NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.580 |
3.616 |
0.036 |
1.0% |
3.625 |
| High |
3.632 |
3.616 |
-0.016 |
-0.4% |
3.775 |
| Low |
3.566 |
3.535 |
-0.031 |
-0.9% |
3.599 |
| Close |
3.619 |
3.548 |
-0.071 |
-2.0% |
3.618 |
| Range |
0.066 |
0.081 |
0.015 |
22.7% |
0.176 |
| ATR |
0.087 |
0.086 |
0.000 |
-0.2% |
0.000 |
| Volume |
10,799 |
12,488 |
1,689 |
15.6% |
43,934 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.809 |
3.760 |
3.593 |
|
| R3 |
3.728 |
3.679 |
3.570 |
|
| R2 |
3.647 |
3.647 |
3.563 |
|
| R1 |
3.598 |
3.598 |
3.555 |
3.582 |
| PP |
3.566 |
3.566 |
3.566 |
3.559 |
| S1 |
3.517 |
3.517 |
3.541 |
3.501 |
| S2 |
3.485 |
3.485 |
3.533 |
|
| S3 |
3.404 |
3.436 |
3.526 |
|
| S4 |
3.323 |
3.355 |
3.503 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.192 |
4.081 |
3.715 |
|
| R3 |
4.016 |
3.905 |
3.666 |
|
| R2 |
3.840 |
3.840 |
3.650 |
|
| R1 |
3.729 |
3.729 |
3.634 |
3.697 |
| PP |
3.664 |
3.664 |
3.664 |
3.648 |
| S1 |
3.553 |
3.553 |
3.602 |
3.521 |
| S2 |
3.488 |
3.488 |
3.586 |
|
| S3 |
3.312 |
3.377 |
3.570 |
|
| S4 |
3.136 |
3.201 |
3.521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.775 |
3.535 |
0.240 |
6.8% |
0.080 |
2.3% |
5% |
False |
True |
10,545 |
| 10 |
3.782 |
3.535 |
0.247 |
7.0% |
0.089 |
2.5% |
5% |
False |
True |
13,528 |
| 20 |
3.853 |
3.535 |
0.318 |
9.0% |
0.090 |
2.5% |
4% |
False |
True |
14,121 |
| 40 |
3.853 |
3.462 |
0.391 |
11.0% |
0.077 |
2.2% |
22% |
False |
False |
9,381 |
| 60 |
3.883 |
3.462 |
0.421 |
11.9% |
0.070 |
2.0% |
20% |
False |
False |
7,806 |
| 80 |
3.885 |
3.462 |
0.423 |
11.9% |
0.065 |
1.8% |
20% |
False |
False |
6,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.960 |
|
2.618 |
3.828 |
|
1.618 |
3.747 |
|
1.000 |
3.697 |
|
0.618 |
3.666 |
|
HIGH |
3.616 |
|
0.618 |
3.585 |
|
0.500 |
3.576 |
|
0.382 |
3.566 |
|
LOW |
3.535 |
|
0.618 |
3.485 |
|
1.000 |
3.454 |
|
1.618 |
3.404 |
|
2.618 |
3.323 |
|
4.250 |
3.191 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.576 |
3.610 |
| PP |
3.566 |
3.589 |
| S1 |
3.557 |
3.569 |
|