NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.688 |
3.735 |
0.047 |
1.3% |
3.684 |
| High |
3.746 |
3.775 |
0.029 |
0.8% |
3.782 |
| Low |
3.663 |
3.691 |
0.028 |
0.8% |
3.667 |
| Close |
3.735 |
3.700 |
-0.035 |
-0.9% |
3.681 |
| Range |
0.083 |
0.084 |
0.001 |
1.2% |
0.115 |
| ATR |
0.088 |
0.087 |
0.000 |
-0.3% |
0.000 |
| Volume |
10,844 |
9,925 |
-919 |
-8.5% |
76,137 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.974 |
3.921 |
3.746 |
|
| R3 |
3.890 |
3.837 |
3.723 |
|
| R2 |
3.806 |
3.806 |
3.715 |
|
| R1 |
3.753 |
3.753 |
3.708 |
3.738 |
| PP |
3.722 |
3.722 |
3.722 |
3.714 |
| S1 |
3.669 |
3.669 |
3.692 |
3.654 |
| S2 |
3.638 |
3.638 |
3.685 |
|
| S3 |
3.554 |
3.585 |
3.677 |
|
| S4 |
3.470 |
3.501 |
3.654 |
|
|
| 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 |
3.780 |
3.600 |
0.180 |
4.9% |
0.094 |
2.6% |
56% |
False |
False |
16,012 |
| 10 |
3.782 |
3.598 |
0.184 |
5.0% |
0.094 |
2.5% |
55% |
False |
False |
13,484 |
| 20 |
3.853 |
3.577 |
0.276 |
7.5% |
0.088 |
2.4% |
45% |
False |
False |
13,322 |
| 40 |
3.853 |
3.462 |
0.391 |
10.6% |
0.075 |
2.0% |
61% |
False |
False |
9,138 |
| 60 |
3.883 |
3.462 |
0.421 |
11.4% |
0.069 |
1.9% |
57% |
False |
False |
7,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.132 |
|
2.618 |
3.995 |
|
1.618 |
3.911 |
|
1.000 |
3.859 |
|
0.618 |
3.827 |
|
HIGH |
3.775 |
|
0.618 |
3.743 |
|
0.500 |
3.733 |
|
0.382 |
3.723 |
|
LOW |
3.691 |
|
0.618 |
3.639 |
|
1.000 |
3.607 |
|
1.618 |
3.555 |
|
2.618 |
3.471 |
|
4.250 |
3.334 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.733 |
3.696 |
| PP |
3.722 |
3.692 |
| S1 |
3.711 |
3.688 |
|