NYMEX Natural Gas Future April 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 |
3.421 |
3.439 |
0.018 |
0.5% |
3.625 |
| High |
3.470 |
3.491 |
0.021 |
0.6% |
3.666 |
| Low |
3.401 |
3.412 |
0.011 |
0.3% |
3.406 |
| Close |
3.444 |
3.485 |
0.041 |
1.2% |
3.528 |
| Range |
0.069 |
0.079 |
0.010 |
14.5% |
0.260 |
| ATR |
0.098 |
0.097 |
-0.001 |
-1.4% |
0.000 |
| Volume |
42,871 |
31,303 |
-11,568 |
-27.0% |
149,783 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.700 |
3.671 |
3.528 |
|
| R3 |
3.621 |
3.592 |
3.507 |
|
| R2 |
3.542 |
3.542 |
3.499 |
|
| R1 |
3.513 |
3.513 |
3.492 |
3.528 |
| PP |
3.463 |
3.463 |
3.463 |
3.470 |
| S1 |
3.434 |
3.434 |
3.478 |
3.449 |
| S2 |
3.384 |
3.384 |
3.471 |
|
| S3 |
3.305 |
3.355 |
3.463 |
|
| S4 |
3.226 |
3.276 |
3.442 |
|
|
| 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 |
3.534 |
3.393 |
0.141 |
4.0% |
0.100 |
2.9% |
65% |
False |
False |
34,365 |
| 10 |
3.820 |
3.393 |
0.427 |
12.3% |
0.096 |
2.7% |
22% |
False |
False |
32,115 |
| 20 |
3.848 |
3.393 |
0.455 |
13.1% |
0.099 |
2.8% |
20% |
False |
False |
34,672 |
| 40 |
3.895 |
3.393 |
0.502 |
14.4% |
0.090 |
2.6% |
18% |
False |
False |
30,262 |
| 60 |
3.910 |
3.393 |
0.517 |
14.8% |
0.081 |
2.3% |
18% |
False |
False |
24,205 |
| 80 |
3.944 |
3.393 |
0.551 |
15.8% |
0.077 |
2.2% |
17% |
False |
False |
20,776 |
| 100 |
3.944 |
3.393 |
0.551 |
15.8% |
0.073 |
2.1% |
17% |
False |
False |
18,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.827 |
|
2.618 |
3.698 |
|
1.618 |
3.619 |
|
1.000 |
3.570 |
|
0.618 |
3.540 |
|
HIGH |
3.491 |
|
0.618 |
3.461 |
|
0.500 |
3.452 |
|
0.382 |
3.442 |
|
LOW |
3.412 |
|
0.618 |
3.363 |
|
1.000 |
3.333 |
|
1.618 |
3.284 |
|
2.618 |
3.205 |
|
4.250 |
3.076 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.474 |
3.477 |
| PP |
3.463 |
3.469 |
| S1 |
3.452 |
3.461 |
|