NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.787 |
3.671 |
-0.116 |
-3.1% |
3.974 |
| High |
3.806 |
3.839 |
0.033 |
0.9% |
4.040 |
| Low |
3.648 |
3.671 |
0.023 |
0.6% |
3.648 |
| Close |
3.661 |
3.823 |
0.162 |
4.4% |
3.823 |
| Range |
0.158 |
0.168 |
0.010 |
6.3% |
0.392 |
| ATR |
0.181 |
0.180 |
0.000 |
-0.1% |
0.000 |
| Volume |
28,696 |
39,381 |
10,685 |
37.2% |
181,951 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.282 |
4.220 |
3.915 |
|
| R3 |
4.114 |
4.052 |
3.869 |
|
| R2 |
3.946 |
3.946 |
3.854 |
|
| R1 |
3.884 |
3.884 |
3.838 |
3.915 |
| PP |
3.778 |
3.778 |
3.778 |
3.793 |
| S1 |
3.716 |
3.716 |
3.808 |
3.747 |
| S2 |
3.610 |
3.610 |
3.792 |
|
| S3 |
3.442 |
3.548 |
3.777 |
|
| S4 |
3.274 |
3.380 |
3.731 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.013 |
4.810 |
4.039 |
|
| R3 |
4.621 |
4.418 |
3.931 |
|
| R2 |
4.229 |
4.229 |
3.895 |
|
| R1 |
4.026 |
4.026 |
3.859 |
3.932 |
| PP |
3.837 |
3.837 |
3.837 |
3.790 |
| S1 |
3.634 |
3.634 |
3.787 |
3.540 |
| S2 |
3.445 |
3.445 |
3.751 |
|
| S3 |
3.053 |
3.242 |
3.715 |
|
| S4 |
2.661 |
2.850 |
3.607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.040 |
3.648 |
0.392 |
10.3% |
0.141 |
3.7% |
45% |
False |
False |
36,390 |
| 10 |
4.639 |
3.648 |
0.991 |
25.9% |
0.181 |
4.7% |
18% |
False |
False |
33,726 |
| 20 |
4.639 |
3.648 |
0.991 |
25.9% |
0.188 |
4.9% |
18% |
False |
False |
33,193 |
| 40 |
4.639 |
3.648 |
0.991 |
25.9% |
0.148 |
3.9% |
18% |
False |
False |
24,553 |
| 60 |
4.639 |
3.648 |
0.991 |
25.9% |
0.130 |
3.4% |
18% |
False |
False |
19,513 |
| 80 |
4.639 |
3.648 |
0.991 |
25.9% |
0.120 |
3.1% |
18% |
False |
False |
16,059 |
| 100 |
4.639 |
3.648 |
0.991 |
25.9% |
0.112 |
2.9% |
18% |
False |
False |
13,490 |
| 120 |
4.872 |
3.648 |
1.224 |
32.0% |
0.105 |
2.8% |
14% |
False |
False |
11,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.553 |
|
2.618 |
4.279 |
|
1.618 |
4.111 |
|
1.000 |
4.007 |
|
0.618 |
3.943 |
|
HIGH |
3.839 |
|
0.618 |
3.775 |
|
0.500 |
3.755 |
|
0.382 |
3.735 |
|
LOW |
3.671 |
|
0.618 |
3.567 |
|
1.000 |
3.503 |
|
1.618 |
3.399 |
|
2.618 |
3.231 |
|
4.250 |
2.957 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.800 |
3.801 |
| PP |
3.778 |
3.779 |
| S1 |
3.755 |
3.757 |
|