NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.777 |
3.620 |
-0.157 |
-4.2% |
3.975 |
| High |
3.785 |
3.709 |
-0.076 |
-2.0% |
4.041 |
| Low |
3.585 |
3.608 |
0.023 |
0.6% |
3.638 |
| Close |
3.595 |
3.652 |
0.057 |
1.6% |
3.802 |
| Range |
0.200 |
0.101 |
-0.099 |
-49.5% |
0.403 |
| ATR |
0.191 |
0.185 |
-0.005 |
-2.9% |
0.000 |
| Volume |
159,077 |
146,871 |
-12,206 |
-7.7% |
763,659 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.959 |
3.907 |
3.708 |
|
| R3 |
3.858 |
3.806 |
3.680 |
|
| R2 |
3.757 |
3.757 |
3.671 |
|
| R1 |
3.705 |
3.705 |
3.661 |
3.731 |
| PP |
3.656 |
3.656 |
3.656 |
3.670 |
| S1 |
3.604 |
3.604 |
3.643 |
3.630 |
| S2 |
3.555 |
3.555 |
3.633 |
|
| S3 |
3.454 |
3.503 |
3.624 |
|
| S4 |
3.353 |
3.402 |
3.596 |
|
|
| 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 |
3.866 |
3.585 |
0.281 |
7.7% |
0.148 |
4.1% |
24% |
False |
False |
148,733 |
| 10 |
4.529 |
3.585 |
0.944 |
25.8% |
0.173 |
4.7% |
7% |
False |
False |
142,014 |
| 20 |
4.689 |
3.585 |
1.104 |
30.2% |
0.187 |
5.1% |
6% |
False |
False |
131,159 |
| 40 |
4.689 |
3.585 |
1.104 |
30.2% |
0.159 |
4.4% |
6% |
False |
False |
91,616 |
| 60 |
4.689 |
3.585 |
1.104 |
30.2% |
0.139 |
3.8% |
6% |
False |
False |
71,982 |
| 80 |
4.689 |
3.585 |
1.104 |
30.2% |
0.127 |
3.5% |
6% |
False |
False |
59,433 |
| 100 |
4.689 |
3.585 |
1.104 |
30.2% |
0.120 |
3.3% |
6% |
False |
False |
51,408 |
| 120 |
4.762 |
3.585 |
1.177 |
32.2% |
0.114 |
3.1% |
6% |
False |
False |
45,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.138 |
|
2.618 |
3.973 |
|
1.618 |
3.872 |
|
1.000 |
3.810 |
|
0.618 |
3.771 |
|
HIGH |
3.709 |
|
0.618 |
3.670 |
|
0.500 |
3.659 |
|
0.382 |
3.647 |
|
LOW |
3.608 |
|
0.618 |
3.546 |
|
1.000 |
3.507 |
|
1.618 |
3.445 |
|
2.618 |
3.344 |
|
4.250 |
3.179 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.659 |
3.705 |
| PP |
3.656 |
3.687 |
| S1 |
3.654 |
3.670 |
|