NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.787 |
3.676 |
-0.111 |
-2.9% |
3.975 |
| High |
3.808 |
3.824 |
0.016 |
0.4% |
4.041 |
| Low |
3.638 |
3.664 |
0.026 |
0.7% |
3.638 |
| Close |
3.649 |
3.802 |
0.153 |
4.2% |
3.802 |
| Range |
0.170 |
0.160 |
-0.010 |
-5.9% |
0.403 |
| ATR |
0.190 |
0.189 |
-0.001 |
-0.5% |
0.000 |
| Volume |
143,648 |
162,625 |
18,977 |
13.2% |
763,659 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.243 |
4.183 |
3.890 |
|
| R3 |
4.083 |
4.023 |
3.846 |
|
| R2 |
3.923 |
3.923 |
3.831 |
|
| R1 |
3.863 |
3.863 |
3.817 |
3.893 |
| PP |
3.763 |
3.763 |
3.763 |
3.779 |
| S1 |
3.703 |
3.703 |
3.787 |
3.733 |
| S2 |
3.603 |
3.603 |
3.773 |
|
| S3 |
3.443 |
3.543 |
3.758 |
|
| S4 |
3.283 |
3.383 |
3.714 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.036 |
4.822 |
4.024 |
|
| R3 |
4.633 |
4.419 |
3.913 |
|
| R2 |
4.230 |
4.230 |
3.876 |
|
| R1 |
4.016 |
4.016 |
3.839 |
3.922 |
| PP |
3.827 |
3.827 |
3.827 |
3.780 |
| S1 |
3.613 |
3.613 |
3.765 |
3.519 |
| S2 |
3.424 |
3.424 |
3.728 |
|
| S3 |
3.021 |
3.210 |
3.691 |
|
| S4 |
2.618 |
2.807 |
3.580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.041 |
3.638 |
0.403 |
10.6% |
0.144 |
3.8% |
41% |
False |
False |
152,731 |
| 10 |
4.689 |
3.638 |
1.051 |
27.6% |
0.188 |
5.0% |
16% |
False |
False |
141,949 |
| 20 |
4.689 |
3.638 |
1.051 |
27.6% |
0.197 |
5.2% |
16% |
False |
False |
126,205 |
| 40 |
4.689 |
3.638 |
1.051 |
27.6% |
0.155 |
4.1% |
16% |
False |
False |
86,552 |
| 60 |
4.689 |
3.638 |
1.051 |
27.6% |
0.137 |
3.6% |
16% |
False |
False |
67,641 |
| 80 |
4.689 |
3.638 |
1.051 |
27.6% |
0.127 |
3.3% |
16% |
False |
False |
56,389 |
| 100 |
4.689 |
3.638 |
1.051 |
27.6% |
0.119 |
3.1% |
16% |
False |
False |
48,834 |
| 120 |
4.915 |
3.638 |
1.277 |
33.6% |
0.113 |
3.0% |
13% |
False |
False |
42,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.504 |
|
2.618 |
4.243 |
|
1.618 |
4.083 |
|
1.000 |
3.984 |
|
0.618 |
3.923 |
|
HIGH |
3.824 |
|
0.618 |
3.763 |
|
0.500 |
3.744 |
|
0.382 |
3.725 |
|
LOW |
3.664 |
|
0.618 |
3.565 |
|
1.000 |
3.504 |
|
1.618 |
3.405 |
|
2.618 |
3.245 |
|
4.250 |
2.984 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.783 |
3.785 |
| PP |
3.763 |
3.769 |
| S1 |
3.744 |
3.752 |
|