NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.817 |
3.741 |
-0.076 |
-2.0% |
4.100 |
| High |
3.818 |
3.753 |
-0.065 |
-1.7% |
4.412 |
| Low |
3.718 |
3.604 |
-0.114 |
-3.1% |
4.015 |
| Close |
3.761 |
3.613 |
-0.148 |
-3.9% |
4.028 |
| Range |
0.100 |
0.149 |
0.049 |
49.0% |
0.397 |
| ATR |
0.174 |
0.172 |
-0.001 |
-0.7% |
0.000 |
| Volume |
45,218 |
40,043 |
-5,175 |
-11.4% |
145,803 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.104 |
4.007 |
3.695 |
|
| R3 |
3.955 |
3.858 |
3.654 |
|
| R2 |
3.806 |
3.806 |
3.640 |
|
| R1 |
3.709 |
3.709 |
3.627 |
3.683 |
| PP |
3.657 |
3.657 |
3.657 |
3.644 |
| S1 |
3.560 |
3.560 |
3.599 |
3.534 |
| S2 |
3.508 |
3.508 |
3.586 |
|
| S3 |
3.359 |
3.411 |
3.572 |
|
| S4 |
3.210 |
3.262 |
3.531 |
|
|
| 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 |
4.274 |
3.604 |
0.670 |
18.5% |
0.155 |
4.3% |
1% |
False |
True |
37,685 |
| 10 |
4.530 |
3.604 |
0.926 |
25.6% |
0.176 |
4.9% |
1% |
False |
True |
43,544 |
| 20 |
4.530 |
3.604 |
0.926 |
25.6% |
0.184 |
5.1% |
1% |
False |
True |
48,162 |
| 40 |
4.530 |
3.604 |
0.926 |
25.6% |
0.142 |
3.9% |
1% |
False |
True |
36,350 |
| 60 |
4.530 |
3.604 |
0.926 |
25.6% |
0.125 |
3.5% |
1% |
False |
True |
30,132 |
| 80 |
4.530 |
3.604 |
0.926 |
25.6% |
0.114 |
3.1% |
1% |
False |
True |
25,883 |
| 100 |
4.530 |
3.604 |
0.926 |
25.6% |
0.105 |
2.9% |
1% |
False |
True |
22,333 |
| 120 |
4.763 |
3.604 |
1.159 |
32.1% |
0.100 |
2.8% |
1% |
False |
True |
19,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.386 |
|
2.618 |
4.143 |
|
1.618 |
3.994 |
|
1.000 |
3.902 |
|
0.618 |
3.845 |
|
HIGH |
3.753 |
|
0.618 |
3.696 |
|
0.500 |
3.679 |
|
0.382 |
3.661 |
|
LOW |
3.604 |
|
0.618 |
3.512 |
|
1.000 |
3.455 |
|
1.618 |
3.363 |
|
2.618 |
3.214 |
|
4.250 |
2.971 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.679 |
3.785 |
| PP |
3.657 |
3.728 |
| S1 |
3.635 |
3.670 |
|