NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.803 |
3.775 |
-0.028 |
-0.7% |
3.850 |
| High |
3.822 |
3.843 |
0.021 |
0.5% |
3.873 |
| Low |
3.726 |
3.722 |
-0.004 |
-0.1% |
3.632 |
| Close |
3.764 |
3.798 |
0.034 |
0.9% |
3.692 |
| Range |
0.096 |
0.121 |
0.025 |
26.0% |
0.241 |
| ATR |
0.091 |
0.093 |
0.002 |
2.4% |
0.000 |
| Volume |
35,750 |
34,722 |
-1,028 |
-2.9% |
199,513 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.151 |
4.095 |
3.865 |
|
| R3 |
4.030 |
3.974 |
3.831 |
|
| R2 |
3.909 |
3.909 |
3.820 |
|
| R1 |
3.853 |
3.853 |
3.809 |
3.881 |
| PP |
3.788 |
3.788 |
3.788 |
3.802 |
| S1 |
3.732 |
3.732 |
3.787 |
3.760 |
| S2 |
3.667 |
3.667 |
3.776 |
|
| S3 |
3.546 |
3.611 |
3.765 |
|
| S4 |
3.425 |
3.490 |
3.731 |
|
|
| 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 |
3.843 |
3.632 |
0.211 |
5.6% |
0.103 |
2.7% |
79% |
True |
False |
31,455 |
| 10 |
3.873 |
3.632 |
0.241 |
6.3% |
0.102 |
2.7% |
69% |
False |
False |
39,659 |
| 20 |
3.895 |
3.479 |
0.416 |
11.0% |
0.093 |
2.4% |
77% |
False |
False |
31,744 |
| 40 |
3.910 |
3.479 |
0.431 |
11.3% |
0.077 |
2.0% |
74% |
False |
False |
22,317 |
| 60 |
3.944 |
3.479 |
0.465 |
12.2% |
0.073 |
1.9% |
69% |
False |
False |
18,746 |
| 80 |
3.944 |
3.479 |
0.465 |
12.2% |
0.069 |
1.8% |
69% |
False |
False |
15,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.357 |
|
2.618 |
4.160 |
|
1.618 |
4.039 |
|
1.000 |
3.964 |
|
0.618 |
3.918 |
|
HIGH |
3.843 |
|
0.618 |
3.797 |
|
0.500 |
3.783 |
|
0.382 |
3.768 |
|
LOW |
3.722 |
|
0.618 |
3.647 |
|
1.000 |
3.601 |
|
1.618 |
3.526 |
|
2.618 |
3.405 |
|
4.250 |
3.208 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.793 |
3.793 |
| PP |
3.788 |
3.788 |
| S1 |
3.783 |
3.783 |
|