NYMEX Natural Gas Future February 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 |
3.805 |
3.648 |
-0.157 |
-4.1% |
3.974 |
| High |
3.807 |
3.734 |
-0.073 |
-1.9% |
4.040 |
| Low |
3.612 |
3.634 |
0.022 |
0.6% |
3.648 |
| Close |
3.623 |
3.681 |
0.058 |
1.6% |
3.823 |
| Range |
0.195 |
0.100 |
-0.095 |
-48.7% |
0.392 |
| ATR |
0.183 |
0.177 |
-0.005 |
-2.8% |
0.000 |
| Volume |
49,821 |
51,060 |
1,239 |
2.5% |
181,951 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.983 |
3.932 |
3.736 |
|
| R3 |
3.883 |
3.832 |
3.709 |
|
| R2 |
3.783 |
3.783 |
3.699 |
|
| R1 |
3.732 |
3.732 |
3.690 |
3.758 |
| PP |
3.683 |
3.683 |
3.683 |
3.696 |
| S1 |
3.632 |
3.632 |
3.672 |
3.658 |
| S2 |
3.583 |
3.583 |
3.663 |
|
| S3 |
3.483 |
3.532 |
3.654 |
|
| S4 |
3.383 |
3.432 |
3.626 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.013 |
4.810 |
4.039 |
|
| R3 |
4.621 |
4.418 |
3.931 |
|
| R2 |
4.229 |
4.229 |
3.895 |
|
| R1 |
4.026 |
4.026 |
3.859 |
3.932 |
| PP |
3.837 |
3.837 |
3.837 |
3.790 |
| S1 |
3.634 |
3.634 |
3.787 |
3.540 |
| S2 |
3.445 |
3.445 |
3.751 |
|
| S3 |
3.053 |
3.242 |
3.715 |
|
| S4 |
2.661 |
2.850 |
3.607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.866 |
3.612 |
0.254 |
6.9% |
0.146 |
4.0% |
27% |
False |
False |
42,212 |
| 10 |
4.494 |
3.612 |
0.882 |
24.0% |
0.167 |
4.5% |
8% |
False |
False |
35,801 |
| 20 |
4.639 |
3.612 |
1.027 |
27.9% |
0.179 |
4.9% |
7% |
False |
False |
33,793 |
| 40 |
4.639 |
3.612 |
1.027 |
27.9% |
0.152 |
4.1% |
7% |
False |
False |
26,475 |
| 60 |
4.639 |
3.612 |
1.027 |
27.9% |
0.132 |
3.6% |
7% |
False |
False |
20,838 |
| 80 |
4.639 |
3.612 |
1.027 |
27.9% |
0.121 |
3.3% |
7% |
False |
False |
17,221 |
| 100 |
4.639 |
3.612 |
1.027 |
27.9% |
0.113 |
3.1% |
7% |
False |
False |
14,343 |
| 120 |
4.709 |
3.612 |
1.097 |
29.8% |
0.106 |
2.9% |
6% |
False |
False |
12,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.159 |
|
2.618 |
3.996 |
|
1.618 |
3.896 |
|
1.000 |
3.834 |
|
0.618 |
3.796 |
|
HIGH |
3.734 |
|
0.618 |
3.696 |
|
0.500 |
3.684 |
|
0.382 |
3.672 |
|
LOW |
3.634 |
|
0.618 |
3.572 |
|
1.000 |
3.534 |
|
1.618 |
3.472 |
|
2.618 |
3.372 |
|
4.250 |
3.209 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.684 |
3.726 |
| PP |
3.683 |
3.711 |
| S1 |
3.682 |
3.696 |
|