NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.697 |
3.730 |
0.033 |
0.9% |
3.767 |
| High |
3.762 |
3.805 |
0.043 |
1.1% |
3.848 |
| Low |
3.645 |
3.700 |
0.055 |
1.5% |
3.718 |
| Close |
3.758 |
3.792 |
0.034 |
0.9% |
3.732 |
| Range |
0.117 |
0.105 |
-0.012 |
-10.3% |
0.130 |
| ATR |
0.097 |
0.097 |
0.001 |
0.6% |
0.000 |
| Volume |
33,921 |
30,800 |
-3,121 |
-9.2% |
210,037 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.081 |
4.041 |
3.850 |
|
| R3 |
3.976 |
3.936 |
3.821 |
|
| R2 |
3.871 |
3.871 |
3.811 |
|
| R1 |
3.831 |
3.831 |
3.802 |
3.851 |
| PP |
3.766 |
3.766 |
3.766 |
3.776 |
| S1 |
3.726 |
3.726 |
3.782 |
3.746 |
| S2 |
3.661 |
3.661 |
3.773 |
|
| S3 |
3.556 |
3.621 |
3.763 |
|
| S4 |
3.451 |
3.516 |
3.734 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.156 |
4.074 |
3.804 |
|
| R3 |
4.026 |
3.944 |
3.768 |
|
| R2 |
3.896 |
3.896 |
3.756 |
|
| R1 |
3.814 |
3.814 |
3.744 |
3.790 |
| PP |
3.766 |
3.766 |
3.766 |
3.754 |
| S1 |
3.684 |
3.684 |
3.720 |
3.660 |
| S2 |
3.636 |
3.636 |
3.708 |
|
| S3 |
3.506 |
3.554 |
3.696 |
|
| S4 |
3.376 |
3.424 |
3.661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.848 |
3.645 |
0.203 |
5.4% |
0.113 |
3.0% |
72% |
False |
False |
42,864 |
| 10 |
3.848 |
3.632 |
0.216 |
5.7% |
0.102 |
2.7% |
74% |
False |
False |
37,229 |
| 20 |
3.895 |
3.544 |
0.351 |
9.3% |
0.100 |
2.6% |
71% |
False |
False |
37,694 |
| 40 |
3.901 |
3.479 |
0.422 |
11.1% |
0.083 |
2.2% |
74% |
False |
False |
25,515 |
| 60 |
3.910 |
3.479 |
0.431 |
11.4% |
0.075 |
2.0% |
73% |
False |
False |
20,996 |
| 80 |
3.944 |
3.479 |
0.465 |
12.3% |
0.072 |
1.9% |
67% |
False |
False |
17,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.251 |
|
2.618 |
4.080 |
|
1.618 |
3.975 |
|
1.000 |
3.910 |
|
0.618 |
3.870 |
|
HIGH |
3.805 |
|
0.618 |
3.765 |
|
0.500 |
3.753 |
|
0.382 |
3.740 |
|
LOW |
3.700 |
|
0.618 |
3.635 |
|
1.000 |
3.595 |
|
1.618 |
3.530 |
|
2.618 |
3.425 |
|
4.250 |
3.254 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.779 |
3.773 |
| PP |
3.766 |
3.753 |
| S1 |
3.753 |
3.734 |
|