NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.753 |
3.625 |
-0.128 |
-3.4% |
3.697 |
| High |
3.753 |
3.666 |
-0.087 |
-2.3% |
3.820 |
| Low |
3.633 |
3.575 |
-0.058 |
-1.6% |
3.633 |
| Close |
3.654 |
3.648 |
-0.006 |
-0.2% |
3.654 |
| Range |
0.120 |
0.091 |
-0.029 |
-24.2% |
0.187 |
| ATR |
0.098 |
0.097 |
0.000 |
-0.5% |
0.000 |
| Volume |
30,061 |
22,796 |
-7,265 |
-24.2% |
124,400 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.903 |
3.866 |
3.698 |
|
| R3 |
3.812 |
3.775 |
3.673 |
|
| R2 |
3.721 |
3.721 |
3.665 |
|
| R1 |
3.684 |
3.684 |
3.656 |
3.703 |
| PP |
3.630 |
3.630 |
3.630 |
3.639 |
| S1 |
3.593 |
3.593 |
3.640 |
3.612 |
| S2 |
3.539 |
3.539 |
3.631 |
|
| S3 |
3.448 |
3.502 |
3.623 |
|
| S4 |
3.357 |
3.411 |
3.598 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.263 |
4.146 |
3.757 |
|
| R3 |
4.076 |
3.959 |
3.705 |
|
| R2 |
3.889 |
3.889 |
3.688 |
|
| R1 |
3.772 |
3.772 |
3.671 |
3.737 |
| PP |
3.702 |
3.702 |
3.702 |
3.685 |
| S1 |
3.585 |
3.585 |
3.637 |
3.550 |
| S2 |
3.515 |
3.515 |
3.620 |
|
| S3 |
3.328 |
3.398 |
3.603 |
|
| S4 |
3.141 |
3.211 |
3.551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.820 |
3.575 |
0.245 |
6.7% |
0.103 |
2.8% |
30% |
False |
True |
29,439 |
| 10 |
3.848 |
3.575 |
0.273 |
7.5% |
0.104 |
2.8% |
27% |
False |
True |
35,723 |
| 20 |
3.895 |
3.575 |
0.320 |
8.8% |
0.102 |
2.8% |
23% |
False |
True |
38,471 |
| 40 |
3.895 |
3.479 |
0.416 |
11.4% |
0.084 |
2.3% |
41% |
False |
False |
26,279 |
| 60 |
3.910 |
3.479 |
0.431 |
11.8% |
0.078 |
2.1% |
39% |
False |
False |
21,612 |
| 80 |
3.944 |
3.479 |
0.465 |
12.7% |
0.073 |
2.0% |
36% |
False |
False |
18,531 |
| 100 |
3.988 |
3.479 |
0.509 |
14.0% |
0.070 |
1.9% |
33% |
False |
False |
16,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.053 |
|
2.618 |
3.904 |
|
1.618 |
3.813 |
|
1.000 |
3.757 |
|
0.618 |
3.722 |
|
HIGH |
3.666 |
|
0.618 |
3.631 |
|
0.500 |
3.621 |
|
0.382 |
3.610 |
|
LOW |
3.575 |
|
0.618 |
3.519 |
|
1.000 |
3.484 |
|
1.618 |
3.428 |
|
2.618 |
3.337 |
|
4.250 |
3.188 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.639 |
3.698 |
| PP |
3.630 |
3.681 |
| S1 |
3.621 |
3.665 |
|