NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.850 |
3.766 |
-0.084 |
-2.2% |
3.780 |
| High |
3.873 |
3.799 |
-0.074 |
-1.9% |
3.895 |
| Low |
3.740 |
3.711 |
-0.029 |
-0.8% |
3.720 |
| Close |
3.761 |
3.788 |
0.027 |
0.7% |
3.844 |
| Range |
0.133 |
0.088 |
-0.045 |
-33.8% |
0.175 |
| ATR |
0.086 |
0.086 |
0.000 |
0.1% |
0.000 |
| Volume |
55,903 |
46,069 |
-9,834 |
-17.6% |
212,683 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.030 |
3.997 |
3.836 |
|
| R3 |
3.942 |
3.909 |
3.812 |
|
| R2 |
3.854 |
3.854 |
3.804 |
|
| R1 |
3.821 |
3.821 |
3.796 |
3.838 |
| PP |
3.766 |
3.766 |
3.766 |
3.774 |
| S1 |
3.733 |
3.733 |
3.780 |
3.750 |
| S2 |
3.678 |
3.678 |
3.772 |
|
| S3 |
3.590 |
3.645 |
3.764 |
|
| S4 |
3.502 |
3.557 |
3.740 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.345 |
4.269 |
3.940 |
|
| R3 |
4.170 |
4.094 |
3.892 |
|
| R2 |
3.995 |
3.995 |
3.876 |
|
| R1 |
3.919 |
3.919 |
3.860 |
3.957 |
| PP |
3.820 |
3.820 |
3.820 |
3.839 |
| S1 |
3.744 |
3.744 |
3.828 |
3.782 |
| S2 |
3.645 |
3.645 |
3.812 |
|
| S3 |
3.470 |
3.569 |
3.796 |
|
| S4 |
3.295 |
3.394 |
3.748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.895 |
3.711 |
0.184 |
4.9% |
0.115 |
3.0% |
42% |
False |
True |
48,656 |
| 10 |
3.895 |
3.544 |
0.351 |
9.3% |
0.098 |
2.6% |
70% |
False |
False |
38,158 |
| 20 |
3.895 |
3.479 |
0.416 |
11.0% |
0.081 |
2.1% |
74% |
False |
False |
25,851 |
| 40 |
3.910 |
3.479 |
0.431 |
11.4% |
0.072 |
1.9% |
72% |
False |
False |
18,971 |
| 60 |
3.944 |
3.479 |
0.465 |
12.3% |
0.069 |
1.8% |
66% |
False |
False |
16,143 |
| 80 |
3.944 |
3.479 |
0.465 |
12.3% |
0.066 |
1.7% |
66% |
False |
False |
13,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.173 |
|
2.618 |
4.029 |
|
1.618 |
3.941 |
|
1.000 |
3.887 |
|
0.618 |
3.853 |
|
HIGH |
3.799 |
|
0.618 |
3.765 |
|
0.500 |
3.755 |
|
0.382 |
3.745 |
|
LOW |
3.711 |
|
0.618 |
3.657 |
|
1.000 |
3.623 |
|
1.618 |
3.569 |
|
2.618 |
3.481 |
|
4.250 |
3.337 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.777 |
3.792 |
| PP |
3.766 |
3.791 |
| S1 |
3.755 |
3.789 |
|