NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.620 |
3.650 |
0.030 |
0.8% |
3.975 |
| High |
3.709 |
3.743 |
0.034 |
0.9% |
4.041 |
| Low |
3.608 |
3.606 |
-0.002 |
-0.1% |
3.638 |
| Close |
3.652 |
3.706 |
0.054 |
1.5% |
3.802 |
| Range |
0.101 |
0.137 |
0.036 |
35.6% |
0.403 |
| ATR |
0.185 |
0.182 |
-0.003 |
-1.9% |
0.000 |
| Volume |
146,871 |
141,138 |
-5,733 |
-3.9% |
763,659 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.096 |
4.038 |
3.781 |
|
| R3 |
3.959 |
3.901 |
3.744 |
|
| R2 |
3.822 |
3.822 |
3.731 |
|
| R1 |
3.764 |
3.764 |
3.719 |
3.793 |
| PP |
3.685 |
3.685 |
3.685 |
3.700 |
| S1 |
3.627 |
3.627 |
3.693 |
3.656 |
| S2 |
3.548 |
3.548 |
3.681 |
|
| S3 |
3.411 |
3.490 |
3.668 |
|
| S4 |
3.274 |
3.353 |
3.631 |
|
|
| 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 |
3.824 |
3.585 |
0.239 |
6.4% |
0.154 |
4.1% |
51% |
False |
False |
150,671 |
| 10 |
4.529 |
3.585 |
0.944 |
25.5% |
0.165 |
4.4% |
13% |
False |
False |
143,695 |
| 20 |
4.689 |
3.585 |
1.104 |
29.8% |
0.185 |
5.0% |
11% |
False |
False |
133,877 |
| 40 |
4.689 |
3.585 |
1.104 |
29.8% |
0.159 |
4.3% |
11% |
False |
False |
93,799 |
| 60 |
4.689 |
3.585 |
1.104 |
29.8% |
0.139 |
3.7% |
11% |
False |
False |
73,772 |
| 80 |
4.689 |
3.585 |
1.104 |
29.8% |
0.128 |
3.5% |
11% |
False |
False |
60,973 |
| 100 |
4.689 |
3.585 |
1.104 |
29.8% |
0.121 |
3.3% |
11% |
False |
False |
52,712 |
| 120 |
4.727 |
3.585 |
1.142 |
30.8% |
0.114 |
3.1% |
11% |
False |
False |
46,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.325 |
|
2.618 |
4.102 |
|
1.618 |
3.965 |
|
1.000 |
3.880 |
|
0.618 |
3.828 |
|
HIGH |
3.743 |
|
0.618 |
3.691 |
|
0.500 |
3.675 |
|
0.382 |
3.658 |
|
LOW |
3.606 |
|
0.618 |
3.521 |
|
1.000 |
3.469 |
|
1.618 |
3.384 |
|
2.618 |
3.247 |
|
4.250 |
3.024 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.696 |
3.699 |
| PP |
3.685 |
3.692 |
| S1 |
3.675 |
3.685 |
|