NYMEX Natural Gas Future March 2015
| 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 |
4.222 |
4.160 |
-0.062 |
-1.5% |
4.000 |
| High |
4.250 |
4.178 |
-0.072 |
-1.7% |
4.414 |
| Low |
4.086 |
4.108 |
0.022 |
0.5% |
3.978 |
| Close |
4.194 |
4.148 |
-0.046 |
-1.1% |
4.353 |
| Range |
0.164 |
0.070 |
-0.094 |
-57.3% |
0.436 |
| ATR |
0.138 |
0.134 |
-0.004 |
-2.7% |
0.000 |
| Volume |
59,480 |
44,014 |
-15,466 |
-26.0% |
272,792 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.355 |
4.321 |
4.187 |
|
| R3 |
4.285 |
4.251 |
4.167 |
|
| R2 |
4.215 |
4.215 |
4.161 |
|
| R1 |
4.181 |
4.181 |
4.154 |
4.163 |
| PP |
4.145 |
4.145 |
4.145 |
4.136 |
| S1 |
4.111 |
4.111 |
4.142 |
4.093 |
| S2 |
4.075 |
4.075 |
4.135 |
|
| S3 |
4.005 |
4.041 |
4.129 |
|
| S4 |
3.935 |
3.971 |
4.110 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.556 |
5.391 |
4.593 |
|
| R3 |
5.120 |
4.955 |
4.473 |
|
| R2 |
4.684 |
4.684 |
4.433 |
|
| R1 |
4.519 |
4.519 |
4.393 |
4.602 |
| PP |
4.248 |
4.248 |
4.248 |
4.290 |
| S1 |
4.083 |
4.083 |
4.313 |
4.166 |
| S2 |
3.812 |
3.812 |
4.273 |
|
| S3 |
3.376 |
3.647 |
4.233 |
|
| S4 |
2.940 |
3.211 |
4.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.461 |
4.085 |
0.376 |
9.1% |
0.189 |
4.6% |
17% |
False |
False |
61,217 |
| 10 |
4.461 |
3.776 |
0.685 |
16.5% |
0.153 |
3.7% |
54% |
False |
False |
49,283 |
| 20 |
4.461 |
3.648 |
0.813 |
19.6% |
0.125 |
3.0% |
62% |
False |
False |
34,376 |
| 40 |
4.461 |
3.648 |
0.813 |
19.6% |
0.108 |
2.6% |
62% |
False |
False |
26,939 |
| 60 |
4.461 |
3.648 |
0.813 |
19.6% |
0.099 |
2.4% |
62% |
False |
False |
22,609 |
| 80 |
4.461 |
3.648 |
0.813 |
19.6% |
0.093 |
2.3% |
62% |
False |
False |
19,213 |
| 100 |
4.596 |
3.648 |
0.948 |
22.9% |
0.089 |
2.1% |
53% |
False |
False |
16,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.476 |
|
2.618 |
4.361 |
|
1.618 |
4.291 |
|
1.000 |
4.248 |
|
0.618 |
4.221 |
|
HIGH |
4.178 |
|
0.618 |
4.151 |
|
0.500 |
4.143 |
|
0.382 |
4.135 |
|
LOW |
4.108 |
|
0.618 |
4.065 |
|
1.000 |
4.038 |
|
1.618 |
3.995 |
|
2.618 |
3.925 |
|
4.250 |
3.811 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.146 |
4.274 |
| PP |
4.145 |
4.232 |
| S1 |
4.143 |
4.190 |
|