NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.805 |
3.697 |
-0.108 |
-2.8% |
3.767 |
| High |
3.823 |
3.762 |
-0.061 |
-1.6% |
3.848 |
| Low |
3.718 |
3.645 |
-0.073 |
-2.0% |
3.718 |
| Close |
3.732 |
3.758 |
0.026 |
0.7% |
3.732 |
| Range |
0.105 |
0.117 |
0.012 |
11.4% |
0.130 |
| ATR |
0.095 |
0.097 |
0.002 |
1.6% |
0.000 |
| Volume |
55,394 |
33,921 |
-21,473 |
-38.8% |
210,037 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.073 |
4.032 |
3.822 |
|
| R3 |
3.956 |
3.915 |
3.790 |
|
| R2 |
3.839 |
3.839 |
3.779 |
|
| R1 |
3.798 |
3.798 |
3.769 |
3.819 |
| PP |
3.722 |
3.722 |
3.722 |
3.732 |
| S1 |
3.681 |
3.681 |
3.747 |
3.702 |
| S2 |
3.605 |
3.605 |
3.737 |
|
| S3 |
3.488 |
3.564 |
3.726 |
|
| S4 |
3.371 |
3.447 |
3.694 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.156 |
4.074 |
3.804 |
|
| R3 |
4.026 |
3.944 |
3.768 |
|
| R2 |
3.896 |
3.896 |
3.756 |
|
| R1 |
3.814 |
3.814 |
3.744 |
3.790 |
| PP |
3.766 |
3.766 |
3.766 |
3.754 |
| S1 |
3.684 |
3.684 |
3.720 |
3.660 |
| S2 |
3.636 |
3.636 |
3.708 |
|
| S3 |
3.506 |
3.554 |
3.696 |
|
| S4 |
3.376 |
3.424 |
3.661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.848 |
3.645 |
0.203 |
5.4% |
0.111 |
3.0% |
56% |
False |
True |
43,854 |
| 10 |
3.848 |
3.632 |
0.216 |
5.7% |
0.100 |
2.7% |
58% |
False |
False |
38,756 |
| 20 |
3.895 |
3.490 |
0.405 |
10.8% |
0.100 |
2.6% |
66% |
False |
False |
36,835 |
| 40 |
3.905 |
3.479 |
0.426 |
11.3% |
0.081 |
2.2% |
65% |
False |
False |
25,173 |
| 60 |
3.910 |
3.479 |
0.431 |
11.5% |
0.075 |
2.0% |
65% |
False |
False |
20,637 |
| 80 |
3.944 |
3.479 |
0.465 |
12.4% |
0.072 |
1.9% |
60% |
False |
False |
17,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.259 |
|
2.618 |
4.068 |
|
1.618 |
3.951 |
|
1.000 |
3.879 |
|
0.618 |
3.834 |
|
HIGH |
3.762 |
|
0.618 |
3.717 |
|
0.500 |
3.704 |
|
0.382 |
3.690 |
|
LOW |
3.645 |
|
0.618 |
3.573 |
|
1.000 |
3.528 |
|
1.618 |
3.456 |
|
2.618 |
3.339 |
|
4.250 |
3.148 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.740 |
3.754 |
| PP |
3.722 |
3.750 |
| S1 |
3.704 |
3.747 |
|