NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.750 |
3.749 |
-0.001 |
0.0% |
3.684 |
High |
3.780 |
3.750 |
-0.030 |
-0.8% |
3.782 |
Low |
3.676 |
3.667 |
-0.009 |
-0.2% |
3.667 |
Close |
3.754 |
3.681 |
-0.073 |
-1.9% |
3.681 |
Range |
0.104 |
0.083 |
-0.021 |
-20.2% |
0.115 |
ATR |
0.085 |
0.086 |
0.000 |
0.1% |
0.000 |
Volume |
21,557 |
23,241 |
1,684 |
7.8% |
76,137 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.948 |
3.898 |
3.727 |
|
R3 |
3.865 |
3.815 |
3.704 |
|
R2 |
3.782 |
3.782 |
3.696 |
|
R1 |
3.732 |
3.732 |
3.689 |
3.716 |
PP |
3.699 |
3.699 |
3.699 |
3.691 |
S1 |
3.649 |
3.649 |
3.673 |
3.633 |
S2 |
3.616 |
3.616 |
3.666 |
|
S3 |
3.533 |
3.566 |
3.658 |
|
S4 |
3.450 |
3.483 |
3.635 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.055 |
3.983 |
3.744 |
|
R3 |
3.940 |
3.868 |
3.713 |
|
R2 |
3.825 |
3.825 |
3.702 |
|
R1 |
3.753 |
3.753 |
3.692 |
3.732 |
PP |
3.710 |
3.710 |
3.710 |
3.699 |
S1 |
3.638 |
3.638 |
3.670 |
3.617 |
S2 |
3.595 |
3.595 |
3.660 |
|
S3 |
3.480 |
3.523 |
3.649 |
|
S4 |
3.365 |
3.408 |
3.618 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.782 |
3.667 |
0.115 |
3.1% |
0.092 |
2.5% |
12% |
False |
True |
15,227 |
10 |
3.800 |
3.598 |
0.202 |
5.5% |
0.090 |
2.4% |
41% |
False |
False |
15,157 |
20 |
3.853 |
3.462 |
0.391 |
10.6% |
0.087 |
2.4% |
56% |
False |
False |
12,377 |
40 |
3.880 |
3.462 |
0.418 |
11.4% |
0.073 |
2.0% |
52% |
False |
False |
8,679 |
60 |
3.883 |
3.462 |
0.421 |
11.4% |
0.067 |
1.8% |
52% |
False |
False |
7,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.103 |
2.618 |
3.967 |
1.618 |
3.884 |
1.000 |
3.833 |
0.618 |
3.801 |
HIGH |
3.750 |
0.618 |
3.718 |
0.500 |
3.709 |
0.382 |
3.699 |
LOW |
3.667 |
0.618 |
3.616 |
1.000 |
3.584 |
1.618 |
3.533 |
2.618 |
3.450 |
4.250 |
3.314 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3.709 |
3.724 |
PP |
3.699 |
3.709 |
S1 |
3.690 |
3.695 |
|