NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.765 |
3.601 |
-0.164 |
-4.4% |
3.934 |
| High |
3.765 |
3.690 |
-0.075 |
-2.0% |
3.984 |
| Low |
3.550 |
3.588 |
0.038 |
1.1% |
3.604 |
| Close |
3.579 |
3.640 |
0.061 |
1.7% |
3.774 |
| Range |
0.215 |
0.102 |
-0.113 |
-52.6% |
0.380 |
| ATR |
0.176 |
0.171 |
-0.005 |
-2.6% |
0.000 |
| Volume |
66,743 |
62,333 |
-4,410 |
-6.6% |
193,225 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.945 |
3.895 |
3.696 |
|
| R3 |
3.843 |
3.793 |
3.668 |
|
| R2 |
3.741 |
3.741 |
3.659 |
|
| R1 |
3.691 |
3.691 |
3.649 |
3.716 |
| PP |
3.639 |
3.639 |
3.639 |
3.652 |
| S1 |
3.589 |
3.589 |
3.631 |
3.614 |
| S2 |
3.537 |
3.537 |
3.621 |
|
| S3 |
3.435 |
3.487 |
3.612 |
|
| S4 |
3.333 |
3.385 |
3.584 |
|
|
| 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 |
3.818 |
3.550 |
0.268 |
7.4% |
0.144 |
3.9% |
34% |
False |
False |
50,348 |
| 10 |
4.412 |
3.550 |
0.862 |
23.7% |
0.161 |
4.4% |
10% |
False |
False |
42,339 |
| 20 |
4.530 |
3.550 |
0.980 |
26.9% |
0.172 |
4.7% |
9% |
False |
False |
46,357 |
| 40 |
4.530 |
3.550 |
0.980 |
26.9% |
0.148 |
4.1% |
9% |
False |
False |
38,731 |
| 60 |
4.530 |
3.550 |
0.980 |
26.9% |
0.128 |
3.5% |
9% |
False |
False |
32,220 |
| 80 |
4.530 |
3.550 |
0.980 |
26.9% |
0.116 |
3.2% |
9% |
False |
False |
27,438 |
| 100 |
4.530 |
3.550 |
0.980 |
26.9% |
0.108 |
3.0% |
9% |
False |
False |
23,737 |
| 120 |
4.596 |
3.550 |
1.046 |
28.7% |
0.101 |
2.8% |
9% |
False |
False |
21,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.124 |
|
2.618 |
3.957 |
|
1.618 |
3.855 |
|
1.000 |
3.792 |
|
0.618 |
3.753 |
|
HIGH |
3.690 |
|
0.618 |
3.651 |
|
0.500 |
3.639 |
|
0.382 |
3.627 |
|
LOW |
3.588 |
|
0.618 |
3.525 |
|
1.000 |
3.486 |
|
1.618 |
3.423 |
|
2.618 |
3.321 |
|
4.250 |
3.155 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.640 |
3.668 |
| PP |
3.639 |
3.659 |
| S1 |
3.639 |
3.649 |
|