NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.637 |
3.765 |
0.128 |
3.5% |
3.934 |
| High |
3.786 |
3.765 |
-0.021 |
-0.6% |
3.984 |
| Low |
3.634 |
3.550 |
-0.084 |
-2.3% |
3.604 |
| Close |
3.774 |
3.579 |
-0.195 |
-5.2% |
3.774 |
| Range |
0.152 |
0.215 |
0.063 |
41.4% |
0.380 |
| ATR |
0.172 |
0.176 |
0.004 |
2.1% |
0.000 |
| Volume |
37,405 |
66,743 |
29,338 |
78.4% |
193,225 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.276 |
4.143 |
3.697 |
|
| R3 |
4.061 |
3.928 |
3.638 |
|
| R2 |
3.846 |
3.846 |
3.618 |
|
| R1 |
3.713 |
3.713 |
3.599 |
3.672 |
| PP |
3.631 |
3.631 |
3.631 |
3.611 |
| S1 |
3.498 |
3.498 |
3.559 |
3.457 |
| S2 |
3.416 |
3.416 |
3.540 |
|
| S3 |
3.201 |
3.283 |
3.520 |
|
| S4 |
2.986 |
3.068 |
3.461 |
|
|
| 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 |
3.966 |
3.550 |
0.416 |
11.6% |
0.154 |
4.3% |
7% |
False |
True |
47,027 |
| 10 |
4.412 |
3.550 |
0.862 |
24.1% |
0.167 |
4.7% |
3% |
False |
True |
40,577 |
| 20 |
4.530 |
3.550 |
0.980 |
27.4% |
0.180 |
5.0% |
3% |
False |
True |
46,508 |
| 40 |
4.530 |
3.550 |
0.980 |
27.4% |
0.148 |
4.1% |
3% |
False |
True |
37,665 |
| 60 |
4.530 |
3.550 |
0.980 |
27.4% |
0.128 |
3.6% |
3% |
False |
True |
31,360 |
| 80 |
4.530 |
3.550 |
0.980 |
27.4% |
0.116 |
3.2% |
3% |
False |
True |
26,796 |
| 100 |
4.530 |
3.550 |
0.980 |
27.4% |
0.108 |
3.0% |
3% |
False |
True |
23,248 |
| 120 |
4.693 |
3.550 |
1.143 |
31.9% |
0.101 |
2.8% |
3% |
False |
True |
20,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.679 |
|
2.618 |
4.328 |
|
1.618 |
4.113 |
|
1.000 |
3.980 |
|
0.618 |
3.898 |
|
HIGH |
3.765 |
|
0.618 |
3.683 |
|
0.500 |
3.658 |
|
0.382 |
3.632 |
|
LOW |
3.550 |
|
0.618 |
3.417 |
|
1.000 |
3.335 |
|
1.618 |
3.202 |
|
2.618 |
2.987 |
|
4.250 |
2.636 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.658 |
3.668 |
| PP |
3.631 |
3.638 |
| S1 |
3.605 |
3.609 |
|