NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.540 |
3.489 |
-0.051 |
-1.4% |
3.625 |
| High |
3.540 |
3.492 |
-0.048 |
-1.4% |
3.775 |
| Low |
3.477 |
3.394 |
-0.083 |
-2.4% |
3.599 |
| Close |
3.501 |
3.411 |
-0.090 |
-2.6% |
3.618 |
| Range |
0.063 |
0.098 |
0.035 |
55.6% |
0.176 |
| ATR |
0.085 |
0.087 |
0.002 |
1.8% |
0.000 |
| Volume |
10,414 |
12,002 |
1,588 |
15.2% |
43,934 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.726 |
3.667 |
3.465 |
|
| R3 |
3.628 |
3.569 |
3.438 |
|
| R2 |
3.530 |
3.530 |
3.429 |
|
| R1 |
3.471 |
3.471 |
3.420 |
3.452 |
| PP |
3.432 |
3.432 |
3.432 |
3.423 |
| S1 |
3.373 |
3.373 |
3.402 |
3.354 |
| S2 |
3.334 |
3.334 |
3.393 |
|
| S3 |
3.236 |
3.275 |
3.384 |
|
| S4 |
3.138 |
3.177 |
3.357 |
|
|
| 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 |
3.685 |
3.394 |
0.291 |
8.5% |
0.079 |
2.3% |
6% |
False |
True |
10,874 |
| 10 |
3.780 |
3.394 |
0.386 |
11.3% |
0.087 |
2.5% |
4% |
False |
True |
13,443 |
| 20 |
3.809 |
3.394 |
0.415 |
12.2% |
0.089 |
2.6% |
4% |
False |
True |
14,152 |
| 40 |
3.853 |
3.394 |
0.459 |
13.5% |
0.078 |
2.3% |
4% |
False |
True |
9,646 |
| 60 |
3.883 |
3.394 |
0.489 |
14.3% |
0.071 |
2.1% |
3% |
False |
True |
7,952 |
| 80 |
3.885 |
3.394 |
0.491 |
14.4% |
0.066 |
1.9% |
3% |
False |
True |
6,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.909 |
|
2.618 |
3.749 |
|
1.618 |
3.651 |
|
1.000 |
3.590 |
|
0.618 |
3.553 |
|
HIGH |
3.492 |
|
0.618 |
3.455 |
|
0.500 |
3.443 |
|
0.382 |
3.431 |
|
LOW |
3.394 |
|
0.618 |
3.333 |
|
1.000 |
3.296 |
|
1.618 |
3.235 |
|
2.618 |
3.137 |
|
4.250 |
2.978 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.443 |
3.505 |
| PP |
3.432 |
3.474 |
| S1 |
3.422 |
3.442 |
|