NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.731 |
3.777 |
0.046 |
1.2% |
3.540 |
High |
3.802 |
3.853 |
0.051 |
1.3% |
3.696 |
Low |
3.720 |
3.738 |
0.018 |
0.5% |
3.462 |
Close |
3.774 |
3.780 |
0.006 |
0.2% |
3.650 |
Range |
0.082 |
0.115 |
0.033 |
40.2% |
0.234 |
ATR |
0.070 |
0.074 |
0.003 |
4.5% |
0.000 |
Volume |
10,533 |
11,271 |
738 |
7.0% |
26,236 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.135 |
4.073 |
3.843 |
|
R3 |
4.020 |
3.958 |
3.812 |
|
R2 |
3.905 |
3.905 |
3.801 |
|
R1 |
3.843 |
3.843 |
3.791 |
3.874 |
PP |
3.790 |
3.790 |
3.790 |
3.806 |
S1 |
3.728 |
3.728 |
3.769 |
3.759 |
S2 |
3.675 |
3.675 |
3.759 |
|
S3 |
3.560 |
3.613 |
3.748 |
|
S4 |
3.445 |
3.498 |
3.717 |
|
|
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 |
3.853 |
3.577 |
0.276 |
7.3% |
0.078 |
2.1% |
74% |
True |
False |
7,556 |
10 |
3.853 |
3.462 |
0.391 |
10.3% |
0.077 |
2.0% |
81% |
True |
False |
6,437 |
20 |
3.853 |
3.462 |
0.391 |
10.3% |
0.068 |
1.8% |
81% |
True |
False |
5,141 |
40 |
3.883 |
3.462 |
0.421 |
11.1% |
0.062 |
1.6% |
76% |
False |
False |
4,852 |
60 |
3.885 |
3.462 |
0.423 |
11.2% |
0.059 |
1.6% |
75% |
False |
False |
4,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.342 |
2.618 |
4.154 |
1.618 |
4.039 |
1.000 |
3.968 |
0.618 |
3.924 |
HIGH |
3.853 |
0.618 |
3.809 |
0.500 |
3.796 |
0.382 |
3.782 |
LOW |
3.738 |
0.618 |
3.667 |
1.000 |
3.623 |
1.618 |
3.552 |
2.618 |
3.437 |
4.250 |
3.249 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3.796 |
3.779 |
PP |
3.790 |
3.778 |
S1 |
3.785 |
3.778 |
|