NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.951 |
3.817 |
-0.134 |
-3.4% |
4.100 |
| High |
3.966 |
3.818 |
-0.148 |
-3.7% |
4.412 |
| Low |
3.813 |
3.718 |
-0.095 |
-2.5% |
4.015 |
| Close |
3.831 |
3.761 |
-0.070 |
-1.8% |
4.028 |
| Range |
0.153 |
0.100 |
-0.053 |
-34.6% |
0.397 |
| ATR |
0.178 |
0.174 |
-0.005 |
-2.6% |
0.000 |
| Volume |
45,729 |
45,218 |
-511 |
-1.1% |
145,803 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.066 |
4.013 |
3.816 |
|
| R3 |
3.966 |
3.913 |
3.789 |
|
| R2 |
3.866 |
3.866 |
3.779 |
|
| R1 |
3.813 |
3.813 |
3.770 |
3.790 |
| PP |
3.766 |
3.766 |
3.766 |
3.754 |
| S1 |
3.713 |
3.713 |
3.752 |
3.690 |
| S2 |
3.666 |
3.666 |
3.743 |
|
| S3 |
3.566 |
3.613 |
3.734 |
|
| S4 |
3.466 |
3.513 |
3.706 |
|
|
| 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 |
3.718 |
0.694 |
18.5% |
0.160 |
4.2% |
6% |
False |
True |
35,705 |
| 10 |
4.530 |
3.718 |
0.812 |
21.6% |
0.190 |
5.0% |
5% |
False |
True |
45,799 |
| 20 |
4.530 |
3.718 |
0.812 |
21.6% |
0.185 |
4.9% |
5% |
False |
True |
48,461 |
| 40 |
4.530 |
3.648 |
0.882 |
23.5% |
0.140 |
3.7% |
13% |
False |
False |
35,958 |
| 60 |
4.530 |
3.648 |
0.882 |
23.5% |
0.123 |
3.3% |
13% |
False |
False |
29,880 |
| 80 |
4.530 |
3.648 |
0.882 |
23.5% |
0.112 |
3.0% |
13% |
False |
False |
25,466 |
| 100 |
4.530 |
3.648 |
0.882 |
23.5% |
0.104 |
2.8% |
13% |
False |
False |
22,006 |
| 120 |
4.810 |
3.648 |
1.162 |
30.9% |
0.099 |
2.6% |
10% |
False |
False |
19,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.243 |
|
2.618 |
4.080 |
|
1.618 |
3.980 |
|
1.000 |
3.918 |
|
0.618 |
3.880 |
|
HIGH |
3.818 |
|
0.618 |
3.780 |
|
0.500 |
3.768 |
|
0.382 |
3.756 |
|
LOW |
3.718 |
|
0.618 |
3.656 |
|
1.000 |
3.618 |
|
1.618 |
3.556 |
|
2.618 |
3.456 |
|
4.250 |
3.293 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.768 |
3.851 |
| PP |
3.766 |
3.821 |
| S1 |
3.763 |
3.791 |
|