NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.631 |
3.684 |
0.053 |
1.5% |
3.787 |
High |
3.675 |
3.762 |
0.087 |
2.4% |
3.800 |
Low |
3.598 |
3.675 |
0.077 |
2.1% |
3.598 |
Close |
3.653 |
3.760 |
0.107 |
2.9% |
3.653 |
Range |
0.077 |
0.087 |
0.010 |
13.0% |
0.202 |
ATR |
0.081 |
0.083 |
0.002 |
2.5% |
0.000 |
Volume |
13,896 |
8,074 |
-5,822 |
-41.9% |
75,436 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.993 |
3.964 |
3.808 |
|
R3 |
3.906 |
3.877 |
3.784 |
|
R2 |
3.819 |
3.819 |
3.776 |
|
R1 |
3.790 |
3.790 |
3.768 |
3.805 |
PP |
3.732 |
3.732 |
3.732 |
3.740 |
S1 |
3.703 |
3.703 |
3.752 |
3.718 |
S2 |
3.645 |
3.645 |
3.744 |
|
S3 |
3.558 |
3.616 |
3.736 |
|
S4 |
3.471 |
3.529 |
3.712 |
|
|
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 |
3.762 |
3.598 |
0.164 |
4.4% |
0.082 |
2.2% |
99% |
True |
False |
11,814 |
10 |
3.853 |
3.598 |
0.255 |
6.8% |
0.091 |
2.4% |
64% |
False |
False |
14,714 |
20 |
3.853 |
3.462 |
0.391 |
10.4% |
0.078 |
2.1% |
76% |
False |
False |
9,976 |
40 |
3.880 |
3.462 |
0.418 |
11.1% |
0.069 |
1.8% |
71% |
False |
False |
7,293 |
60 |
3.885 |
3.462 |
0.423 |
11.3% |
0.064 |
1.7% |
70% |
False |
False |
6,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.132 |
2.618 |
3.990 |
1.618 |
3.903 |
1.000 |
3.849 |
0.618 |
3.816 |
HIGH |
3.762 |
0.618 |
3.729 |
0.500 |
3.719 |
0.382 |
3.708 |
LOW |
3.675 |
0.618 |
3.621 |
1.000 |
3.588 |
1.618 |
3.534 |
2.618 |
3.447 |
4.250 |
3.305 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3.746 |
3.733 |
PP |
3.732 |
3.707 |
S1 |
3.719 |
3.680 |
|