NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.741 |
3.637 |
-0.104 |
-2.8% |
3.934 |
| High |
3.753 |
3.786 |
0.033 |
0.9% |
3.984 |
| Low |
3.604 |
3.634 |
0.030 |
0.8% |
3.604 |
| Close |
3.613 |
3.774 |
0.161 |
4.5% |
3.774 |
| Range |
0.149 |
0.152 |
0.003 |
2.0% |
0.380 |
| ATR |
0.172 |
0.172 |
0.000 |
0.0% |
0.000 |
| Volume |
40,043 |
37,405 |
-2,638 |
-6.6% |
193,225 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.187 |
4.133 |
3.858 |
|
| R3 |
4.035 |
3.981 |
3.816 |
|
| R2 |
3.883 |
3.883 |
3.802 |
|
| R1 |
3.829 |
3.829 |
3.788 |
3.856 |
| PP |
3.731 |
3.731 |
3.731 |
3.745 |
| S1 |
3.677 |
3.677 |
3.760 |
3.704 |
| S2 |
3.579 |
3.579 |
3.746 |
|
| S3 |
3.427 |
3.525 |
3.732 |
|
| S4 |
3.275 |
3.373 |
3.690 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.927 |
4.731 |
3.983 |
|
| R3 |
4.547 |
4.351 |
3.879 |
|
| R2 |
4.167 |
4.167 |
3.844 |
|
| R1 |
3.971 |
3.971 |
3.809 |
3.879 |
| PP |
3.787 |
3.787 |
3.787 |
3.742 |
| S1 |
3.591 |
3.591 |
3.739 |
3.499 |
| S2 |
3.407 |
3.407 |
3.704 |
|
| S3 |
3.027 |
3.211 |
3.670 |
|
| S4 |
2.647 |
2.831 |
3.565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.984 |
3.604 |
0.380 |
10.1% |
0.134 |
3.5% |
45% |
False |
False |
38,645 |
| 10 |
4.530 |
3.604 |
0.926 |
24.5% |
0.170 |
4.5% |
18% |
False |
False |
40,581 |
| 20 |
4.530 |
3.604 |
0.926 |
24.5% |
0.179 |
4.7% |
18% |
False |
False |
47,308 |
| 40 |
4.530 |
3.604 |
0.926 |
24.5% |
0.143 |
3.8% |
18% |
False |
False |
36,684 |
| 60 |
4.530 |
3.604 |
0.926 |
24.5% |
0.125 |
3.3% |
18% |
False |
False |
30,561 |
| 80 |
4.530 |
3.604 |
0.926 |
24.5% |
0.114 |
3.0% |
18% |
False |
False |
26,236 |
| 100 |
4.530 |
3.604 |
0.926 |
24.5% |
0.106 |
2.8% |
18% |
False |
False |
22,634 |
| 120 |
4.763 |
3.604 |
1.159 |
30.7% |
0.101 |
2.7% |
15% |
False |
False |
20,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.432 |
|
2.618 |
4.184 |
|
1.618 |
4.032 |
|
1.000 |
3.938 |
|
0.618 |
3.880 |
|
HIGH |
3.786 |
|
0.618 |
3.728 |
|
0.500 |
3.710 |
|
0.382 |
3.692 |
|
LOW |
3.634 |
|
0.618 |
3.540 |
|
1.000 |
3.482 |
|
1.618 |
3.388 |
|
2.618 |
3.236 |
|
4.250 |
2.988 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.753 |
3.753 |
| PP |
3.731 |
3.732 |
| S1 |
3.710 |
3.711 |
|