NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.692 |
3.727 |
0.035 |
0.9% |
3.735 |
High |
3.750 |
3.743 |
-0.007 |
-0.2% |
3.853 |
Low |
3.690 |
3.630 |
-0.060 |
-1.6% |
3.691 |
Close |
3.748 |
3.640 |
-0.108 |
-2.9% |
3.779 |
Range |
0.060 |
0.113 |
0.053 |
88.3% |
0.162 |
ATR |
0.078 |
0.081 |
0.003 |
3.7% |
0.000 |
Volume |
14,105 |
9,549 |
-4,556 |
-32.3% |
69,733 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.010 |
3.938 |
3.702 |
|
R3 |
3.897 |
3.825 |
3.671 |
|
R2 |
3.784 |
3.784 |
3.661 |
|
R1 |
3.712 |
3.712 |
3.650 |
3.692 |
PP |
3.671 |
3.671 |
3.671 |
3.661 |
S1 |
3.599 |
3.599 |
3.630 |
3.579 |
S2 |
3.558 |
3.558 |
3.619 |
|
S3 |
3.445 |
3.486 |
3.609 |
|
S4 |
3.332 |
3.373 |
3.578 |
|
|
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 |
3.800 |
3.630 |
0.170 |
4.7% |
0.087 |
2.4% |
6% |
False |
True |
16,431 |
10 |
3.853 |
3.626 |
0.227 |
6.2% |
0.087 |
2.4% |
6% |
False |
False |
13,455 |
20 |
3.853 |
3.462 |
0.391 |
10.7% |
0.075 |
2.1% |
46% |
False |
False |
9,241 |
40 |
3.880 |
3.462 |
0.418 |
11.5% |
0.067 |
1.8% |
43% |
False |
False |
6,938 |
60 |
3.885 |
3.462 |
0.423 |
11.6% |
0.063 |
1.7% |
42% |
False |
False |
5,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.223 |
2.618 |
4.039 |
1.618 |
3.926 |
1.000 |
3.856 |
0.618 |
3.813 |
HIGH |
3.743 |
0.618 |
3.700 |
0.500 |
3.687 |
0.382 |
3.673 |
LOW |
3.630 |
0.618 |
3.560 |
1.000 |
3.517 |
1.618 |
3.447 |
2.618 |
3.334 |
4.250 |
3.150 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3.687 |
3.690 |
PP |
3.671 |
3.673 |
S1 |
3.656 |
3.657 |
|