NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.727 |
3.631 |
-0.096 |
-2.6% |
3.787 |
High |
3.743 |
3.675 |
-0.068 |
-1.8% |
3.800 |
Low |
3.630 |
3.598 |
-0.032 |
-0.9% |
3.598 |
Close |
3.640 |
3.653 |
0.013 |
0.4% |
3.653 |
Range |
0.113 |
0.077 |
-0.036 |
-31.9% |
0.202 |
ATR |
0.081 |
0.081 |
0.000 |
-0.3% |
0.000 |
Volume |
9,549 |
13,896 |
4,347 |
45.5% |
75,436 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.873 |
3.840 |
3.695 |
|
R3 |
3.796 |
3.763 |
3.674 |
|
R2 |
3.719 |
3.719 |
3.667 |
|
R1 |
3.686 |
3.686 |
3.660 |
3.703 |
PP |
3.642 |
3.642 |
3.642 |
3.650 |
S1 |
3.609 |
3.609 |
3.646 |
3.626 |
S2 |
3.565 |
3.565 |
3.639 |
|
S3 |
3.488 |
3.532 |
3.632 |
|
S4 |
3.411 |
3.455 |
3.611 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.290 |
4.173 |
3.764 |
|
R3 |
4.088 |
3.971 |
3.709 |
|
R2 |
3.886 |
3.886 |
3.690 |
|
R1 |
3.769 |
3.769 |
3.672 |
3.727 |
PP |
3.684 |
3.684 |
3.684 |
3.662 |
S1 |
3.567 |
3.567 |
3.634 |
3.525 |
S2 |
3.482 |
3.482 |
3.616 |
|
S3 |
3.280 |
3.365 |
3.597 |
|
S4 |
3.078 |
3.163 |
3.542 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.800 |
3.598 |
0.202 |
5.5% |
0.087 |
2.4% |
27% |
False |
True |
15,087 |
10 |
3.853 |
3.598 |
0.255 |
7.0% |
0.088 |
2.4% |
22% |
False |
True |
14,516 |
20 |
3.853 |
3.462 |
0.391 |
10.7% |
0.077 |
2.1% |
49% |
False |
False |
9,742 |
40 |
3.880 |
3.462 |
0.418 |
11.4% |
0.068 |
1.9% |
46% |
False |
False |
7,183 |
60 |
3.885 |
3.462 |
0.423 |
11.6% |
0.063 |
1.7% |
45% |
False |
False |
6,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.002 |
2.618 |
3.877 |
1.618 |
3.800 |
1.000 |
3.752 |
0.618 |
3.723 |
HIGH |
3.675 |
0.618 |
3.646 |
0.500 |
3.637 |
0.382 |
3.627 |
LOW |
3.598 |
0.618 |
3.550 |
1.000 |
3.521 |
1.618 |
3.473 |
2.618 |
3.396 |
4.250 |
3.271 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3.648 |
3.674 |
PP |
3.642 |
3.667 |
S1 |
3.637 |
3.660 |
|