NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.863 |
3.787 |
-0.076 |
-2.0% |
4.199 |
| High |
3.866 |
3.808 |
-0.058 |
-1.5% |
4.529 |
| Low |
3.757 |
3.638 |
-0.119 |
-3.2% |
4.079 |
| Close |
3.805 |
3.649 |
-0.156 |
-4.1% |
4.084 |
| Range |
0.109 |
0.170 |
0.061 |
56.0% |
0.450 |
| ATR |
0.191 |
0.190 |
-0.002 |
-0.8% |
0.000 |
| Volume |
131,446 |
143,648 |
12,202 |
9.3% |
525,582 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.208 |
4.099 |
3.743 |
|
| R3 |
4.038 |
3.929 |
3.696 |
|
| R2 |
3.868 |
3.868 |
3.680 |
|
| R1 |
3.759 |
3.759 |
3.665 |
3.729 |
| PP |
3.698 |
3.698 |
3.698 |
3.683 |
| S1 |
3.589 |
3.589 |
3.633 |
3.559 |
| S2 |
3.528 |
3.528 |
3.618 |
|
| S3 |
3.358 |
3.419 |
3.602 |
|
| S4 |
3.188 |
3.249 |
3.556 |
|
|
| 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 |
4.367 |
3.638 |
0.729 |
20.0% |
0.170 |
4.7% |
2% |
False |
True |
139,124 |
| 10 |
4.689 |
3.638 |
1.051 |
28.8% |
0.197 |
5.4% |
1% |
False |
True |
143,626 |
| 20 |
4.689 |
3.638 |
1.051 |
28.8% |
0.206 |
5.6% |
1% |
False |
True |
123,097 |
| 40 |
4.689 |
3.638 |
1.051 |
28.8% |
0.154 |
4.2% |
1% |
False |
True |
83,742 |
| 60 |
4.689 |
3.638 |
1.051 |
28.8% |
0.136 |
3.7% |
1% |
False |
True |
65,270 |
| 80 |
4.689 |
3.638 |
1.051 |
28.8% |
0.126 |
3.5% |
1% |
False |
True |
54,675 |
| 100 |
4.689 |
3.638 |
1.051 |
28.8% |
0.118 |
3.2% |
1% |
False |
True |
47,324 |
| 120 |
4.915 |
3.638 |
1.277 |
35.0% |
0.112 |
3.1% |
1% |
False |
True |
41,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.531 |
|
2.618 |
4.253 |
|
1.618 |
4.083 |
|
1.000 |
3.978 |
|
0.618 |
3.913 |
|
HIGH |
3.808 |
|
0.618 |
3.743 |
|
0.500 |
3.723 |
|
0.382 |
3.703 |
|
LOW |
3.638 |
|
0.618 |
3.533 |
|
1.000 |
3.468 |
|
1.618 |
3.363 |
|
2.618 |
3.193 |
|
4.250 |
2.916 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.723 |
3.832 |
| PP |
3.698 |
3.771 |
| S1 |
3.674 |
3.710 |
|