NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.860 |
3.787 |
-0.073 |
-1.9% |
4.190 |
| High |
3.866 |
3.806 |
-0.060 |
-1.6% |
4.494 |
| Low |
3.759 |
3.648 |
-0.111 |
-3.0% |
4.070 |
| Close |
3.808 |
3.661 |
-0.147 |
-3.9% |
4.085 |
| Range |
0.107 |
0.158 |
0.051 |
47.7% |
0.424 |
| ATR |
0.182 |
0.181 |
-0.002 |
-0.9% |
0.000 |
| Volume |
42,103 |
28,696 |
-13,407 |
-31.8% |
104,040 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.179 |
4.078 |
3.748 |
|
| R3 |
4.021 |
3.920 |
3.704 |
|
| R2 |
3.863 |
3.863 |
3.690 |
|
| R1 |
3.762 |
3.762 |
3.675 |
3.734 |
| PP |
3.705 |
3.705 |
3.705 |
3.691 |
| S1 |
3.604 |
3.604 |
3.647 |
3.576 |
| S2 |
3.547 |
3.547 |
3.632 |
|
| S3 |
3.389 |
3.446 |
3.618 |
|
| S4 |
3.231 |
3.288 |
3.574 |
|
|
| 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 |
4.350 |
3.648 |
0.702 |
19.2% |
0.163 |
4.5% |
2% |
False |
True |
33,504 |
| 10 |
4.639 |
3.648 |
0.991 |
27.1% |
0.187 |
5.1% |
1% |
False |
True |
34,088 |
| 20 |
4.639 |
3.648 |
0.991 |
27.1% |
0.194 |
5.3% |
1% |
False |
True |
33,116 |
| 40 |
4.639 |
3.648 |
0.991 |
27.1% |
0.147 |
4.0% |
1% |
False |
True |
23,933 |
| 60 |
4.639 |
3.648 |
0.991 |
27.1% |
0.129 |
3.5% |
1% |
False |
True |
18,953 |
| 80 |
4.639 |
3.648 |
0.991 |
27.1% |
0.119 |
3.3% |
1% |
False |
True |
15,609 |
| 100 |
4.639 |
3.648 |
0.991 |
27.1% |
0.110 |
3.0% |
1% |
False |
True |
13,115 |
| 120 |
4.872 |
3.648 |
1.224 |
33.4% |
0.104 |
2.8% |
1% |
False |
True |
11,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.478 |
|
2.618 |
4.220 |
|
1.618 |
4.062 |
|
1.000 |
3.964 |
|
0.618 |
3.904 |
|
HIGH |
3.806 |
|
0.618 |
3.746 |
|
0.500 |
3.727 |
|
0.382 |
3.708 |
|
LOW |
3.648 |
|
0.618 |
3.550 |
|
1.000 |
3.490 |
|
1.618 |
3.392 |
|
2.618 |
3.234 |
|
4.250 |
2.977 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.727 |
3.834 |
| PP |
3.705 |
3.776 |
| S1 |
3.683 |
3.719 |
|