NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4.266 |
4.218 |
-0.048 |
-1.1% |
4.007 |
High |
4.311 |
4.227 |
-0.084 |
-1.9% |
4.494 |
Low |
4.121 |
4.143 |
0.022 |
0.5% |
3.989 |
Close |
4.247 |
4.185 |
-0.062 |
-1.5% |
4.412 |
Range |
0.190 |
0.084 |
-0.106 |
-55.8% |
0.505 |
ATR |
0.156 |
0.152 |
-0.004 |
-2.4% |
0.000 |
Volume |
173,542 |
140,519 |
-33,023 |
-19.0% |
994,005 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.437 |
4.395 |
4.231 |
|
R3 |
4.353 |
4.311 |
4.208 |
|
R2 |
4.269 |
4.269 |
4.200 |
|
R1 |
4.227 |
4.227 |
4.193 |
4.206 |
PP |
4.185 |
4.185 |
4.185 |
4.175 |
S1 |
4.143 |
4.143 |
4.177 |
4.122 |
S2 |
4.101 |
4.101 |
4.170 |
|
S3 |
4.017 |
4.059 |
4.162 |
|
S4 |
3.933 |
3.975 |
4.139 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.813 |
5.618 |
4.690 |
|
R3 |
5.308 |
5.113 |
4.551 |
|
R2 |
4.803 |
4.803 |
4.505 |
|
R1 |
4.608 |
4.608 |
4.458 |
4.706 |
PP |
4.298 |
4.298 |
4.298 |
4.347 |
S1 |
4.103 |
4.103 |
4.366 |
4.201 |
S2 |
3.793 |
3.793 |
4.319 |
|
S3 |
3.288 |
3.598 |
4.273 |
|
S4 |
2.783 |
3.093 |
4.134 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.544 |
4.119 |
0.425 |
10.2% |
0.224 |
5.4% |
16% |
False |
False |
192,353 |
10 |
4.544 |
3.768 |
0.776 |
18.5% |
0.176 |
4.2% |
54% |
False |
False |
173,897 |
20 |
4.544 |
3.620 |
0.924 |
22.1% |
0.137 |
3.3% |
61% |
False |
False |
124,152 |
40 |
4.544 |
3.620 |
0.924 |
22.1% |
0.121 |
2.9% |
61% |
False |
False |
79,646 |
60 |
4.544 |
3.620 |
0.924 |
22.1% |
0.114 |
2.7% |
61% |
False |
False |
60,027 |
80 |
4.544 |
3.620 |
0.924 |
22.1% |
0.109 |
2.6% |
61% |
False |
False |
48,590 |
100 |
4.672 |
3.620 |
1.052 |
25.1% |
0.104 |
2.5% |
54% |
False |
False |
40,828 |
120 |
4.985 |
3.620 |
1.365 |
32.6% |
0.103 |
2.5% |
41% |
False |
False |
34,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.584 |
2.618 |
4.447 |
1.618 |
4.363 |
1.000 |
4.311 |
0.618 |
4.279 |
HIGH |
4.227 |
0.618 |
4.195 |
0.500 |
4.185 |
0.382 |
4.175 |
LOW |
4.143 |
0.618 |
4.091 |
1.000 |
4.059 |
1.618 |
4.007 |
2.618 |
3.923 |
4.250 |
3.786 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.185 |
4.333 |
PP |
4.185 |
4.283 |
S1 |
4.185 |
4.234 |
|