NYMEX Natural Gas Future April 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 |
3.440 |
3.528 |
0.088 |
2.6% |
3.625 |
| High |
3.534 |
3.529 |
-0.005 |
-0.1% |
3.666 |
| Low |
3.426 |
3.393 |
-0.033 |
-1.0% |
3.406 |
| Close |
3.528 |
3.401 |
-0.127 |
-3.6% |
3.528 |
| Range |
0.108 |
0.136 |
0.028 |
25.9% |
0.260 |
| ATR |
0.098 |
0.101 |
0.003 |
2.8% |
0.000 |
| Volume |
31,854 |
37,523 |
5,669 |
17.8% |
149,783 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.849 |
3.761 |
3.476 |
|
| R3 |
3.713 |
3.625 |
3.438 |
|
| R2 |
3.577 |
3.577 |
3.426 |
|
| R1 |
3.489 |
3.489 |
3.413 |
3.465 |
| PP |
3.441 |
3.441 |
3.441 |
3.429 |
| S1 |
3.353 |
3.353 |
3.389 |
3.329 |
| S2 |
3.305 |
3.305 |
3.376 |
|
| S3 |
3.169 |
3.217 |
3.364 |
|
| S4 |
3.033 |
3.081 |
3.326 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.313 |
4.181 |
3.671 |
|
| R3 |
4.053 |
3.921 |
3.600 |
|
| R2 |
3.793 |
3.793 |
3.576 |
|
| R1 |
3.661 |
3.661 |
3.552 |
3.597 |
| PP |
3.533 |
3.533 |
3.533 |
3.502 |
| S1 |
3.401 |
3.401 |
3.504 |
3.337 |
| S2 |
3.273 |
3.273 |
3.480 |
|
| S3 |
3.013 |
3.141 |
3.457 |
|
| S4 |
2.753 |
2.881 |
3.385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.655 |
3.393 |
0.262 |
7.7% |
0.104 |
3.1% |
3% |
False |
True |
32,902 |
| 10 |
3.820 |
3.393 |
0.427 |
12.6% |
0.103 |
3.0% |
2% |
False |
True |
31,170 |
| 20 |
3.873 |
3.393 |
0.480 |
14.1% |
0.103 |
3.0% |
2% |
False |
True |
36,062 |
| 40 |
3.895 |
3.393 |
0.502 |
14.8% |
0.090 |
2.6% |
2% |
False |
True |
28,812 |
| 60 |
3.910 |
3.393 |
0.517 |
15.2% |
0.081 |
2.4% |
2% |
False |
True |
23,259 |
| 80 |
3.944 |
3.393 |
0.551 |
16.2% |
0.076 |
2.2% |
1% |
False |
True |
20,086 |
| 100 |
3.944 |
3.393 |
0.551 |
16.2% |
0.072 |
2.1% |
1% |
False |
True |
17,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.107 |
|
2.618 |
3.885 |
|
1.618 |
3.749 |
|
1.000 |
3.665 |
|
0.618 |
3.613 |
|
HIGH |
3.529 |
|
0.618 |
3.477 |
|
0.500 |
3.461 |
|
0.382 |
3.445 |
|
LOW |
3.393 |
|
0.618 |
3.309 |
|
1.000 |
3.257 |
|
1.618 |
3.173 |
|
2.618 |
3.037 |
|
4.250 |
2.815 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.461 |
3.464 |
| PP |
3.441 |
3.443 |
| S1 |
3.421 |
3.422 |
|