NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.439 |
3.485 |
0.046 |
1.3% |
3.625 |
| High |
3.491 |
3.522 |
0.031 |
0.9% |
3.666 |
| Low |
3.412 |
3.415 |
0.003 |
0.1% |
3.406 |
| Close |
3.485 |
3.441 |
-0.044 |
-1.3% |
3.528 |
| Range |
0.079 |
0.107 |
0.028 |
35.4% |
0.260 |
| ATR |
0.097 |
0.098 |
0.001 |
0.7% |
0.000 |
| Volume |
31,303 |
36,885 |
5,582 |
17.8% |
149,783 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.780 |
3.718 |
3.500 |
|
| R3 |
3.673 |
3.611 |
3.470 |
|
| R2 |
3.566 |
3.566 |
3.461 |
|
| R1 |
3.504 |
3.504 |
3.451 |
3.482 |
| PP |
3.459 |
3.459 |
3.459 |
3.448 |
| S1 |
3.397 |
3.397 |
3.431 |
3.375 |
| S2 |
3.352 |
3.352 |
3.421 |
|
| S3 |
3.245 |
3.290 |
3.412 |
|
| S4 |
3.138 |
3.183 |
3.382 |
|
|
| 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 |
3.534 |
3.393 |
0.141 |
4.1% |
0.100 |
2.9% |
34% |
False |
False |
36,087 |
| 10 |
3.753 |
3.393 |
0.360 |
10.5% |
0.099 |
2.9% |
13% |
False |
False |
32,842 |
| 20 |
3.848 |
3.393 |
0.455 |
13.2% |
0.101 |
2.9% |
11% |
False |
False |
34,746 |
| 40 |
3.895 |
3.393 |
0.502 |
14.6% |
0.091 |
2.6% |
10% |
False |
False |
30,826 |
| 60 |
3.910 |
3.393 |
0.517 |
15.0% |
0.082 |
2.4% |
9% |
False |
False |
24,621 |
| 80 |
3.944 |
3.393 |
0.551 |
16.0% |
0.077 |
2.2% |
9% |
False |
False |
21,182 |
| 100 |
3.944 |
3.393 |
0.551 |
16.0% |
0.074 |
2.1% |
9% |
False |
False |
18,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.977 |
|
2.618 |
3.802 |
|
1.618 |
3.695 |
|
1.000 |
3.629 |
|
0.618 |
3.588 |
|
HIGH |
3.522 |
|
0.618 |
3.481 |
|
0.500 |
3.469 |
|
0.382 |
3.456 |
|
LOW |
3.415 |
|
0.618 |
3.349 |
|
1.000 |
3.308 |
|
1.618 |
3.242 |
|
2.618 |
3.135 |
|
4.250 |
2.960 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.469 |
3.462 |
| PP |
3.459 |
3.455 |
| S1 |
3.450 |
3.448 |
|