NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.676 |
3.777 |
0.101 |
2.7% |
3.975 |
| High |
3.824 |
3.785 |
-0.039 |
-1.0% |
4.041 |
| Low |
3.664 |
3.585 |
-0.079 |
-2.2% |
3.638 |
| Close |
3.802 |
3.595 |
-0.207 |
-5.4% |
3.802 |
| Range |
0.160 |
0.200 |
0.040 |
25.0% |
0.403 |
| ATR |
0.189 |
0.191 |
0.002 |
1.1% |
0.000 |
| Volume |
162,625 |
159,077 |
-3,548 |
-2.2% |
763,659 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.255 |
4.125 |
3.705 |
|
| R3 |
4.055 |
3.925 |
3.650 |
|
| R2 |
3.855 |
3.855 |
3.632 |
|
| R1 |
3.725 |
3.725 |
3.613 |
3.690 |
| PP |
3.655 |
3.655 |
3.655 |
3.638 |
| S1 |
3.525 |
3.525 |
3.577 |
3.490 |
| S2 |
3.455 |
3.455 |
3.558 |
|
| S3 |
3.255 |
3.325 |
3.540 |
|
| S4 |
3.055 |
3.125 |
3.485 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.036 |
4.822 |
4.024 |
|
| R3 |
4.633 |
4.419 |
3.913 |
|
| R2 |
4.230 |
4.230 |
3.876 |
|
| R1 |
4.016 |
4.016 |
3.839 |
3.922 |
| PP |
3.827 |
3.827 |
3.827 |
3.780 |
| S1 |
3.613 |
3.613 |
3.765 |
3.519 |
| S2 |
3.424 |
3.424 |
3.728 |
|
| S3 |
3.021 |
3.210 |
3.691 |
|
| S4 |
2.618 |
2.807 |
3.580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.026 |
3.585 |
0.441 |
12.3% |
0.162 |
4.5% |
2% |
False |
True |
148,235 |
| 10 |
4.529 |
3.585 |
0.944 |
26.3% |
0.179 |
5.0% |
1% |
False |
True |
144,831 |
| 20 |
4.689 |
3.585 |
1.104 |
30.7% |
0.197 |
5.5% |
1% |
False |
True |
127,676 |
| 40 |
4.689 |
3.585 |
1.104 |
30.7% |
0.159 |
4.4% |
1% |
False |
True |
88,974 |
| 60 |
4.689 |
3.585 |
1.104 |
30.7% |
0.139 |
3.9% |
1% |
False |
True |
69,824 |
| 80 |
4.689 |
3.585 |
1.104 |
30.7% |
0.128 |
3.6% |
1% |
False |
True |
57,926 |
| 100 |
4.689 |
3.585 |
1.104 |
30.7% |
0.119 |
3.3% |
1% |
False |
True |
50,316 |
| 120 |
4.836 |
3.585 |
1.251 |
34.8% |
0.114 |
3.2% |
1% |
False |
True |
44,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.635 |
|
2.618 |
4.309 |
|
1.618 |
4.109 |
|
1.000 |
3.985 |
|
0.618 |
3.909 |
|
HIGH |
3.785 |
|
0.618 |
3.709 |
|
0.500 |
3.685 |
|
0.382 |
3.661 |
|
LOW |
3.585 |
|
0.618 |
3.461 |
|
1.000 |
3.385 |
|
1.618 |
3.261 |
|
2.618 |
3.061 |
|
4.250 |
2.735 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.685 |
3.705 |
| PP |
3.655 |
3.668 |
| S1 |
3.625 |
3.632 |
|