NYMEX Natural Gas Future June 2015
Trading Metrics calculated at close of trading on 11-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3.446 |
3.532 |
0.086 |
2.5% |
3.596 |
High |
3.514 |
3.538 |
0.024 |
0.7% |
3.652 |
Low |
3.439 |
3.445 |
0.006 |
0.2% |
3.426 |
Close |
3.510 |
3.472 |
-0.038 |
-1.1% |
3.545 |
Range |
0.075 |
0.093 |
0.018 |
24.0% |
0.226 |
ATR |
0.082 |
0.083 |
0.001 |
1.0% |
0.000 |
Volume |
3,131 |
2,632 |
-499 |
-15.9% |
19,436 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.764 |
3.711 |
3.523 |
|
R3 |
3.671 |
3.618 |
3.498 |
|
R2 |
3.578 |
3.578 |
3.489 |
|
R1 |
3.525 |
3.525 |
3.481 |
3.505 |
PP |
3.485 |
3.485 |
3.485 |
3.475 |
S1 |
3.432 |
3.432 |
3.463 |
3.412 |
S2 |
3.392 |
3.392 |
3.455 |
|
S3 |
3.299 |
3.339 |
3.446 |
|
S4 |
3.206 |
3.246 |
3.421 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.219 |
4.108 |
3.669 |
|
R3 |
3.993 |
3.882 |
3.607 |
|
R2 |
3.767 |
3.767 |
3.586 |
|
R1 |
3.656 |
3.656 |
3.566 |
3.599 |
PP |
3.541 |
3.541 |
3.541 |
3.512 |
S1 |
3.430 |
3.430 |
3.524 |
3.373 |
S2 |
3.315 |
3.315 |
3.504 |
|
S3 |
3.089 |
3.204 |
3.483 |
|
S4 |
2.863 |
2.978 |
3.421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.550 |
3.422 |
0.128 |
3.7% |
0.085 |
2.4% |
39% |
False |
False |
3,702 |
10 |
3.721 |
3.422 |
0.299 |
8.6% |
0.081 |
2.3% |
17% |
False |
False |
3,444 |
20 |
3.777 |
3.422 |
0.355 |
10.2% |
0.080 |
2.3% |
14% |
False |
False |
3,721 |
40 |
3.872 |
3.422 |
0.450 |
13.0% |
0.074 |
2.1% |
11% |
False |
False |
3,268 |
60 |
3.900 |
3.422 |
0.478 |
13.8% |
0.066 |
1.9% |
10% |
False |
False |
2,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.933 |
2.618 |
3.781 |
1.618 |
3.688 |
1.000 |
3.631 |
0.618 |
3.595 |
HIGH |
3.538 |
0.618 |
3.502 |
0.500 |
3.492 |
0.382 |
3.481 |
LOW |
3.445 |
0.618 |
3.388 |
1.000 |
3.352 |
1.618 |
3.295 |
2.618 |
3.202 |
4.250 |
3.050 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.492 |
3.485 |
PP |
3.485 |
3.481 |
S1 |
3.479 |
3.476 |
|