NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.934 |
3.951 |
0.017 |
0.4% |
4.100 |
| High |
3.984 |
3.966 |
-0.018 |
-0.5% |
4.412 |
| Low |
3.870 |
3.813 |
-0.057 |
-1.5% |
4.015 |
| Close |
3.953 |
3.831 |
-0.122 |
-3.1% |
4.028 |
| Range |
0.114 |
0.153 |
0.039 |
34.2% |
0.397 |
| ATR |
0.180 |
0.178 |
-0.002 |
-1.1% |
0.000 |
| Volume |
24,830 |
45,729 |
20,899 |
84.2% |
145,803 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.329 |
4.233 |
3.915 |
|
| R3 |
4.176 |
4.080 |
3.873 |
|
| R2 |
4.023 |
4.023 |
3.859 |
|
| R1 |
3.927 |
3.927 |
3.845 |
3.899 |
| PP |
3.870 |
3.870 |
3.870 |
3.856 |
| S1 |
3.774 |
3.774 |
3.817 |
3.746 |
| S2 |
3.717 |
3.717 |
3.803 |
|
| S3 |
3.564 |
3.621 |
3.789 |
|
| S4 |
3.411 |
3.468 |
3.747 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.343 |
5.082 |
4.246 |
|
| R3 |
4.946 |
4.685 |
4.137 |
|
| R2 |
4.549 |
4.549 |
4.101 |
|
| R1 |
4.288 |
4.288 |
4.064 |
4.220 |
| PP |
4.152 |
4.152 |
4.152 |
4.118 |
| S1 |
3.891 |
3.891 |
3.992 |
3.823 |
| S2 |
3.755 |
3.755 |
3.955 |
|
| S3 |
3.358 |
3.494 |
3.919 |
|
| S4 |
2.961 |
3.097 |
3.810 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.412 |
3.813 |
0.599 |
15.6% |
0.179 |
4.7% |
3% |
False |
True |
34,330 |
| 10 |
4.530 |
3.813 |
0.717 |
18.7% |
0.197 |
5.1% |
3% |
False |
True |
45,400 |
| 20 |
4.530 |
3.813 |
0.717 |
18.7% |
0.186 |
4.9% |
3% |
False |
True |
48,563 |
| 40 |
4.530 |
3.648 |
0.882 |
23.0% |
0.140 |
3.7% |
21% |
False |
False |
35,260 |
| 60 |
4.530 |
3.648 |
0.882 |
23.0% |
0.124 |
3.2% |
21% |
False |
False |
29,335 |
| 80 |
4.530 |
3.648 |
0.882 |
23.0% |
0.112 |
2.9% |
21% |
False |
False |
24,998 |
| 100 |
4.530 |
3.648 |
0.882 |
23.0% |
0.104 |
2.7% |
21% |
False |
False |
21,642 |
| 120 |
4.810 |
3.648 |
1.162 |
30.3% |
0.099 |
2.6% |
16% |
False |
False |
19,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.616 |
|
2.618 |
4.367 |
|
1.618 |
4.214 |
|
1.000 |
4.119 |
|
0.618 |
4.061 |
|
HIGH |
3.966 |
|
0.618 |
3.908 |
|
0.500 |
3.890 |
|
0.382 |
3.871 |
|
LOW |
3.813 |
|
0.618 |
3.718 |
|
1.000 |
3.660 |
|
1.618 |
3.565 |
|
2.618 |
3.412 |
|
4.250 |
3.163 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.890 |
4.044 |
| PP |
3.870 |
3.973 |
| S1 |
3.851 |
3.902 |
|