NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.671 |
3.805 |
0.134 |
3.7% |
3.974 |
| High |
3.839 |
3.807 |
-0.032 |
-0.8% |
4.040 |
| Low |
3.671 |
3.612 |
-0.059 |
-1.6% |
3.648 |
| Close |
3.823 |
3.623 |
-0.200 |
-5.2% |
3.823 |
| Range |
0.168 |
0.195 |
0.027 |
16.1% |
0.392 |
| ATR |
0.180 |
0.183 |
0.002 |
1.2% |
0.000 |
| Volume |
39,381 |
49,821 |
10,440 |
26.5% |
181,951 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.266 |
4.139 |
3.730 |
|
| R3 |
4.071 |
3.944 |
3.677 |
|
| R2 |
3.876 |
3.876 |
3.659 |
|
| R1 |
3.749 |
3.749 |
3.641 |
3.715 |
| PP |
3.681 |
3.681 |
3.681 |
3.664 |
| S1 |
3.554 |
3.554 |
3.605 |
3.520 |
| S2 |
3.486 |
3.486 |
3.587 |
|
| S3 |
3.291 |
3.359 |
3.569 |
|
| S4 |
3.096 |
3.164 |
3.516 |
|
|
| 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 |
4.020 |
3.612 |
0.408 |
11.3% |
0.158 |
4.4% |
3% |
False |
True |
41,457 |
| 10 |
4.494 |
3.612 |
0.882 |
24.3% |
0.173 |
4.8% |
1% |
False |
True |
33,581 |
| 20 |
4.639 |
3.612 |
1.027 |
28.3% |
0.188 |
5.2% |
1% |
False |
True |
32,941 |
| 40 |
4.639 |
3.612 |
1.027 |
28.3% |
0.152 |
4.2% |
1% |
False |
True |
25,432 |
| 60 |
4.639 |
3.612 |
1.027 |
28.3% |
0.132 |
3.7% |
1% |
False |
True |
20,151 |
| 80 |
4.639 |
3.612 |
1.027 |
28.3% |
0.121 |
3.3% |
1% |
False |
True |
16,630 |
| 100 |
4.639 |
3.612 |
1.027 |
28.3% |
0.112 |
3.1% |
1% |
False |
True |
13,972 |
| 120 |
4.800 |
3.612 |
1.188 |
32.8% |
0.106 |
2.9% |
1% |
False |
True |
11,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.636 |
|
2.618 |
4.318 |
|
1.618 |
4.123 |
|
1.000 |
4.002 |
|
0.618 |
3.928 |
|
HIGH |
3.807 |
|
0.618 |
3.733 |
|
0.500 |
3.710 |
|
0.382 |
3.686 |
|
LOW |
3.612 |
|
0.618 |
3.491 |
|
1.000 |
3.417 |
|
1.618 |
3.296 |
|
2.618 |
3.101 |
|
4.250 |
2.783 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.710 |
3.726 |
| PP |
3.681 |
3.691 |
| S1 |
3.652 |
3.657 |
|