NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.684 |
3.747 |
0.063 |
1.7% |
3.787 |
High |
3.762 |
3.782 |
0.020 |
0.5% |
3.800 |
Low |
3.675 |
3.681 |
0.006 |
0.2% |
3.598 |
Close |
3.760 |
3.713 |
-0.047 |
-1.3% |
3.653 |
Range |
0.087 |
0.101 |
0.014 |
16.1% |
0.202 |
ATR |
0.083 |
0.084 |
0.001 |
1.6% |
0.000 |
Volume |
8,074 |
14,277 |
6,203 |
76.8% |
75,436 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.028 |
3.972 |
3.769 |
|
R3 |
3.927 |
3.871 |
3.741 |
|
R2 |
3.826 |
3.826 |
3.732 |
|
R1 |
3.770 |
3.770 |
3.722 |
3.748 |
PP |
3.725 |
3.725 |
3.725 |
3.714 |
S1 |
3.669 |
3.669 |
3.704 |
3.647 |
S2 |
3.624 |
3.624 |
3.694 |
|
S3 |
3.523 |
3.568 |
3.685 |
|
S4 |
3.422 |
3.467 |
3.657 |
|
|
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 |
3.782 |
3.598 |
0.184 |
5.0% |
0.088 |
2.4% |
63% |
True |
False |
11,980 |
10 |
3.853 |
3.598 |
0.255 |
6.9% |
0.093 |
2.5% |
45% |
False |
False |
15,088 |
20 |
3.853 |
3.462 |
0.391 |
10.5% |
0.081 |
2.2% |
64% |
False |
False |
10,480 |
40 |
3.880 |
3.462 |
0.418 |
11.3% |
0.070 |
1.9% |
60% |
False |
False |
7,593 |
60 |
3.885 |
3.462 |
0.423 |
11.4% |
0.065 |
1.7% |
59% |
False |
False |
6,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.211 |
2.618 |
4.046 |
1.618 |
3.945 |
1.000 |
3.883 |
0.618 |
3.844 |
HIGH |
3.782 |
0.618 |
3.743 |
0.500 |
3.732 |
0.382 |
3.720 |
LOW |
3.681 |
0.618 |
3.619 |
1.000 |
3.580 |
1.618 |
3.518 |
2.618 |
3.417 |
4.250 |
3.252 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3.732 |
3.705 |
PP |
3.725 |
3.698 |
S1 |
3.719 |
3.690 |
|