NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.777 |
3.772 |
-0.005 |
-0.1% |
3.540 |
High |
3.853 |
3.809 |
-0.044 |
-1.1% |
3.696 |
Low |
3.738 |
3.691 |
-0.047 |
-1.3% |
3.462 |
Close |
3.780 |
3.803 |
0.023 |
0.6% |
3.650 |
Range |
0.115 |
0.118 |
0.003 |
2.6% |
0.234 |
ATR |
0.074 |
0.077 |
0.003 |
4.3% |
0.000 |
Volume |
11,271 |
21,215 |
9,944 |
88.2% |
26,236 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.122 |
4.080 |
3.868 |
|
R3 |
4.004 |
3.962 |
3.835 |
|
R2 |
3.886 |
3.886 |
3.825 |
|
R1 |
3.844 |
3.844 |
3.814 |
3.865 |
PP |
3.768 |
3.768 |
3.768 |
3.778 |
S1 |
3.726 |
3.726 |
3.792 |
3.747 |
S2 |
3.650 |
3.650 |
3.781 |
|
S3 |
3.532 |
3.608 |
3.771 |
|
S4 |
3.414 |
3.490 |
3.738 |
|
|
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 |
3.626 |
0.227 |
6.0% |
0.088 |
2.3% |
78% |
False |
False |
10,480 |
10 |
3.853 |
3.462 |
0.391 |
10.3% |
0.082 |
2.2% |
87% |
False |
False |
8,103 |
20 |
3.853 |
3.462 |
0.391 |
10.3% |
0.071 |
1.9% |
87% |
False |
False |
6,018 |
40 |
3.883 |
3.462 |
0.421 |
11.1% |
0.063 |
1.7% |
81% |
False |
False |
5,315 |
60 |
3.885 |
3.462 |
0.423 |
11.1% |
0.060 |
1.6% |
81% |
False |
False |
4,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.311 |
2.618 |
4.118 |
1.618 |
4.000 |
1.000 |
3.927 |
0.618 |
3.882 |
HIGH |
3.809 |
0.618 |
3.764 |
0.500 |
3.750 |
0.382 |
3.736 |
LOW |
3.691 |
0.618 |
3.618 |
1.000 |
3.573 |
1.618 |
3.500 |
2.618 |
3.382 |
4.250 |
3.190 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3.785 |
3.793 |
PP |
3.768 |
3.782 |
S1 |
3.750 |
3.772 |
|