NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.758 |
3.770 |
0.012 |
0.3% |
3.780 |
| High |
3.796 |
3.789 |
-0.007 |
-0.2% |
3.895 |
| Low |
3.735 |
3.668 |
-0.067 |
-1.8% |
3.720 |
| Close |
3.795 |
3.677 |
-0.118 |
-3.1% |
3.844 |
| Range |
0.061 |
0.121 |
0.060 |
98.4% |
0.175 |
| ATR |
0.085 |
0.088 |
0.003 |
3.6% |
0.000 |
| Volume |
35,420 |
25,843 |
-9,577 |
-27.0% |
212,683 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
3.997 |
3.744 |
|
| R3 |
3.953 |
3.876 |
3.710 |
|
| R2 |
3.832 |
3.832 |
3.699 |
|
| R1 |
3.755 |
3.755 |
3.688 |
3.733 |
| PP |
3.711 |
3.711 |
3.711 |
3.701 |
| S1 |
3.634 |
3.634 |
3.666 |
3.612 |
| S2 |
3.590 |
3.590 |
3.655 |
|
| S3 |
3.469 |
3.513 |
3.644 |
|
| S4 |
3.348 |
3.392 |
3.610 |
|
|
| 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 |
3.873 |
3.668 |
0.205 |
5.6% |
0.098 |
2.7% |
4% |
False |
True |
44,756 |
| 10 |
3.895 |
3.642 |
0.253 |
6.9% |
0.099 |
2.7% |
14% |
False |
False |
39,381 |
| 20 |
3.895 |
3.479 |
0.416 |
11.3% |
0.083 |
2.3% |
48% |
False |
False |
27,691 |
| 40 |
3.910 |
3.479 |
0.431 |
11.7% |
0.073 |
2.0% |
46% |
False |
False |
19,934 |
| 60 |
3.944 |
3.479 |
0.465 |
12.6% |
0.070 |
1.9% |
43% |
False |
False |
17,002 |
| 80 |
3.944 |
3.479 |
0.465 |
12.6% |
0.068 |
1.8% |
43% |
False |
False |
14,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.303 |
|
2.618 |
4.106 |
|
1.618 |
3.985 |
|
1.000 |
3.910 |
|
0.618 |
3.864 |
|
HIGH |
3.789 |
|
0.618 |
3.743 |
|
0.500 |
3.729 |
|
0.382 |
3.714 |
|
LOW |
3.668 |
|
0.618 |
3.593 |
|
1.000 |
3.547 |
|
1.618 |
3.472 |
|
2.618 |
3.351 |
|
4.250 |
3.154 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.729 |
3.734 |
| PP |
3.711 |
3.715 |
| S1 |
3.694 |
3.696 |
|