NYMEX Natural Gas Future April 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 |
3.730 |
3.798 |
0.068 |
1.8% |
3.767 |
| High |
3.805 |
3.820 |
0.015 |
0.4% |
3.848 |
| Low |
3.700 |
3.740 |
0.040 |
1.1% |
3.718 |
| Close |
3.792 |
3.752 |
-0.040 |
-1.1% |
3.732 |
| Range |
0.105 |
0.080 |
-0.025 |
-23.8% |
0.130 |
| ATR |
0.097 |
0.096 |
-0.001 |
-1.3% |
0.000 |
| Volume |
30,800 |
29,618 |
-1,182 |
-3.8% |
210,037 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.011 |
3.961 |
3.796 |
|
| R3 |
3.931 |
3.881 |
3.774 |
|
| R2 |
3.851 |
3.851 |
3.767 |
|
| R1 |
3.801 |
3.801 |
3.759 |
3.786 |
| PP |
3.771 |
3.771 |
3.771 |
3.763 |
| S1 |
3.721 |
3.721 |
3.745 |
3.706 |
| S2 |
3.691 |
3.691 |
3.737 |
|
| S3 |
3.611 |
3.641 |
3.730 |
|
| S4 |
3.531 |
3.561 |
3.708 |
|
|
| 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% |
0.105 |
2.8% |
53% |
False |
False |
41,843 |
| 10 |
3.848 |
3.632 |
0.216 |
5.8% |
0.104 |
2.8% |
56% |
False |
False |
36,649 |
| 20 |
3.895 |
3.593 |
0.302 |
8.0% |
0.099 |
2.6% |
53% |
False |
False |
38,018 |
| 40 |
3.895 |
3.479 |
0.416 |
11.1% |
0.082 |
2.2% |
66% |
False |
False |
25,835 |
| 60 |
3.910 |
3.479 |
0.431 |
11.5% |
0.076 |
2.0% |
63% |
False |
False |
21,245 |
| 80 |
3.944 |
3.479 |
0.465 |
12.4% |
0.072 |
1.9% |
59% |
False |
False |
18,049 |
| 100 |
3.990 |
3.479 |
0.511 |
13.6% |
0.068 |
1.8% |
53% |
False |
False |
15,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.160 |
|
2.618 |
4.029 |
|
1.618 |
3.949 |
|
1.000 |
3.900 |
|
0.618 |
3.869 |
|
HIGH |
3.820 |
|
0.618 |
3.789 |
|
0.500 |
3.780 |
|
0.382 |
3.771 |
|
LOW |
3.740 |
|
0.618 |
3.691 |
|
1.000 |
3.660 |
|
1.618 |
3.611 |
|
2.618 |
3.531 |
|
4.250 |
3.400 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.780 |
3.746 |
| PP |
3.771 |
3.739 |
| S1 |
3.761 |
3.733 |
|