NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.677 |
3.692 |
0.015 |
0.4% |
3.735 |
High |
3.744 |
3.750 |
0.006 |
0.2% |
3.853 |
Low |
3.671 |
3.690 |
0.019 |
0.5% |
3.691 |
Close |
3.733 |
3.748 |
0.015 |
0.4% |
3.779 |
Range |
0.073 |
0.060 |
-0.013 |
-17.8% |
0.162 |
ATR |
0.079 |
0.078 |
-0.001 |
-1.7% |
0.000 |
Volume |
13,446 |
14,105 |
659 |
4.9% |
69,733 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.909 |
3.889 |
3.781 |
|
R3 |
3.849 |
3.829 |
3.765 |
|
R2 |
3.789 |
3.789 |
3.759 |
|
R1 |
3.769 |
3.769 |
3.754 |
3.779 |
PP |
3.729 |
3.729 |
3.729 |
3.735 |
S1 |
3.709 |
3.709 |
3.743 |
3.719 |
S2 |
3.669 |
3.669 |
3.737 |
|
S3 |
3.609 |
3.649 |
3.732 |
|
S4 |
3.549 |
3.589 |
3.715 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.260 |
4.182 |
3.868 |
|
R3 |
4.098 |
4.020 |
3.824 |
|
R2 |
3.936 |
3.936 |
3.809 |
|
R1 |
3.858 |
3.858 |
3.794 |
3.897 |
PP |
3.774 |
3.774 |
3.774 |
3.794 |
S1 |
3.696 |
3.696 |
3.764 |
3.735 |
S2 |
3.612 |
3.612 |
3.749 |
|
S3 |
3.450 |
3.534 |
3.734 |
|
S4 |
3.288 |
3.372 |
3.690 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.809 |
3.671 |
0.138 |
3.7% |
0.088 |
2.3% |
56% |
False |
False |
18,764 |
10 |
3.853 |
3.577 |
0.276 |
7.4% |
0.083 |
2.2% |
62% |
False |
False |
13,160 |
20 |
3.853 |
3.462 |
0.391 |
10.4% |
0.076 |
2.0% |
73% |
False |
False |
8,910 |
40 |
3.880 |
3.462 |
0.418 |
11.2% |
0.066 |
1.8% |
68% |
False |
False |
6,787 |
60 |
3.885 |
3.462 |
0.423 |
11.3% |
0.062 |
1.7% |
68% |
False |
False |
5,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.005 |
2.618 |
3.907 |
1.618 |
3.847 |
1.000 |
3.810 |
0.618 |
3.787 |
HIGH |
3.750 |
0.618 |
3.727 |
0.500 |
3.720 |
0.382 |
3.713 |
LOW |
3.690 |
0.618 |
3.653 |
1.000 |
3.630 |
1.618 |
3.593 |
2.618 |
3.533 |
4.250 |
3.435 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3.739 |
3.744 |
PP |
3.729 |
3.740 |
S1 |
3.720 |
3.736 |
|