NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.435 |
3.505 |
0.070 |
2.0% |
3.580 |
| High |
3.525 |
3.506 |
-0.019 |
-0.5% |
3.632 |
| Low |
3.430 |
3.390 |
-0.040 |
-1.2% |
3.394 |
| Close |
3.518 |
3.398 |
-0.120 |
-3.4% |
3.518 |
| Range |
0.095 |
0.116 |
0.021 |
22.1% |
0.238 |
| ATR |
0.089 |
0.092 |
0.003 |
3.1% |
0.000 |
| Volume |
17,927 |
17,554 |
-373 |
-2.1% |
63,630 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.779 |
3.705 |
3.462 |
|
| R3 |
3.663 |
3.589 |
3.430 |
|
| R2 |
3.547 |
3.547 |
3.419 |
|
| R1 |
3.473 |
3.473 |
3.409 |
3.452 |
| PP |
3.431 |
3.431 |
3.431 |
3.421 |
| S1 |
3.357 |
3.357 |
3.387 |
3.336 |
| S2 |
3.315 |
3.315 |
3.377 |
|
| S3 |
3.199 |
3.241 |
3.366 |
|
| S4 |
3.083 |
3.125 |
3.334 |
|
|
| 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 |
3.616 |
3.390 |
0.226 |
6.7% |
0.091 |
2.7% |
4% |
False |
True |
14,077 |
| 10 |
3.775 |
3.390 |
0.385 |
11.3% |
0.089 |
2.6% |
2% |
False |
True |
12,511 |
| 20 |
3.800 |
3.390 |
0.410 |
12.1% |
0.089 |
2.6% |
2% |
False |
True |
13,834 |
| 40 |
3.853 |
3.390 |
0.463 |
13.6% |
0.081 |
2.4% |
2% |
False |
True |
10,313 |
| 60 |
3.883 |
3.390 |
0.493 |
14.5% |
0.073 |
2.1% |
2% |
False |
True |
8,440 |
| 80 |
3.885 |
3.390 |
0.495 |
14.6% |
0.068 |
2.0% |
2% |
False |
True |
7,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.999 |
|
2.618 |
3.810 |
|
1.618 |
3.694 |
|
1.000 |
3.622 |
|
0.618 |
3.578 |
|
HIGH |
3.506 |
|
0.618 |
3.462 |
|
0.500 |
3.448 |
|
0.382 |
3.434 |
|
LOW |
3.390 |
|
0.618 |
3.318 |
|
1.000 |
3.274 |
|
1.618 |
3.202 |
|
2.618 |
3.086 |
|
4.250 |
2.897 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.448 |
3.458 |
| PP |
3.431 |
3.438 |
| S1 |
3.415 |
3.418 |
|