NYMEX Natural Gas Future May 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 |
3.676 |
3.580 |
-0.096 |
-2.6% |
3.625 |
| High |
3.685 |
3.632 |
-0.053 |
-1.4% |
3.775 |
| Low |
3.599 |
3.566 |
-0.033 |
-0.9% |
3.599 |
| Close |
3.618 |
3.619 |
0.001 |
0.0% |
3.618 |
| Range |
0.086 |
0.066 |
-0.020 |
-23.3% |
0.176 |
| ATR |
0.088 |
0.087 |
-0.002 |
-1.8% |
0.000 |
| Volume |
8,669 |
10,799 |
2,130 |
24.6% |
43,934 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.804 |
3.777 |
3.655 |
|
| R3 |
3.738 |
3.711 |
3.637 |
|
| R2 |
3.672 |
3.672 |
3.631 |
|
| R1 |
3.645 |
3.645 |
3.625 |
3.659 |
| PP |
3.606 |
3.606 |
3.606 |
3.612 |
| S1 |
3.579 |
3.579 |
3.613 |
3.593 |
| S2 |
3.540 |
3.540 |
3.607 |
|
| S3 |
3.474 |
3.513 |
3.601 |
|
| S4 |
3.408 |
3.447 |
3.583 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.192 |
4.081 |
3.715 |
|
| R3 |
4.016 |
3.905 |
3.666 |
|
| R2 |
3.840 |
3.840 |
3.650 |
|
| R1 |
3.729 |
3.729 |
3.634 |
3.697 |
| PP |
3.664 |
3.664 |
3.664 |
3.648 |
| S1 |
3.553 |
3.553 |
3.602 |
3.521 |
| S2 |
3.488 |
3.488 |
3.586 |
|
| S3 |
3.312 |
3.377 |
3.570 |
|
| S4 |
3.136 |
3.201 |
3.521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.775 |
3.566 |
0.209 |
5.8% |
0.087 |
2.4% |
25% |
False |
True |
10,946 |
| 10 |
3.782 |
3.566 |
0.216 |
6.0% |
0.090 |
2.5% |
25% |
False |
True |
13,087 |
| 20 |
3.853 |
3.566 |
0.287 |
7.9% |
0.089 |
2.5% |
18% |
False |
True |
13,801 |
| 40 |
3.853 |
3.462 |
0.391 |
10.8% |
0.076 |
2.1% |
40% |
False |
False |
9,255 |
| 60 |
3.883 |
3.462 |
0.421 |
11.6% |
0.070 |
1.9% |
37% |
False |
False |
7,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.913 |
|
2.618 |
3.805 |
|
1.618 |
3.739 |
|
1.000 |
3.698 |
|
0.618 |
3.673 |
|
HIGH |
3.632 |
|
0.618 |
3.607 |
|
0.500 |
3.599 |
|
0.382 |
3.591 |
|
LOW |
3.566 |
|
0.618 |
3.525 |
|
1.000 |
3.500 |
|
1.618 |
3.459 |
|
2.618 |
3.393 |
|
4.250 |
3.286 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.612 |
3.671 |
| PP |
3.606 |
3.653 |
| S1 |
3.599 |
3.636 |
|