NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
4.011 |
3.860 |
-0.151 |
-3.8% |
4.190 |
| High |
4.020 |
3.866 |
-0.154 |
-3.8% |
4.494 |
| Low |
3.859 |
3.759 |
-0.100 |
-2.6% |
4.070 |
| Close |
3.877 |
3.808 |
-0.069 |
-1.8% |
4.085 |
| Range |
0.161 |
0.107 |
-0.054 |
-33.5% |
0.424 |
| ATR |
0.187 |
0.182 |
-0.005 |
-2.6% |
0.000 |
| Volume |
47,286 |
42,103 |
-5,183 |
-11.0% |
104,040 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.132 |
4.077 |
3.867 |
|
| R3 |
4.025 |
3.970 |
3.837 |
|
| R2 |
3.918 |
3.918 |
3.828 |
|
| R1 |
3.863 |
3.863 |
3.818 |
3.837 |
| PP |
3.811 |
3.811 |
3.811 |
3.798 |
| S1 |
3.756 |
3.756 |
3.798 |
3.730 |
| S2 |
3.704 |
3.704 |
3.788 |
|
| S3 |
3.597 |
3.649 |
3.779 |
|
| S4 |
3.490 |
3.542 |
3.749 |
|
|
| 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 |
3.759 |
0.735 |
19.3% |
0.168 |
4.4% |
7% |
False |
True |
32,124 |
| 10 |
4.639 |
3.759 |
0.880 |
23.1% |
0.200 |
5.3% |
6% |
False |
True |
34,984 |
| 20 |
4.639 |
3.759 |
0.880 |
23.1% |
0.195 |
5.1% |
6% |
False |
True |
33,084 |
| 40 |
4.639 |
3.703 |
0.936 |
24.6% |
0.145 |
3.8% |
11% |
False |
False |
23,546 |
| 60 |
4.639 |
3.703 |
0.936 |
24.6% |
0.128 |
3.3% |
11% |
False |
False |
18,649 |
| 80 |
4.639 |
3.703 |
0.936 |
24.6% |
0.118 |
3.1% |
11% |
False |
False |
15,277 |
| 100 |
4.639 |
3.703 |
0.936 |
24.6% |
0.109 |
2.9% |
11% |
False |
False |
12,848 |
| 120 |
4.895 |
3.703 |
1.192 |
31.3% |
0.104 |
2.7% |
9% |
False |
False |
11,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.321 |
|
2.618 |
4.146 |
|
1.618 |
4.039 |
|
1.000 |
3.973 |
|
0.618 |
3.932 |
|
HIGH |
3.866 |
|
0.618 |
3.825 |
|
0.500 |
3.813 |
|
0.382 |
3.800 |
|
LOW |
3.759 |
|
0.618 |
3.693 |
|
1.000 |
3.652 |
|
1.618 |
3.586 |
|
2.618 |
3.479 |
|
4.250 |
3.304 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.813 |
3.900 |
| PP |
3.811 |
3.869 |
| S1 |
3.810 |
3.839 |
|