NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.601 |
3.630 |
0.029 |
0.8% |
3.934 |
| High |
3.690 |
3.726 |
0.036 |
1.0% |
3.984 |
| Low |
3.588 |
3.596 |
0.008 |
0.2% |
3.604 |
| Close |
3.640 |
3.695 |
0.055 |
1.5% |
3.774 |
| Range |
0.102 |
0.130 |
0.028 |
27.5% |
0.380 |
| ATR |
0.171 |
0.168 |
-0.003 |
-1.7% |
0.000 |
| Volume |
62,333 |
56,770 |
-5,563 |
-8.9% |
193,225 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.062 |
4.009 |
3.767 |
|
| R3 |
3.932 |
3.879 |
3.731 |
|
| R2 |
3.802 |
3.802 |
3.719 |
|
| R1 |
3.749 |
3.749 |
3.707 |
3.776 |
| PP |
3.672 |
3.672 |
3.672 |
3.686 |
| S1 |
3.619 |
3.619 |
3.683 |
3.646 |
| S2 |
3.542 |
3.542 |
3.671 |
|
| S3 |
3.412 |
3.489 |
3.659 |
|
| S4 |
3.282 |
3.359 |
3.624 |
|
|
| 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 |
3.786 |
3.550 |
0.236 |
6.4% |
0.150 |
4.0% |
61% |
False |
False |
52,658 |
| 10 |
4.412 |
3.550 |
0.862 |
23.3% |
0.155 |
4.2% |
17% |
False |
False |
44,182 |
| 20 |
4.530 |
3.550 |
0.980 |
26.5% |
0.170 |
4.6% |
15% |
False |
False |
46,221 |
| 40 |
4.530 |
3.550 |
0.980 |
26.5% |
0.148 |
4.0% |
15% |
False |
False |
39,721 |
| 60 |
4.530 |
3.550 |
0.980 |
26.5% |
0.128 |
3.5% |
15% |
False |
False |
32,886 |
| 80 |
4.530 |
3.550 |
0.980 |
26.5% |
0.117 |
3.2% |
15% |
False |
False |
28,042 |
| 100 |
4.530 |
3.550 |
0.980 |
26.5% |
0.109 |
2.9% |
15% |
False |
False |
24,257 |
| 120 |
4.596 |
3.550 |
1.046 |
28.3% |
0.102 |
2.8% |
14% |
False |
False |
21,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.279 |
|
2.618 |
4.066 |
|
1.618 |
3.936 |
|
1.000 |
3.856 |
|
0.618 |
3.806 |
|
HIGH |
3.726 |
|
0.618 |
3.676 |
|
0.500 |
3.661 |
|
0.382 |
3.646 |
|
LOW |
3.596 |
|
0.618 |
3.516 |
|
1.000 |
3.466 |
|
1.618 |
3.386 |
|
2.618 |
3.256 |
|
4.250 |
3.044 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.684 |
3.683 |
| PP |
3.672 |
3.670 |
| S1 |
3.661 |
3.658 |
|