NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4.422 |
4.545 |
0.123 |
2.8% |
4.057 |
| High |
4.522 |
4.576 |
0.054 |
1.2% |
4.522 |
| Low |
4.331 |
4.296 |
-0.035 |
-0.8% |
4.057 |
| Close |
4.457 |
4.305 |
-0.152 |
-3.4% |
4.457 |
| Range |
0.191 |
0.280 |
0.089 |
46.6% |
0.465 |
| ATR |
0.129 |
0.140 |
0.011 |
8.3% |
0.000 |
| Volume |
54,871 |
34,024 |
-20,847 |
-38.0% |
184,706 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.232 |
5.049 |
4.459 |
|
| R3 |
4.952 |
4.769 |
4.382 |
|
| R2 |
4.672 |
4.672 |
4.356 |
|
| R1 |
4.489 |
4.489 |
4.331 |
4.441 |
| PP |
4.392 |
4.392 |
4.392 |
4.368 |
| S1 |
4.209 |
4.209 |
4.279 |
4.161 |
| S2 |
4.112 |
4.112 |
4.254 |
|
| S3 |
3.832 |
3.929 |
4.228 |
|
| S4 |
3.552 |
3.649 |
4.151 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.740 |
5.564 |
4.713 |
|
| R3 |
5.275 |
5.099 |
4.585 |
|
| R2 |
4.810 |
4.810 |
4.542 |
|
| R1 |
4.634 |
4.634 |
4.500 |
4.722 |
| PP |
4.345 |
4.345 |
4.345 |
4.390 |
| S1 |
4.169 |
4.169 |
4.414 |
4.257 |
| S2 |
3.880 |
3.880 |
4.372 |
|
| S3 |
3.415 |
3.704 |
4.329 |
|
| S4 |
2.950 |
3.239 |
4.201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.576 |
4.119 |
0.457 |
10.6% |
0.213 |
4.9% |
41% |
True |
False |
37,580 |
| 10 |
4.576 |
3.707 |
0.869 |
20.2% |
0.162 |
3.8% |
69% |
True |
False |
27,202 |
| 20 |
4.576 |
3.703 |
0.873 |
20.3% |
0.125 |
2.9% |
69% |
True |
False |
19,157 |
| 40 |
4.576 |
3.703 |
0.873 |
20.3% |
0.109 |
2.5% |
69% |
True |
False |
14,361 |
| 60 |
4.576 |
3.703 |
0.873 |
20.3% |
0.101 |
2.4% |
69% |
True |
False |
11,697 |
| 80 |
4.576 |
3.703 |
0.873 |
20.3% |
0.096 |
2.2% |
69% |
True |
False |
9,481 |
| 100 |
4.709 |
3.703 |
1.006 |
23.4% |
0.091 |
2.1% |
60% |
False |
False |
8,134 |
| 120 |
4.895 |
3.703 |
1.192 |
27.7% |
0.089 |
2.1% |
51% |
False |
False |
7,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.766 |
|
2.618 |
5.309 |
|
1.618 |
5.029 |
|
1.000 |
4.856 |
|
0.618 |
4.749 |
|
HIGH |
4.576 |
|
0.618 |
4.469 |
|
0.500 |
4.436 |
|
0.382 |
4.403 |
|
LOW |
4.296 |
|
0.618 |
4.123 |
|
1.000 |
4.016 |
|
1.618 |
3.843 |
|
2.618 |
3.563 |
|
4.250 |
3.106 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.436 |
4.376 |
| PP |
4.392 |
4.352 |
| S1 |
4.349 |
4.329 |
|