NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.798 |
3.753 |
-0.045 |
-1.2% |
3.697 |
| High |
3.820 |
3.753 |
-0.067 |
-1.8% |
3.820 |
| Low |
3.740 |
3.633 |
-0.107 |
-2.9% |
3.633 |
| Close |
3.752 |
3.654 |
-0.098 |
-2.6% |
3.654 |
| Range |
0.080 |
0.120 |
0.040 |
50.0% |
0.187 |
| ATR |
0.096 |
0.098 |
0.002 |
1.8% |
0.000 |
| Volume |
29,618 |
30,061 |
443 |
1.5% |
124,400 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.040 |
3.967 |
3.720 |
|
| R3 |
3.920 |
3.847 |
3.687 |
|
| R2 |
3.800 |
3.800 |
3.676 |
|
| R1 |
3.727 |
3.727 |
3.665 |
3.704 |
| PP |
3.680 |
3.680 |
3.680 |
3.668 |
| S1 |
3.607 |
3.607 |
3.643 |
3.584 |
| S2 |
3.560 |
3.560 |
3.632 |
|
| S3 |
3.440 |
3.487 |
3.621 |
|
| S4 |
3.320 |
3.367 |
3.588 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.263 |
4.146 |
3.757 |
|
| R3 |
4.076 |
3.959 |
3.705 |
|
| R2 |
3.889 |
3.889 |
3.688 |
|
| R1 |
3.772 |
3.772 |
3.671 |
3.737 |
| PP |
3.702 |
3.702 |
3.702 |
3.685 |
| S1 |
3.585 |
3.585 |
3.637 |
3.550 |
| S2 |
3.515 |
3.515 |
3.620 |
|
| S3 |
3.328 |
3.398 |
3.603 |
|
| S4 |
3.141 |
3.211 |
3.551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.823 |
3.633 |
0.190 |
5.2% |
0.105 |
2.9% |
11% |
False |
True |
35,958 |
| 10 |
3.848 |
3.632 |
0.216 |
5.9% |
0.104 |
2.8% |
10% |
False |
False |
37,071 |
| 20 |
3.895 |
3.632 |
0.263 |
7.2% |
0.101 |
2.8% |
8% |
False |
False |
38,226 |
| 40 |
3.895 |
3.479 |
0.416 |
11.4% |
0.083 |
2.3% |
42% |
False |
False |
26,141 |
| 60 |
3.910 |
3.479 |
0.431 |
11.8% |
0.077 |
2.1% |
41% |
False |
False |
21,493 |
| 80 |
3.944 |
3.479 |
0.465 |
12.7% |
0.073 |
2.0% |
38% |
False |
False |
18,361 |
| 100 |
3.988 |
3.479 |
0.509 |
13.9% |
0.069 |
1.9% |
34% |
False |
False |
15,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.263 |
|
2.618 |
4.067 |
|
1.618 |
3.947 |
|
1.000 |
3.873 |
|
0.618 |
3.827 |
|
HIGH |
3.753 |
|
0.618 |
3.707 |
|
0.500 |
3.693 |
|
0.382 |
3.679 |
|
LOW |
3.633 |
|
0.618 |
3.559 |
|
1.000 |
3.513 |
|
1.618 |
3.439 |
|
2.618 |
3.319 |
|
4.250 |
3.123 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.693 |
3.727 |
| PP |
3.680 |
3.702 |
| S1 |
3.667 |
3.678 |
|