NYMEX Natural Gas Future April 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 |
3.510 |
3.440 |
-0.070 |
-2.0% |
3.625 |
| High |
3.512 |
3.534 |
0.022 |
0.6% |
3.666 |
| Low |
3.406 |
3.426 |
0.020 |
0.6% |
3.406 |
| Close |
3.419 |
3.528 |
0.109 |
3.2% |
3.528 |
| Range |
0.106 |
0.108 |
0.002 |
1.9% |
0.260 |
| ATR |
0.097 |
0.098 |
0.001 |
1.4% |
0.000 |
| Volume |
28,277 |
31,854 |
3,577 |
12.6% |
149,783 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.820 |
3.782 |
3.587 |
|
| R3 |
3.712 |
3.674 |
3.558 |
|
| R2 |
3.604 |
3.604 |
3.548 |
|
| R1 |
3.566 |
3.566 |
3.538 |
3.585 |
| PP |
3.496 |
3.496 |
3.496 |
3.506 |
| S1 |
3.458 |
3.458 |
3.518 |
3.477 |
| S2 |
3.388 |
3.388 |
3.508 |
|
| S3 |
3.280 |
3.350 |
3.498 |
|
| S4 |
3.172 |
3.242 |
3.469 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.313 |
4.181 |
3.671 |
|
| R3 |
4.053 |
3.921 |
3.600 |
|
| R2 |
3.793 |
3.793 |
3.576 |
|
| R1 |
3.661 |
3.661 |
3.552 |
3.597 |
| PP |
3.533 |
3.533 |
3.533 |
3.502 |
| S1 |
3.401 |
3.401 |
3.504 |
3.337 |
| S2 |
3.273 |
3.273 |
3.480 |
|
| S3 |
3.013 |
3.141 |
3.457 |
|
| S4 |
2.753 |
2.881 |
3.385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.666 |
3.406 |
0.260 |
7.4% |
0.095 |
2.7% |
47% |
False |
False |
29,956 |
| 10 |
3.823 |
3.406 |
0.417 |
11.8% |
0.100 |
2.8% |
29% |
False |
False |
32,957 |
| 20 |
3.873 |
3.406 |
0.467 |
13.2% |
0.100 |
2.8% |
26% |
False |
False |
37,214 |
| 40 |
3.895 |
3.406 |
0.489 |
13.9% |
0.087 |
2.5% |
25% |
False |
False |
28,279 |
| 60 |
3.910 |
3.406 |
0.504 |
14.3% |
0.079 |
2.2% |
24% |
False |
False |
22,828 |
| 80 |
3.944 |
3.406 |
0.538 |
15.2% |
0.075 |
2.1% |
23% |
False |
False |
19,773 |
| 100 |
3.944 |
3.406 |
0.538 |
15.2% |
0.071 |
2.0% |
23% |
False |
False |
17,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.993 |
|
2.618 |
3.817 |
|
1.618 |
3.709 |
|
1.000 |
3.642 |
|
0.618 |
3.601 |
|
HIGH |
3.534 |
|
0.618 |
3.493 |
|
0.500 |
3.480 |
|
0.382 |
3.467 |
|
LOW |
3.426 |
|
0.618 |
3.359 |
|
1.000 |
3.318 |
|
1.618 |
3.251 |
|
2.618 |
3.143 |
|
4.250 |
2.967 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.512 |
3.514 |
| PP |
3.496 |
3.499 |
| S1 |
3.480 |
3.485 |
|