NYMEX Natural Gas Future June 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3.636 |
3.550 |
-0.086 |
-2.4% |
3.630 |
High |
3.642 |
3.562 |
-0.080 |
-2.2% |
3.773 |
Low |
3.561 |
3.506 |
-0.055 |
-1.5% |
3.615 |
Close |
3.574 |
3.531 |
-0.043 |
-1.2% |
3.642 |
Range |
0.081 |
0.056 |
-0.025 |
-30.9% |
0.158 |
ATR |
0.077 |
0.077 |
-0.001 |
-0.9% |
0.000 |
Volume |
4,042 |
3,815 |
-227 |
-5.6% |
12,575 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.701 |
3.672 |
3.562 |
|
R3 |
3.645 |
3.616 |
3.546 |
|
R2 |
3.589 |
3.589 |
3.541 |
|
R1 |
3.560 |
3.560 |
3.536 |
3.547 |
PP |
3.533 |
3.533 |
3.533 |
3.526 |
S1 |
3.504 |
3.504 |
3.526 |
3.491 |
S2 |
3.477 |
3.477 |
3.521 |
|
S3 |
3.421 |
3.448 |
3.516 |
|
S4 |
3.365 |
3.392 |
3.500 |
|
|
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 |
3.506 |
0.267 |
7.6% |
0.071 |
2.0% |
9% |
False |
True |
3,117 |
10 |
3.774 |
3.506 |
0.268 |
7.6% |
0.077 |
2.2% |
9% |
False |
True |
3,937 |
20 |
3.872 |
3.506 |
0.366 |
10.4% |
0.078 |
2.2% |
7% |
False |
True |
4,145 |
40 |
3.872 |
3.497 |
0.375 |
10.6% |
0.068 |
1.9% |
9% |
False |
False |
3,025 |
60 |
3.905 |
3.497 |
0.408 |
11.6% |
0.062 |
1.8% |
8% |
False |
False |
2,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.800 |
2.618 |
3.709 |
1.618 |
3.653 |
1.000 |
3.618 |
0.618 |
3.597 |
HIGH |
3.562 |
0.618 |
3.541 |
0.500 |
3.534 |
0.382 |
3.527 |
LOW |
3.506 |
0.618 |
3.471 |
1.000 |
3.450 |
1.618 |
3.415 |
2.618 |
3.359 |
4.250 |
3.268 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.534 |
3.579 |
PP |
3.533 |
3.563 |
S1 |
3.532 |
3.547 |
|