NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
4.349 |
3.975 |
-0.374 |
-8.6% |
4.199 |
High |
4.367 |
4.041 |
-0.326 |
-7.5% |
4.529 |
Low |
4.079 |
3.928 |
-0.151 |
-3.7% |
4.079 |
Close |
4.084 |
4.007 |
-0.077 |
-1.9% |
4.084 |
Range |
0.288 |
0.113 |
-0.175 |
-60.8% |
0.450 |
ATR |
0.202 |
0.199 |
-0.003 |
-1.6% |
0.000 |
Volume |
94,586 |
181,558 |
86,972 |
92.0% |
525,582 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.331 |
4.282 |
4.069 |
|
R3 |
4.218 |
4.169 |
4.038 |
|
R2 |
4.105 |
4.105 |
4.028 |
|
R1 |
4.056 |
4.056 |
4.017 |
4.081 |
PP |
3.992 |
3.992 |
3.992 |
4.004 |
S1 |
3.943 |
3.943 |
3.997 |
3.968 |
S2 |
3.879 |
3.879 |
3.986 |
|
S3 |
3.766 |
3.830 |
3.976 |
|
S4 |
3.653 |
3.717 |
3.945 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.581 |
5.282 |
4.332 |
|
R3 |
5.131 |
4.832 |
4.208 |
|
R2 |
4.681 |
4.681 |
4.167 |
|
R1 |
4.382 |
4.382 |
4.125 |
4.307 |
PP |
4.231 |
4.231 |
4.231 |
4.193 |
S1 |
3.932 |
3.932 |
4.043 |
3.857 |
S2 |
3.781 |
3.781 |
4.002 |
|
S3 |
3.331 |
3.482 |
3.960 |
|
S4 |
2.881 |
3.032 |
3.837 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.529 |
3.928 |
0.601 |
15.0% |
0.195 |
4.9% |
13% |
False |
True |
141,428 |
10 |
4.689 |
3.928 |
0.761 |
19.0% |
0.224 |
5.6% |
10% |
False |
True |
139,568 |
20 |
4.689 |
3.928 |
0.761 |
19.0% |
0.203 |
5.1% |
10% |
False |
True |
114,530 |
40 |
4.689 |
3.707 |
0.982 |
24.5% |
0.150 |
3.7% |
31% |
False |
False |
75,845 |
60 |
4.689 |
3.707 |
0.982 |
24.5% |
0.134 |
3.3% |
31% |
False |
False |
59,570 |
80 |
4.689 |
3.707 |
0.982 |
24.5% |
0.124 |
3.1% |
31% |
False |
False |
50,430 |
100 |
4.689 |
3.707 |
0.982 |
24.5% |
0.115 |
2.9% |
31% |
False |
False |
43,568 |
120 |
5.027 |
3.707 |
1.320 |
32.9% |
0.112 |
2.8% |
23% |
False |
False |
38,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.521 |
2.618 |
4.337 |
1.618 |
4.224 |
1.000 |
4.154 |
0.618 |
4.111 |
HIGH |
4.041 |
0.618 |
3.998 |
0.500 |
3.985 |
0.382 |
3.971 |
LOW |
3.928 |
0.618 |
3.858 |
1.000 |
3.815 |
1.618 |
3.745 |
2.618 |
3.632 |
4.250 |
3.448 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
4.000 |
4.229 |
PP |
3.992 |
4.155 |
S1 |
3.985 |
4.081 |
|