NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.787 |
3.677 |
-0.110 |
-2.9% |
3.735 |
| High |
3.800 |
3.744 |
-0.056 |
-1.5% |
3.853 |
| Low |
3.686 |
3.671 |
-0.015 |
-0.4% |
3.691 |
| Close |
3.708 |
3.733 |
0.025 |
0.7% |
3.779 |
| Range |
0.114 |
0.073 |
-0.041 |
-36.0% |
0.162 |
| ATR |
0.080 |
0.079 |
0.000 |
-0.6% |
0.000 |
| Volume |
24,440 |
13,446 |
-10,994 |
-45.0% |
69,733 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.935 |
3.907 |
3.773 |
|
| R3 |
3.862 |
3.834 |
3.753 |
|
| R2 |
3.789 |
3.789 |
3.746 |
|
| R1 |
3.761 |
3.761 |
3.740 |
3.775 |
| PP |
3.716 |
3.716 |
3.716 |
3.723 |
| S1 |
3.688 |
3.688 |
3.726 |
3.702 |
| S2 |
3.643 |
3.643 |
3.720 |
|
| S3 |
3.570 |
3.615 |
3.713 |
|
| S4 |
3.497 |
3.542 |
3.693 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.260 |
4.182 |
3.868 |
|
| R3 |
4.098 |
4.020 |
3.824 |
|
| R2 |
3.936 |
3.936 |
3.809 |
|
| R1 |
3.858 |
3.858 |
3.794 |
3.897 |
| PP |
3.774 |
3.774 |
3.774 |
3.794 |
| S1 |
3.696 |
3.696 |
3.764 |
3.735 |
| S2 |
3.612 |
3.612 |
3.749 |
|
| S3 |
3.450 |
3.534 |
3.734 |
|
| S4 |
3.288 |
3.372 |
3.690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.853 |
3.671 |
0.182 |
4.9% |
0.099 |
2.7% |
34% |
False |
True |
18,197 |
| 10 |
3.853 |
3.536 |
0.317 |
8.5% |
0.085 |
2.3% |
62% |
False |
False |
12,190 |
| 20 |
3.853 |
3.462 |
0.391 |
10.5% |
0.076 |
2.0% |
69% |
False |
False |
8,456 |
| 40 |
3.883 |
3.462 |
0.421 |
11.3% |
0.065 |
1.7% |
64% |
False |
False |
6,567 |
| 60 |
3.885 |
3.462 |
0.423 |
11.3% |
0.062 |
1.7% |
64% |
False |
False |
5,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.054 |
|
2.618 |
3.935 |
|
1.618 |
3.862 |
|
1.000 |
3.817 |
|
0.618 |
3.789 |
|
HIGH |
3.744 |
|
0.618 |
3.716 |
|
0.500 |
3.708 |
|
0.382 |
3.699 |
|
LOW |
3.671 |
|
0.618 |
3.626 |
|
1.000 |
3.598 |
|
1.618 |
3.553 |
|
2.618 |
3.480 |
|
4.250 |
3.361 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.725 |
3.736 |
| PP |
3.716 |
3.735 |
| S1 |
3.708 |
3.734 |
|