NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.661 |
3.737 |
0.076 |
2.1% |
3.974 |
| High |
3.768 |
3.805 |
0.037 |
1.0% |
4.040 |
| Low |
3.635 |
3.645 |
0.010 |
0.3% |
3.648 |
| Close |
3.736 |
3.663 |
-0.073 |
-2.0% |
3.823 |
| Range |
0.133 |
0.160 |
0.027 |
20.3% |
0.392 |
| ATR |
0.174 |
0.173 |
-0.001 |
-0.6% |
0.000 |
| Volume |
57,880 |
71,094 |
13,214 |
22.8% |
181,951 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.184 |
4.084 |
3.751 |
|
| R3 |
4.024 |
3.924 |
3.707 |
|
| R2 |
3.864 |
3.864 |
3.692 |
|
| R1 |
3.764 |
3.764 |
3.678 |
3.734 |
| PP |
3.704 |
3.704 |
3.704 |
3.690 |
| S1 |
3.604 |
3.604 |
3.648 |
3.574 |
| S2 |
3.544 |
3.544 |
3.634 |
|
| S3 |
3.384 |
3.444 |
3.619 |
|
| S4 |
3.224 |
3.284 |
3.575 |
|
|
| 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 |
6.2% |
0.151 |
4.1% |
22% |
False |
False |
53,847 |
| 10 |
4.350 |
3.612 |
0.738 |
20.1% |
0.157 |
4.3% |
7% |
False |
False |
43,675 |
| 20 |
4.639 |
3.612 |
1.027 |
28.0% |
0.181 |
4.9% |
5% |
False |
False |
37,543 |
| 40 |
4.639 |
3.612 |
1.027 |
28.0% |
0.154 |
4.2% |
5% |
False |
False |
29,160 |
| 60 |
4.639 |
3.612 |
1.027 |
28.0% |
0.134 |
3.7% |
5% |
False |
False |
22,718 |
| 80 |
4.639 |
3.612 |
1.027 |
28.0% |
0.122 |
3.3% |
5% |
False |
False |
18,705 |
| 100 |
4.639 |
3.612 |
1.027 |
28.0% |
0.115 |
3.1% |
5% |
False |
False |
15,595 |
| 120 |
4.690 |
3.612 |
1.078 |
29.4% |
0.107 |
2.9% |
5% |
False |
False |
13,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.485 |
|
2.618 |
4.224 |
|
1.618 |
4.064 |
|
1.000 |
3.965 |
|
0.618 |
3.904 |
|
HIGH |
3.805 |
|
0.618 |
3.744 |
|
0.500 |
3.725 |
|
0.382 |
3.706 |
|
LOW |
3.645 |
|
0.618 |
3.546 |
|
1.000 |
3.485 |
|
1.618 |
3.386 |
|
2.618 |
3.226 |
|
4.250 |
2.965 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.725 |
3.720 |
| PP |
3.704 |
3.701 |
| S1 |
3.684 |
3.682 |
|