110 |
3.559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.848 |
3.632 |
0.216 |
5.7% |
0.102 |
2.7% |
88% |
True |
False |
38,184 |
| 10 |
3.873 |
3.632 |
0.241 |
6.3% |
0.100 |
2.6% |
79% |
False |
False |
41,470 |
| 20 |
3.895 |
3.479 |
0.416 |
10.9% |
0.095 |
2.5% |
83% |
False |
False |
34,079 |
| 40 |
3.910 |
3.479 |
0.431 |
11.3% |
0.078 |
2.0% |
80% |
False |
False |
23,559 |
| 60 |
3.944 |
3.479 |
0.465 |
12.2% |
0.074 |
1.9% |
74% |
False |
False |
19,595 |
| 80 |
3.944 |
3.479 |
0.465 |
12.2% |
0.070 |
1.8% |
74% |
False |
False |
16,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.341 |
|
2.618 |
4.152 |
|
1.618 |
4.036 |
|
1.000 |
3.964 |
|
0.618 |
3.920 |
|
HIGH |
3.848 |
|
0.618 |
3.804 |
|
0.500 |
3.790 |
|
0.382 |
3.776 |
|
LOW |
3.732 |
|
0.618 |
3.660 |
|
1.000 |
3.616 |
|
1.618 |
3.544 |
|
2.618 |
3.428 |
|
4.250 |
3.239 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.812 |
3.810 |
| PP |
3.801 |
3.798 |
| S1 |
3.790 |
3.785 |
|