NYMEX Natural Gas Future February 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 |
4.059 |
4.244 |
0.185 |
4.6% |
4.545 |
| High |
4.154 |
4.400 |
0.246 |
5.9% |
4.576 |
| Low |
4.020 |
4.192 |
0.172 |
4.3% |
4.020 |
| Close |
4.103 |
4.396 |
0.293 |
7.1% |
4.103 |
| Range |
0.134 |
0.208 |
0.074 |
55.2% |
0.556 |
| ATR |
0.143 |
0.154 |
0.011 |
7.7% |
0.000 |
| Volume |
28,228 |
22,439 |
-5,789 |
-20.5% |
142,573 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.953 |
4.883 |
4.510 |
|
| R3 |
4.745 |
4.675 |
4.453 |
|
| R2 |
4.537 |
4.537 |
4.434 |
|
| R1 |
4.467 |
4.467 |
4.415 |
4.502 |
| PP |
4.329 |
4.329 |
4.329 |
4.347 |
| S1 |
4.259 |
4.259 |
4.377 |
4.294 |
| S2 |
4.121 |
4.121 |
4.358 |
|
| S3 |
3.913 |
4.051 |
4.339 |
|
| S4 |
3.705 |
3.843 |
4.282 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.901 |
5.558 |
4.409 |
|
| R3 |
5.345 |
5.002 |
4.256 |
|
| R2 |
4.789 |
4.789 |
4.205 |
|
| R1 |
4.446 |
4.446 |
4.154 |
4.340 |
| PP |
4.233 |
4.233 |
4.233 |
4.180 |
| S1 |
3.890 |
3.890 |
4.052 |
3.784 |
| S2 |
3.677 |
3.677 |
4.001 |
|
| S3 |
3.121 |
3.334 |
3.950 |
|
| S4 |
2.565 |
2.778 |
3.797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.400 |
4.020 |
0.380 |
8.6% |
0.157 |
3.6% |
99% |
True |
False |
26,197 |
| 10 |
4.576 |
4.020 |
0.556 |
12.6% |
0.185 |
4.2% |
68% |
False |
False |
31,888 |
| 20 |
4.576 |
3.703 |
0.873 |
19.9% |
0.139 |
3.2% |
79% |
False |
False |
23,255 |
| 40 |
4.576 |
3.703 |
0.873 |
19.9% |
0.118 |
2.7% |
79% |
False |
False |
16,747 |
| 60 |
4.576 |
3.703 |
0.873 |
19.9% |
0.108 |
2.4% |
79% |
False |
False |
13,530 |
| 80 |
4.576 |
3.703 |
0.873 |
19.9% |
0.102 |
2.3% |
79% |
False |
False |
10,941 |
| 100 |
4.576 |
3.703 |
0.873 |
19.9% |
0.095 |
2.2% |
79% |
False |
False |
9,365 |
| 120 |
4.895 |
3.703 |
1.192 |
27.1% |
0.092 |
2.1% |
58% |
False |
False |
8,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.284 |
|
2.618 |
4.945 |
|
1.618 |
4.737 |
|
1.000 |
4.608 |
|
0.618 |
4.529 |
|
HIGH |
4.400 |
|
0.618 |
4.321 |
|
0.500 |
4.296 |
|
0.382 |
4.271 |
|
LOW |
4.192 |
|
0.618 |
4.063 |
|
1.000 |
3.984 |
|
1.618 |
3.855 |
|
2.618 |
3.647 |
|
4.250 |
3.308 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.363 |
4.334 |
| PP |
4.329 |
4.272 |
| S1 |
4.296 |
4.210 |
|