NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.735 |
3.731 |
-0.004 |
-0.1% |
3.540 |
High |
3.755 |
3.802 |
0.047 |
1.3% |
3.696 |
Low |
3.702 |
3.720 |
0.018 |
0.5% |
3.462 |
Close |
3.735 |
3.774 |
0.039 |
1.0% |
3.650 |
Range |
0.053 |
0.082 |
0.029 |
54.7% |
0.234 |
ATR |
0.070 |
0.070 |
0.001 |
1.3% |
0.000 |
Volume |
6,099 |
10,533 |
4,434 |
72.7% |
26,236 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.011 |
3.975 |
3.819 |
|
R3 |
3.929 |
3.893 |
3.797 |
|
R2 |
3.847 |
3.847 |
3.789 |
|
R1 |
3.811 |
3.811 |
3.782 |
3.829 |
PP |
3.765 |
3.765 |
3.765 |
3.775 |
S1 |
3.729 |
3.729 |
3.766 |
3.747 |
S2 |
3.683 |
3.683 |
3.759 |
|
S3 |
3.601 |
3.647 |
3.751 |
|
S4 |
3.519 |
3.565 |
3.729 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.305 |
4.211 |
3.779 |
|
R3 |
4.071 |
3.977 |
3.714 |
|
R2 |
3.837 |
3.837 |
3.693 |
|
R1 |
3.743 |
3.743 |
3.671 |
3.790 |
PP |
3.603 |
3.603 |
3.603 |
3.626 |
S1 |
3.509 |
3.509 |
3.629 |
3.556 |
S2 |
3.369 |
3.369 |
3.607 |
|
S3 |
3.135 |
3.275 |
3.586 |
|
S4 |
2.901 |
3.041 |
3.521 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.802 |
3.536 |
0.266 |
7.0% |
0.072 |
1.9% |
89% |
True |
False |
6,184 |
10 |
3.802 |
3.462 |
0.340 |
9.0% |
0.069 |
1.8% |
92% |
True |
False |
5,871 |
20 |
3.802 |
3.462 |
0.340 |
9.0% |
0.065 |
1.7% |
92% |
True |
False |
4,920 |
40 |
3.883 |
3.462 |
0.421 |
11.2% |
0.060 |
1.6% |
74% |
False |
False |
4,825 |
60 |
3.885 |
3.462 |
0.423 |
11.2% |
0.057 |
1.5% |
74% |
False |
False |
4,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.151 |
2.618 |
4.017 |
1.618 |
3.935 |
1.000 |
3.884 |
0.618 |
3.853 |
HIGH |
3.802 |
0.618 |
3.771 |
0.500 |
3.761 |
0.382 |
3.751 |
LOW |
3.720 |
0.618 |
3.669 |
1.000 |
3.638 |
1.618 |
3.587 |
2.618 |
3.505 |
4.250 |
3.372 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3.770 |
3.754 |
PP |
3.765 |
3.734 |
S1 |
3.761 |
3.714 |
|