NYMEX Natural Gas Future January 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 |
3.975 |
4.023 |
0.048 |
1.2% |
4.199 |
| High |
4.041 |
4.026 |
-0.015 |
-0.4% |
4.529 |
| Low |
3.928 |
3.856 |
-0.072 |
-1.8% |
4.079 |
| Close |
4.007 |
3.874 |
-0.133 |
-3.3% |
4.084 |
| Range |
0.113 |
0.170 |
0.057 |
50.4% |
0.450 |
| ATR |
0.199 |
0.197 |
-0.002 |
-1.0% |
0.000 |
| Volume |
181,558 |
144,382 |
-37,176 |
-20.5% |
525,582 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.429 |
4.321 |
3.968 |
|
| R3 |
4.259 |
4.151 |
3.921 |
|
| R2 |
4.089 |
4.089 |
3.905 |
|
| R1 |
3.981 |
3.981 |
3.890 |
3.950 |
| PP |
3.919 |
3.919 |
3.919 |
3.903 |
| S1 |
3.811 |
3.811 |
3.858 |
3.780 |
| S2 |
3.749 |
3.749 |
3.843 |
|
| S3 |
3.579 |
3.641 |
3.827 |
|
| S4 |
3.409 |
3.471 |
3.781 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.581 |
5.282 |
4.332 |
|
| R3 |
5.131 |
4.832 |
4.208 |
|
| R2 |
4.681 |
4.681 |
4.167 |
|
| R1 |
4.382 |
4.382 |
4.125 |
4.307 |
| PP |
4.231 |
4.231 |
4.231 |
4.193 |
| S1 |
3.932 |
3.932 |
4.043 |
3.857 |
| S2 |
3.781 |
3.781 |
4.002 |
|
| S3 |
3.331 |
3.482 |
3.960 |
|
| S4 |
2.881 |
3.032 |
3.837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.529 |
3.856 |
0.673 |
17.4% |
0.197 |
5.1% |
3% |
False |
True |
135,295 |
| 10 |
4.689 |
3.856 |
0.833 |
21.5% |
0.219 |
5.6% |
2% |
False |
True |
144,553 |
| 20 |
4.689 |
3.856 |
0.833 |
21.5% |
0.208 |
5.4% |
2% |
False |
True |
118,009 |
| 40 |
4.689 |
3.707 |
0.982 |
25.3% |
0.152 |
3.9% |
17% |
False |
False |
78,833 |
| 60 |
4.689 |
3.707 |
0.982 |
25.3% |
0.135 |
3.5% |
17% |
False |
False |
61,718 |
| 80 |
4.689 |
3.707 |
0.982 |
25.3% |
0.125 |
3.2% |
17% |
False |
False |
51,841 |
| 100 |
4.689 |
3.707 |
0.982 |
25.3% |
0.116 |
3.0% |
17% |
False |
False |
44,846 |
| 120 |
5.027 |
3.707 |
1.320 |
34.1% |
0.112 |
2.9% |
13% |
False |
False |
39,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.749 |
|
2.618 |
4.471 |
|
1.618 |
4.301 |
|
1.000 |
4.196 |
|
0.618 |
4.131 |
|
HIGH |
4.026 |
|
0.618 |
3.961 |
|
0.500 |
3.941 |
|
0.382 |
3.921 |
|
LOW |
3.856 |
|
0.618 |
3.751 |
|
1.000 |
3.686 |
|
1.618 |
3.581 |
|
2.618 |
3.411 |
|
4.250 |
3.134 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.941 |
4.112 |
| PP |
3.919 |
4.032 |
| S1 |
3.896 |
3.953 |
|