NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3.735 |
3.676 |
-0.059 |
-1.6% |
3.625 |
High |
3.775 |
3.685 |
-0.090 |
-2.4% |
3.775 |
Low |
3.691 |
3.599 |
-0.092 |
-2.5% |
3.599 |
Close |
3.700 |
3.618 |
-0.082 |
-2.2% |
3.618 |
Range |
0.084 |
0.086 |
0.002 |
2.4% |
0.176 |
ATR |
0.087 |
0.088 |
0.001 |
1.1% |
0.000 |
Volume |
9,925 |
8,669 |
-1,256 |
-12.7% |
43,934 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.892 |
3.841 |
3.665 |
|
R3 |
3.806 |
3.755 |
3.642 |
|
R2 |
3.720 |
3.720 |
3.634 |
|
R1 |
3.669 |
3.669 |
3.626 |
3.652 |
PP |
3.634 |
3.634 |
3.634 |
3.625 |
S1 |
3.583 |
3.583 |
3.610 |
3.566 |
S2 |
3.548 |
3.548 |
3.602 |
|
S3 |
3.462 |
3.497 |
3.594 |
|
S4 |
3.376 |
3.411 |
3.571 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.192 |
4.081 |
3.715 |
|
R3 |
4.016 |
3.905 |
3.666 |
|
R2 |
3.840 |
3.840 |
3.650 |
|
R1 |
3.729 |
3.729 |
3.634 |
3.697 |
PP |
3.664 |
3.664 |
3.664 |
3.648 |
S1 |
3.553 |
3.553 |
3.602 |
3.521 |
S2 |
3.488 |
3.488 |
3.586 |
|
S3 |
3.312 |
3.377 |
3.570 |
|
S4 |
3.136 |
3.201 |
3.521 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.775 |
3.599 |
0.176 |
4.9% |
0.091 |
2.5% |
11% |
False |
True |
13,435 |
10 |
3.782 |
3.598 |
0.184 |
5.1% |
0.091 |
2.5% |
11% |
False |
False |
13,396 |
20 |
3.853 |
3.598 |
0.255 |
7.0% |
0.089 |
2.5% |
8% |
False |
False |
13,426 |
40 |
3.853 |
3.462 |
0.391 |
10.8% |
0.075 |
2.1% |
40% |
False |
False |
9,181 |
60 |
3.883 |
3.462 |
0.421 |
11.6% |
0.069 |
1.9% |
37% |
False |
False |
7,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.051 |
2.618 |
3.910 |
1.618 |
3.824 |
1.000 |
3.771 |
0.618 |
3.738 |
HIGH |
3.685 |
0.618 |
3.652 |
0.500 |
3.642 |
0.382 |
3.632 |
LOW |
3.599 |
0.618 |
3.546 |
1.000 |
3.513 |
1.618 |
3.460 |
2.618 |
3.374 |
4.250 |
3.234 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3.642 |
3.687 |
PP |
3.634 |
3.664 |
S1 |
3.626 |
3.641 |
|