NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.749 |
3.625 |
-0.124 |
-3.3% |
3.684 |
| High |
3.750 |
3.718 |
-0.032 |
-0.9% |
3.782 |
| Low |
3.667 |
3.600 |
-0.067 |
-1.8% |
3.667 |
| Close |
3.681 |
3.715 |
0.034 |
0.9% |
3.681 |
| Range |
0.083 |
0.118 |
0.035 |
42.2% |
0.115 |
| ATR |
0.086 |
0.088 |
0.002 |
2.7% |
0.000 |
| Volume |
23,241 |
14,496 |
-8,745 |
-37.6% |
76,137 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.032 |
3.991 |
3.780 |
|
| R3 |
3.914 |
3.873 |
3.747 |
|
| R2 |
3.796 |
3.796 |
3.737 |
|
| R1 |
3.755 |
3.755 |
3.726 |
3.776 |
| PP |
3.678 |
3.678 |
3.678 |
3.688 |
| S1 |
3.637 |
3.637 |
3.704 |
3.658 |
| S2 |
3.560 |
3.560 |
3.693 |
|
| S3 |
3.442 |
3.519 |
3.683 |
|
| S4 |
3.324 |
3.401 |
3.650 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.055 |
3.983 |
3.744 |
|
| R3 |
3.940 |
3.868 |
3.713 |
|
| R2 |
3.825 |
3.825 |
3.702 |
|
| R1 |
3.753 |
3.753 |
3.692 |
3.732 |
| PP |
3.710 |
3.710 |
3.710 |
3.699 |
| S1 |
3.638 |
3.638 |
3.670 |
3.617 |
| S2 |
3.595 |
3.595 |
3.660 |
|
| S3 |
3.480 |
3.523 |
3.649 |
|
| S4 |
3.365 |
3.408 |
3.618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.782 |
3.600 |
0.182 |
4.9% |
0.098 |
2.6% |
63% |
False |
True |
16,511 |
| 10 |
3.782 |
3.598 |
0.184 |
5.0% |
0.090 |
2.4% |
64% |
False |
False |
14,162 |
| 20 |
3.853 |
3.479 |
0.374 |
10.1% |
0.089 |
2.4% |
63% |
False |
False |
12,761 |
| 40 |
3.867 |
3.462 |
0.405 |
10.9% |
0.074 |
2.0% |
62% |
False |
False |
8,972 |
| 60 |
3.883 |
3.462 |
0.421 |
11.3% |
0.068 |
1.8% |
60% |
False |
False |
7,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.220 |
|
2.618 |
4.027 |
|
1.618 |
3.909 |
|
1.000 |
3.836 |
|
0.618 |
3.791 |
|
HIGH |
3.718 |
|
0.618 |
3.673 |
|
0.500 |
3.659 |
|
0.382 |
3.645 |
|
LOW |
3.600 |
|
0.618 |
3.527 |
|
1.000 |
3.482 |
|
1.618 |
3.409 |
|
2.618 |
3.291 |
|
4.250 |
3.099 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.696 |
3.707 |
| PP |
3.678 |
3.698 |
| S1 |
3.659 |
3.690 |
|