NYMEX Natural Gas Future January 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 |
4.023 |
3.863 |
-0.160 |
-4.0% |
4.199 |
| High |
4.026 |
3.866 |
-0.160 |
-4.0% |
4.529 |
| Low |
3.856 |
3.757 |
-0.099 |
-2.6% |
4.079 |
| Close |
3.874 |
3.805 |
-0.069 |
-1.8% |
4.084 |
| Range |
0.170 |
0.109 |
-0.061 |
-35.9% |
0.450 |
| ATR |
0.197 |
0.191 |
-0.006 |
-2.9% |
0.000 |
| Volume |
144,382 |
131,446 |
-12,936 |
-9.0% |
525,582 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.136 |
4.080 |
3.865 |
|
| R3 |
4.027 |
3.971 |
3.835 |
|
| R2 |
3.918 |
3.918 |
3.825 |
|
| R1 |
3.862 |
3.862 |
3.815 |
3.836 |
| PP |
3.809 |
3.809 |
3.809 |
3.796 |
| S1 |
3.753 |
3.753 |
3.795 |
3.727 |
| S2 |
3.700 |
3.700 |
3.785 |
|
| S3 |
3.591 |
3.644 |
3.775 |
|
| S4 |
3.482 |
3.535 |
3.745 |
|
|
| 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 |
3.757 |
0.772 |
20.3% |
0.176 |
4.6% |
6% |
False |
True |
136,718 |
| 10 |
4.689 |
3.757 |
0.932 |
24.5% |
0.211 |
5.5% |
5% |
False |
True |
145,040 |
| 20 |
4.689 |
3.757 |
0.932 |
24.5% |
0.206 |
5.4% |
5% |
False |
True |
120,767 |
| 40 |
4.689 |
3.707 |
0.982 |
25.8% |
0.152 |
4.0% |
10% |
False |
False |
81,490 |
| 60 |
4.689 |
3.707 |
0.982 |
25.8% |
0.134 |
3.5% |
10% |
False |
False |
63,523 |
| 80 |
4.689 |
3.707 |
0.982 |
25.8% |
0.125 |
3.3% |
10% |
False |
False |
53,201 |
| 100 |
4.689 |
3.707 |
0.982 |
25.8% |
0.117 |
3.1% |
10% |
False |
False |
46,044 |
| 120 |
5.027 |
3.707 |
1.320 |
34.7% |
0.112 |
3.0% |
7% |
False |
False |
40,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.329 |
|
2.618 |
4.151 |
|
1.618 |
4.042 |
|
1.000 |
3.975 |
|
0.618 |
3.933 |
|
HIGH |
3.866 |
|
0.618 |
3.824 |
|
0.500 |
3.812 |
|
0.382 |
3.799 |
|
LOW |
3.757 |
|
0.618 |
3.690 |
|
1.000 |
3.648 |
|
1.618 |
3.581 |
|
2.618 |
3.472 |
|
4.250 |
3.294 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.812 |
3.899 |
| PP |
3.809 |
3.868 |
| S1 |
3.807 |
3.836 |
|