NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.630 |
3.699 |
0.069 |
1.9% |
3.934 |
| High |
3.726 |
3.761 |
0.035 |
0.9% |
3.984 |
| Low |
3.596 |
3.605 |
0.009 |
0.3% |
3.604 |
| Close |
3.695 |
3.626 |
-0.069 |
-1.9% |
3.774 |
| Range |
0.130 |
0.156 |
0.026 |
20.0% |
0.380 |
| ATR |
0.168 |
0.168 |
-0.001 |
-0.5% |
0.000 |
| Volume |
56,770 |
63,244 |
6,474 |
11.4% |
193,225 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.132 |
4.035 |
3.712 |
|
| R3 |
3.976 |
3.879 |
3.669 |
|
| R2 |
3.820 |
3.820 |
3.655 |
|
| R1 |
3.723 |
3.723 |
3.640 |
3.694 |
| PP |
3.664 |
3.664 |
3.664 |
3.649 |
| S1 |
3.567 |
3.567 |
3.612 |
3.538 |
| S2 |
3.508 |
3.508 |
3.597 |
|
| S3 |
3.352 |
3.411 |
3.583 |
|
| S4 |
3.196 |
3.255 |
3.540 |
|
|
| 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 |
6.5% |
0.151 |
4.2% |
32% |
False |
False |
57,299 |
| 10 |
4.274 |
3.550 |
0.724 |
20.0% |
0.153 |
4.2% |
10% |
False |
False |
47,492 |
| 20 |
4.530 |
3.550 |
0.980 |
27.0% |
0.174 |
4.8% |
8% |
False |
False |
47,183 |
| 40 |
4.530 |
3.550 |
0.980 |
27.0% |
0.150 |
4.1% |
8% |
False |
False |
40,779 |
| 60 |
4.530 |
3.550 |
0.980 |
27.0% |
0.130 |
3.6% |
8% |
False |
False |
33,687 |
| 80 |
4.530 |
3.550 |
0.980 |
27.0% |
0.118 |
3.2% |
8% |
False |
False |
28,752 |
| 100 |
4.530 |
3.550 |
0.980 |
27.0% |
0.110 |
3.0% |
8% |
False |
False |
24,807 |
| 120 |
4.596 |
3.550 |
1.046 |
28.8% |
0.103 |
2.8% |
7% |
False |
False |
21,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.424 |
|
2.618 |
4.169 |
|
1.618 |
4.013 |
|
1.000 |
3.917 |
|
0.618 |
3.857 |
|
HIGH |
3.761 |
|
0.618 |
3.701 |
|
0.500 |
3.683 |
|
0.382 |
3.665 |
|
LOW |
3.605 |
|
0.618 |
3.509 |
|
1.000 |
3.449 |
|
1.618 |
3.353 |
|
2.618 |
3.197 |
|
4.250 |
2.942 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.683 |
3.675 |
| PP |
3.664 |
3.658 |
| S1 |
3.645 |
3.642 |
|