NYMEX Natural Gas Future May 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 |
3.489 |
3.435 |
-0.054 |
-1.5% |
3.580 |
High |
3.492 |
3.525 |
0.033 |
0.9% |
3.632 |
Low |
3.394 |
3.430 |
0.036 |
1.1% |
3.394 |
Close |
3.411 |
3.518 |
0.107 |
3.1% |
3.518 |
Range |
0.098 |
0.095 |
-0.003 |
-3.1% |
0.238 |
ATR |
0.087 |
0.089 |
0.002 |
2.2% |
0.000 |
Volume |
12,002 |
17,927 |
5,925 |
49.4% |
63,630 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.776 |
3.742 |
3.570 |
|
R3 |
3.681 |
3.647 |
3.544 |
|
R2 |
3.586 |
3.586 |
3.535 |
|
R1 |
3.552 |
3.552 |
3.527 |
3.569 |
PP |
3.491 |
3.491 |
3.491 |
3.500 |
S1 |
3.457 |
3.457 |
3.509 |
3.474 |
S2 |
3.396 |
3.396 |
3.501 |
|
S3 |
3.301 |
3.362 |
3.492 |
|
S4 |
3.206 |
3.267 |
3.466 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.229 |
4.111 |
3.649 |
|
R3 |
3.991 |
3.873 |
3.583 |
|
R2 |
3.753 |
3.753 |
3.562 |
|
R1 |
3.635 |
3.635 |
3.540 |
3.575 |
PP |
3.515 |
3.515 |
3.515 |
3.485 |
S1 |
3.397 |
3.397 |
3.496 |
3.337 |
S2 |
3.277 |
3.277 |
3.474 |
|
S3 |
3.039 |
3.159 |
3.453 |
|
S4 |
2.801 |
2.921 |
3.387 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.632 |
3.394 |
0.238 |
6.8% |
0.081 |
2.3% |
52% |
False |
False |
12,726 |
10 |
3.775 |
3.394 |
0.381 |
10.8% |
0.086 |
2.4% |
33% |
False |
False |
13,080 |
20 |
3.800 |
3.394 |
0.406 |
11.5% |
0.087 |
2.5% |
31% |
False |
False |
13,987 |
40 |
3.853 |
3.394 |
0.459 |
13.0% |
0.079 |
2.2% |
27% |
False |
False |
10,002 |
60 |
3.883 |
3.394 |
0.489 |
13.9% |
0.071 |
2.0% |
25% |
False |
False |
8,206 |
80 |
3.885 |
3.394 |
0.491 |
14.0% |
0.067 |
1.9% |
25% |
False |
False |
7,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.929 |
2.618 |
3.774 |
1.618 |
3.679 |
1.000 |
3.620 |
0.618 |
3.584 |
HIGH |
3.525 |
0.618 |
3.489 |
0.500 |
3.478 |
0.382 |
3.466 |
LOW |
3.430 |
0.618 |
3.371 |
1.000 |
3.335 |
1.618 |
3.276 |
2.618 |
3.181 |
4.250 |
3.026 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.505 |
3.501 |
PP |
3.491 |
3.484 |
S1 |
3.478 |
3.467 |
|