NYMEX Natural Gas Future April 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 |
3.658 |
3.767 |
0.109 |
3.0% |
3.850 |
| High |
3.722 |
3.814 |
0.092 |
2.5% |
3.873 |
| Low |
3.632 |
3.727 |
0.095 |
2.6% |
3.632 |
| Close |
3.692 |
3.812 |
0.120 |
3.3% |
3.692 |
| Range |
0.090 |
0.087 |
-0.003 |
-3.3% |
0.241 |
| ATR |
0.088 |
0.090 |
0.002 |
2.8% |
0.000 |
| Volume |
36,278 |
24,685 |
-11,593 |
-32.0% |
199,513 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.045 |
4.016 |
3.860 |
|
| R3 |
3.958 |
3.929 |
3.836 |
|
| R2 |
3.871 |
3.871 |
3.828 |
|
| R1 |
3.842 |
3.842 |
3.820 |
3.857 |
| PP |
3.784 |
3.784 |
3.784 |
3.792 |
| S1 |
3.755 |
3.755 |
3.804 |
3.770 |
| S2 |
3.697 |
3.697 |
3.796 |
|
| S3 |
3.610 |
3.668 |
3.788 |
|
| S4 |
3.523 |
3.581 |
3.764 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.455 |
4.315 |
3.825 |
|
| R3 |
4.214 |
4.074 |
3.758 |
|
| R2 |
3.973 |
3.973 |
3.736 |
|
| R1 |
3.833 |
3.833 |
3.714 |
3.783 |
| PP |
3.732 |
3.732 |
3.732 |
3.707 |
| S1 |
3.592 |
3.592 |
3.670 |
3.542 |
| S2 |
3.491 |
3.491 |
3.648 |
|
| S3 |
3.250 |
3.351 |
3.626 |
|
| S4 |
3.009 |
3.110 |
3.559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.814 |
3.632 |
0.182 |
4.8% |
0.089 |
2.3% |
99% |
True |
False |
33,659 |
| 10 |
3.895 |
3.632 |
0.263 |
6.9% |
0.101 |
2.7% |
68% |
False |
False |
40,259 |
| 20 |
3.895 |
3.479 |
0.416 |
10.9% |
0.086 |
2.3% |
80% |
False |
False |
29,382 |
| 40 |
3.910 |
3.479 |
0.431 |
11.3% |
0.075 |
2.0% |
77% |
False |
False |
20,928 |
| 60 |
3.944 |
3.479 |
0.465 |
12.2% |
0.071 |
1.9% |
72% |
False |
False |
17,790 |
| 80 |
3.944 |
3.479 |
0.465 |
12.2% |
0.068 |
1.8% |
72% |
False |
False |
15,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.184 |
|
2.618 |
4.042 |
|
1.618 |
3.955 |
|
1.000 |
3.901 |
|
0.618 |
3.868 |
|
HIGH |
3.814 |
|
0.618 |
3.781 |
|
0.500 |
3.771 |
|
0.382 |
3.760 |
|
LOW |
3.727 |
|
0.618 |
3.673 |
|
1.000 |
3.640 |
|
1.618 |
3.586 |
|
2.618 |
3.499 |
|
4.250 |
3.357 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.798 |
3.782 |
| PP |
3.784 |
3.753 |
| S1 |
3.771 |
3.723 |
|