NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.648 |
3.661 |
0.013 |
0.4% |
3.974 |
| High |
3.734 |
3.768 |
0.034 |
0.9% |
4.040 |
| Low |
3.634 |
3.635 |
0.001 |
0.0% |
3.648 |
| Close |
3.681 |
3.736 |
0.055 |
1.5% |
3.823 |
| Range |
0.100 |
0.133 |
0.033 |
33.0% |
0.392 |
| ATR |
0.177 |
0.174 |
-0.003 |
-1.8% |
0.000 |
| Volume |
51,060 |
57,880 |
6,820 |
13.4% |
181,951 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.112 |
4.057 |
3.809 |
|
| R3 |
3.979 |
3.924 |
3.773 |
|
| R2 |
3.846 |
3.846 |
3.760 |
|
| R1 |
3.791 |
3.791 |
3.748 |
3.819 |
| PP |
3.713 |
3.713 |
3.713 |
3.727 |
| S1 |
3.658 |
3.658 |
3.724 |
3.686 |
| S2 |
3.580 |
3.580 |
3.712 |
|
| S3 |
3.447 |
3.525 |
3.699 |
|
| S4 |
3.314 |
3.392 |
3.663 |
|
|
| 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 |
3.839 |
3.612 |
0.227 |
6.1% |
0.151 |
4.0% |
55% |
False |
False |
45,367 |
| 10 |
4.494 |
3.612 |
0.882 |
23.6% |
0.160 |
4.3% |
14% |
False |
False |
38,745 |
| 20 |
4.639 |
3.612 |
1.027 |
27.5% |
0.177 |
4.7% |
12% |
False |
False |
35,392 |
| 40 |
4.639 |
3.612 |
1.027 |
27.5% |
0.152 |
4.1% |
12% |
False |
False |
27,705 |
| 60 |
4.639 |
3.612 |
1.027 |
27.5% |
0.132 |
3.5% |
12% |
False |
False |
21,640 |
| 80 |
4.639 |
3.612 |
1.027 |
27.5% |
0.122 |
3.3% |
12% |
False |
False |
17,885 |
| 100 |
4.639 |
3.612 |
1.027 |
27.5% |
0.114 |
3.0% |
12% |
False |
False |
14,905 |
| 120 |
4.690 |
3.612 |
1.078 |
28.9% |
0.107 |
2.9% |
12% |
False |
False |
12,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.333 |
|
2.618 |
4.116 |
|
1.618 |
3.983 |
|
1.000 |
3.901 |
|
0.618 |
3.850 |
|
HIGH |
3.768 |
|
0.618 |
3.717 |
|
0.500 |
3.702 |
|
0.382 |
3.686 |
|
LOW |
3.635 |
|
0.618 |
3.553 |
|
1.000 |
3.502 |
|
1.618 |
3.420 |
|
2.618 |
3.287 |
|
4.250 |
3.070 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.725 |
3.727 |
| PP |
3.713 |
3.718 |
| S1 |
3.702 |
3.710 |
|