NYMEX Natural Gas Future March 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 |
3.978 |
4.117 |
0.139 |
3.5% |
4.423 |
High |
4.065 |
4.298 |
0.233 |
5.7% |
4.461 |
Low |
3.930 |
4.100 |
0.170 |
4.3% |
3.930 |
Close |
4.015 |
4.293 |
0.278 |
6.9% |
4.015 |
Range |
0.135 |
0.198 |
0.063 |
46.7% |
0.531 |
ATR |
0.138 |
0.148 |
0.010 |
7.5% |
0.000 |
Volume |
46,199 |
36,979 |
-9,220 |
-20.0% |
249,785 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.824 |
4.757 |
4.402 |
|
R3 |
4.626 |
4.559 |
4.347 |
|
R2 |
4.428 |
4.428 |
4.329 |
|
R1 |
4.361 |
4.361 |
4.311 |
4.395 |
PP |
4.230 |
4.230 |
4.230 |
4.247 |
S1 |
4.163 |
4.163 |
4.275 |
4.197 |
S2 |
4.032 |
4.032 |
4.257 |
|
S3 |
3.834 |
3.965 |
4.239 |
|
S4 |
3.636 |
3.767 |
4.184 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.728 |
5.403 |
4.307 |
|
R3 |
5.197 |
4.872 |
4.161 |
|
R2 |
4.666 |
4.666 |
4.112 |
|
R1 |
4.341 |
4.341 |
4.064 |
4.238 |
PP |
4.135 |
4.135 |
4.135 |
4.084 |
S1 |
3.810 |
3.810 |
3.966 |
3.707 |
S2 |
3.604 |
3.604 |
3.918 |
|
S3 |
3.073 |
3.279 |
3.869 |
|
S4 |
2.542 |
2.748 |
3.723 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.298 |
3.930 |
0.368 |
8.6% |
0.149 |
3.5% |
99% |
True |
False |
44,280 |
10 |
4.461 |
3.930 |
0.531 |
12.4% |
0.175 |
4.1% |
68% |
False |
False |
51,727 |
20 |
4.461 |
3.648 |
0.813 |
18.9% |
0.138 |
3.2% |
79% |
False |
False |
37,455 |
40 |
4.461 |
3.648 |
0.813 |
18.9% |
0.115 |
2.7% |
79% |
False |
False |
28,821 |
60 |
4.461 |
3.648 |
0.813 |
18.9% |
0.104 |
2.4% |
79% |
False |
False |
24,094 |
80 |
4.461 |
3.648 |
0.813 |
18.9% |
0.097 |
2.3% |
79% |
False |
False |
20,431 |
100 |
4.485 |
3.648 |
0.837 |
19.5% |
0.091 |
2.1% |
77% |
False |
False |
17,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.140 |
2.618 |
4.816 |
1.618 |
4.618 |
1.000 |
4.496 |
0.618 |
4.420 |
HIGH |
4.298 |
0.618 |
4.222 |
0.500 |
4.199 |
0.382 |
4.176 |
LOW |
4.100 |
0.618 |
3.978 |
1.000 |
3.902 |
1.618 |
3.780 |
2.618 |
3.582 |
4.250 |
3.259 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4.262 |
4.233 |
PP |
4.230 |
4.174 |
S1 |
4.199 |
4.114 |
|