NYMEX Natural Gas Future June 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 |
3.596 |
3.636 |
0.040 |
1.1% |
3.630 |
High |
3.652 |
3.642 |
-0.010 |
-0.3% |
3.773 |
Low |
3.595 |
3.561 |
-0.034 |
-0.9% |
3.615 |
Close |
3.642 |
3.574 |
-0.068 |
-1.9% |
3.642 |
Range |
0.057 |
0.081 |
0.024 |
42.1% |
0.158 |
ATR |
0.077 |
0.077 |
0.000 |
0.4% |
0.000 |
Volume |
2,496 |
4,042 |
1,546 |
61.9% |
12,575 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.835 |
3.786 |
3.619 |
|
R3 |
3.754 |
3.705 |
3.596 |
|
R2 |
3.673 |
3.673 |
3.589 |
|
R1 |
3.624 |
3.624 |
3.581 |
3.608 |
PP |
3.592 |
3.592 |
3.592 |
3.585 |
S1 |
3.543 |
3.543 |
3.567 |
3.527 |
S2 |
3.511 |
3.511 |
3.559 |
|
S3 |
3.430 |
3.462 |
3.552 |
|
S4 |
3.349 |
3.381 |
3.529 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.151 |
4.054 |
3.729 |
|
R3 |
3.993 |
3.896 |
3.685 |
|
R2 |
3.835 |
3.835 |
3.671 |
|
R1 |
3.738 |
3.738 |
3.656 |
3.787 |
PP |
3.677 |
3.677 |
3.677 |
3.701 |
S1 |
3.580 |
3.580 |
3.628 |
3.629 |
S2 |
3.519 |
3.519 |
3.613 |
|
S3 |
3.361 |
3.422 |
3.599 |
|
S4 |
3.203 |
3.264 |
3.555 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.773 |
3.561 |
0.212 |
5.9% |
0.076 |
2.1% |
6% |
False |
True |
2,973 |
10 |
3.777 |
3.561 |
0.216 |
6.0% |
0.078 |
2.2% |
6% |
False |
True |
3,860 |
20 |
3.872 |
3.561 |
0.311 |
8.7% |
0.079 |
2.2% |
4% |
False |
True |
4,133 |
40 |
3.872 |
3.497 |
0.375 |
10.5% |
0.068 |
1.9% |
21% |
False |
False |
2,958 |
60 |
3.905 |
3.497 |
0.408 |
11.4% |
0.062 |
1.7% |
19% |
False |
False |
2,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.986 |
2.618 |
3.854 |
1.618 |
3.773 |
1.000 |
3.723 |
0.618 |
3.692 |
HIGH |
3.642 |
0.618 |
3.611 |
0.500 |
3.602 |
0.382 |
3.592 |
LOW |
3.561 |
0.618 |
3.511 |
1.000 |
3.480 |
1.618 |
3.430 |
2.618 |
3.349 |
4.250 |
3.217 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.602 |
3.641 |
PP |
3.592 |
3.619 |
S1 |
3.583 |
3.596 |
|