NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.767 |
3.803 |
0.036 |
1.0% |
3.850 |
| High |
3.814 |
3.822 |
0.008 |
0.2% |
3.873 |
| Low |
3.727 |
3.726 |
-0.001 |
0.0% |
3.632 |
| Close |
3.812 |
3.764 |
-0.048 |
-1.3% |
3.692 |
| Range |
0.087 |
0.096 |
0.009 |
10.3% |
0.241 |
| ATR |
0.090 |
0.091 |
0.000 |
0.5% |
0.000 |
| Volume |
24,685 |
35,750 |
11,065 |
44.8% |
199,513 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.059 |
4.007 |
3.817 |
|
| R3 |
3.963 |
3.911 |
3.790 |
|
| R2 |
3.867 |
3.867 |
3.782 |
|
| R1 |
3.815 |
3.815 |
3.773 |
3.793 |
| PP |
3.771 |
3.771 |
3.771 |
3.760 |
| S1 |
3.719 |
3.719 |
3.755 |
3.697 |
| S2 |
3.675 |
3.675 |
3.746 |
|
| S3 |
3.579 |
3.623 |
3.738 |
|
| S4 |
3.483 |
3.527 |
3.711 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.455 |
4.315 |
3.825 |
|
| R3 |
4.214 |
4.074 |
3.758 |
|
| R2 |
3.973 |
3.973 |
3.736 |
|
| R1 |
3.833 |
3.833 |
3.714 |
3.783 |
| PP |
3.732 |
3.732 |
3.732 |
3.707 |
| S1 |
3.592 |
3.592 |
3.670 |
3.542 |
| S2 |
3.491 |
3.491 |
3.648 |
|
| S3 |
3.250 |
3.351 |
3.626 |
|
| S4 |
3.009 |
3.110 |
3.559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.822 |
3.632 |
0.190 |
5.0% |
0.091 |
2.4% |
69% |
True |
False |
31,595 |
| 10 |
3.895 |
3.632 |
0.263 |
7.0% |
0.103 |
2.7% |
50% |
False |
False |
40,126 |
| 20 |
3.895 |
3.479 |
0.416 |
11.1% |
0.089 |
2.4% |
69% |
False |
False |
30,660 |
| 40 |
3.910 |
3.479 |
0.431 |
11.5% |
0.076 |
2.0% |
66% |
False |
False |
21,627 |
| 60 |
3.944 |
3.479 |
0.465 |
12.4% |
0.072 |
1.9% |
61% |
False |
False |
18,304 |
| 80 |
3.944 |
3.479 |
0.465 |
12.4% |
0.069 |
1.8% |
61% |
False |
False |
15,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.230 |
|
2.618 |
4.073 |
|
1.618 |
3.977 |
|
1.000 |
3.918 |
|
0.618 |
3.881 |
|
HIGH |
3.822 |
|
0.618 |
3.785 |
|
0.500 |
3.774 |
|
0.382 |
3.763 |
|
LOW |
3.726 |
|
0.618 |
3.667 |
|
1.000 |
3.630 |
|
1.618 |
3.571 |
|
2.618 |
3.475 |
|
4.250 |
3.318 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.774 |
3.752 |
| PP |
3.771 |
3.739 |
| S1 |
3.767 |
3.727 |
|