NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.650 |
3.716 |
0.066 |
1.8% |
3.975 |
| High |
3.743 |
3.775 |
0.032 |
0.9% |
4.041 |
| Low |
3.606 |
3.614 |
0.008 |
0.2% |
3.638 |
| Close |
3.706 |
3.634 |
-0.072 |
-1.9% |
3.802 |
| Range |
0.137 |
0.161 |
0.024 |
17.5% |
0.403 |
| ATR |
0.182 |
0.180 |
-0.001 |
-0.8% |
0.000 |
| Volume |
141,138 |
168,062 |
26,924 |
19.1% |
763,659 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.157 |
4.057 |
3.723 |
|
| R3 |
3.996 |
3.896 |
3.678 |
|
| R2 |
3.835 |
3.835 |
3.664 |
|
| R1 |
3.735 |
3.735 |
3.649 |
3.705 |
| PP |
3.674 |
3.674 |
3.674 |
3.659 |
| S1 |
3.574 |
3.574 |
3.619 |
3.544 |
| S2 |
3.513 |
3.513 |
3.604 |
|
| S3 |
3.352 |
3.413 |
3.590 |
|
| S4 |
3.191 |
3.252 |
3.545 |
|
|
| 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 |
6.6% |
0.152 |
4.2% |
21% |
False |
False |
155,554 |
| 10 |
4.367 |
3.585 |
0.782 |
21.5% |
0.161 |
4.4% |
6% |
False |
False |
147,339 |
| 20 |
4.689 |
3.585 |
1.104 |
30.4% |
0.189 |
5.2% |
4% |
False |
False |
137,809 |
| 40 |
4.689 |
3.585 |
1.104 |
30.4% |
0.161 |
4.4% |
4% |
False |
False |
97,067 |
| 60 |
4.689 |
3.585 |
1.104 |
30.4% |
0.141 |
3.9% |
4% |
False |
False |
76,122 |
| 80 |
4.689 |
3.585 |
1.104 |
30.4% |
0.129 |
3.5% |
4% |
False |
False |
62,871 |
| 100 |
4.689 |
3.585 |
1.104 |
30.4% |
0.122 |
3.3% |
4% |
False |
False |
54,156 |
| 120 |
4.727 |
3.585 |
1.142 |
31.4% |
0.115 |
3.2% |
4% |
False |
False |
47,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.459 |
|
2.618 |
4.196 |
|
1.618 |
4.035 |
|
1.000 |
3.936 |
|
0.618 |
3.874 |
|
HIGH |
3.775 |
|
0.618 |
3.713 |
|
0.500 |
3.695 |
|
0.382 |
3.676 |
|
LOW |
3.614 |
|
0.618 |
3.515 |
|
1.000 |
3.453 |
|
1.618 |
3.354 |
|
2.618 |
3.193 |
|
4.250 |
2.930 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.695 |
3.691 |
| PP |
3.674 |
3.672 |
| S1 |
3.654 |
3.653 |
|