NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.974 |
4.011 |
0.037 |
0.9% |
4.190 |
| High |
4.040 |
4.020 |
-0.020 |
-0.5% |
4.494 |
| Low |
3.929 |
3.859 |
-0.070 |
-1.8% |
4.070 |
| Close |
4.009 |
3.877 |
-0.132 |
-3.3% |
4.085 |
| Range |
0.111 |
0.161 |
0.050 |
45.0% |
0.424 |
| ATR |
0.189 |
0.187 |
-0.002 |
-1.1% |
0.000 |
| Volume |
24,485 |
47,286 |
22,801 |
93.1% |
104,040 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.402 |
4.300 |
3.966 |
|
| R3 |
4.241 |
4.139 |
3.921 |
|
| R2 |
4.080 |
4.080 |
3.907 |
|
| R1 |
3.978 |
3.978 |
3.892 |
3.949 |
| PP |
3.919 |
3.919 |
3.919 |
3.904 |
| S1 |
3.817 |
3.817 |
3.862 |
3.788 |
| S2 |
3.758 |
3.758 |
3.847 |
|
| S3 |
3.597 |
3.656 |
3.833 |
|
| S4 |
3.436 |
3.495 |
3.788 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.488 |
5.211 |
4.318 |
|
| R3 |
5.064 |
4.787 |
4.202 |
|
| R2 |
4.640 |
4.640 |
4.163 |
|
| R1 |
4.363 |
4.363 |
4.124 |
4.290 |
| PP |
4.216 |
4.216 |
4.216 |
4.180 |
| S1 |
3.939 |
3.939 |
4.046 |
3.866 |
| S2 |
3.792 |
3.792 |
4.007 |
|
| S3 |
3.368 |
3.515 |
3.968 |
|
| S4 |
2.944 |
3.091 |
3.852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.494 |
3.859 |
0.635 |
16.4% |
0.189 |
4.9% |
3% |
False |
True |
29,390 |
| 10 |
4.639 |
3.859 |
0.780 |
20.1% |
0.207 |
5.3% |
2% |
False |
True |
33,381 |
| 20 |
4.639 |
3.859 |
0.780 |
20.1% |
0.196 |
5.1% |
2% |
False |
True |
32,635 |
| 40 |
4.639 |
3.703 |
0.936 |
24.1% |
0.145 |
3.7% |
19% |
False |
False |
22,730 |
| 60 |
4.639 |
3.703 |
0.936 |
24.1% |
0.128 |
3.3% |
19% |
False |
False |
18,089 |
| 80 |
4.639 |
3.703 |
0.936 |
24.1% |
0.117 |
3.0% |
19% |
False |
False |
14,782 |
| 100 |
4.639 |
3.703 |
0.936 |
24.1% |
0.109 |
2.8% |
19% |
False |
False |
12,444 |
| 120 |
4.895 |
3.703 |
1.192 |
30.7% |
0.103 |
2.7% |
15% |
False |
False |
10,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.704 |
|
2.618 |
4.441 |
|
1.618 |
4.280 |
|
1.000 |
4.181 |
|
0.618 |
4.119 |
|
HIGH |
4.020 |
|
0.618 |
3.958 |
|
0.500 |
3.940 |
|
0.382 |
3.921 |
|
LOW |
3.859 |
|
0.618 |
3.760 |
|
1.000 |
3.698 |
|
1.618 |
3.599 |
|
2.618 |
3.438 |
|
4.250 |
3.175 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.940 |
4.105 |
| PP |
3.919 |
4.029 |
| S1 |
3.898 |
3.953 |
|