NYMEX Natural Gas Future May 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 |
3.420 |
3.437 |
0.017 |
0.5% |
3.580 |
| High |
3.465 |
3.486 |
0.021 |
0.6% |
3.632 |
| Low |
3.402 |
3.407 |
0.005 |
0.1% |
3.394 |
| Close |
3.441 |
3.480 |
0.039 |
1.1% |
3.518 |
| Range |
0.063 |
0.079 |
0.016 |
25.4% |
0.238 |
| ATR |
0.090 |
0.089 |
-0.001 |
-0.9% |
0.000 |
| Volume |
17,925 |
15,148 |
-2,777 |
-15.5% |
63,630 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.695 |
3.666 |
3.523 |
|
| R3 |
3.616 |
3.587 |
3.502 |
|
| R2 |
3.537 |
3.537 |
3.494 |
|
| R1 |
3.508 |
3.508 |
3.487 |
3.523 |
| PP |
3.458 |
3.458 |
3.458 |
3.465 |
| S1 |
3.429 |
3.429 |
3.473 |
3.444 |
| S2 |
3.379 |
3.379 |
3.466 |
|
| S3 |
3.300 |
3.350 |
3.458 |
|
| S4 |
3.221 |
3.271 |
3.437 |
|
|
| 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 |
3.525 |
3.390 |
0.135 |
3.9% |
0.090 |
2.6% |
67% |
False |
False |
16,111 |
| 10 |
3.775 |
3.390 |
0.385 |
11.1% |
0.083 |
2.4% |
23% |
False |
False |
13,285 |
| 20 |
3.782 |
3.390 |
0.392 |
11.3% |
0.087 |
2.5% |
23% |
False |
False |
13,593 |
| 40 |
3.853 |
3.390 |
0.463 |
13.3% |
0.081 |
2.3% |
19% |
False |
False |
11,025 |
| 60 |
3.883 |
3.390 |
0.493 |
14.2% |
0.072 |
2.1% |
18% |
False |
False |
8,909 |
| 80 |
3.885 |
3.390 |
0.495 |
14.2% |
0.068 |
2.0% |
18% |
False |
False |
7,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.822 |
|
2.618 |
3.693 |
|
1.618 |
3.614 |
|
1.000 |
3.565 |
|
0.618 |
3.535 |
|
HIGH |
3.486 |
|
0.618 |
3.456 |
|
0.500 |
3.447 |
|
0.382 |
3.437 |
|
LOW |
3.407 |
|
0.618 |
3.358 |
|
1.000 |
3.328 |
|
1.618 |
3.279 |
|
2.618 |
3.200 |
|
4.250 |
3.071 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.469 |
3.469 |
| PP |
3.458 |
3.459 |
| S1 |
3.447 |
3.448 |
|