NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.730 |
3.750 |
0.020 |
0.5% |
3.787 |
High |
3.768 |
3.780 |
0.012 |
0.3% |
3.800 |
Low |
3.682 |
3.676 |
-0.006 |
-0.2% |
3.598 |
Close |
3.731 |
3.754 |
0.023 |
0.6% |
3.653 |
Range |
0.086 |
0.104 |
0.018 |
20.9% |
0.202 |
ATR |
0.084 |
0.085 |
0.001 |
1.7% |
0.000 |
Volume |
8,988 |
21,557 |
12,569 |
139.8% |
75,436 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.049 |
4.005 |
3.811 |
|
R3 |
3.945 |
3.901 |
3.783 |
|
R2 |
3.841 |
3.841 |
3.773 |
|
R1 |
3.797 |
3.797 |
3.764 |
3.819 |
PP |
3.737 |
3.737 |
3.737 |
3.748 |
S1 |
3.693 |
3.693 |
3.744 |
3.715 |
S2 |
3.633 |
3.633 |
3.735 |
|
S3 |
3.529 |
3.589 |
3.725 |
|
S4 |
3.425 |
3.485 |
3.697 |
|
|
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 |
4.9% |
0.091 |
2.4% |
85% |
False |
False |
13,358 |
10 |
3.800 |
3.598 |
0.202 |
5.4% |
0.089 |
2.4% |
77% |
False |
False |
14,894 |
20 |
3.853 |
3.462 |
0.391 |
10.4% |
0.086 |
2.3% |
75% |
False |
False |
11,499 |
40 |
3.880 |
3.462 |
0.418 |
11.1% |
0.072 |
1.9% |
70% |
False |
False |
8,191 |
60 |
3.885 |
3.462 |
0.423 |
11.3% |
0.066 |
1.8% |
69% |
False |
False |
6,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.222 |
2.618 |
4.052 |
1.618 |
3.948 |
1.000 |
3.884 |
0.618 |
3.844 |
HIGH |
3.780 |
0.618 |
3.740 |
0.500 |
3.728 |
0.382 |
3.716 |
LOW |
3.676 |
0.618 |
3.612 |
1.000 |
3.572 |
1.618 |
3.508 |
2.618 |
3.404 |
4.250 |
3.234 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3.745 |
3.746 |
PP |
3.737 |
3.737 |
S1 |
3.728 |
3.729 |
|