NYMEX Natural Gas Future May 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 |
3.505 |
3.420 |
-0.085 |
-2.4% |
3.580 |
| High |
3.506 |
3.465 |
-0.041 |
-1.2% |
3.632 |
| Low |
3.390 |
3.402 |
0.012 |
0.4% |
3.394 |
| Close |
3.398 |
3.441 |
0.043 |
1.3% |
3.518 |
| Range |
0.116 |
0.063 |
-0.053 |
-45.7% |
0.238 |
| ATR |
0.092 |
0.090 |
-0.002 |
-1.9% |
0.000 |
| Volume |
17,554 |
17,925 |
371 |
2.1% |
63,630 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.625 |
3.596 |
3.476 |
|
| R3 |
3.562 |
3.533 |
3.458 |
|
| R2 |
3.499 |
3.499 |
3.453 |
|
| R1 |
3.470 |
3.470 |
3.447 |
3.485 |
| PP |
3.436 |
3.436 |
3.436 |
3.443 |
| S1 |
3.407 |
3.407 |
3.435 |
3.422 |
| S2 |
3.373 |
3.373 |
3.429 |
|
| S3 |
3.310 |
3.344 |
3.424 |
|
| S4 |
3.247 |
3.281 |
3.406 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.229 |
4.111 |
3.649 |
|
| R3 |
3.991 |
3.873 |
3.583 |
|
| R2 |
3.753 |
3.753 |
3.562 |
|
| R1 |
3.635 |
3.635 |
3.540 |
3.575 |
| PP |
3.515 |
3.515 |
3.515 |
3.485 |
| S1 |
3.397 |
3.397 |
3.496 |
3.337 |
| S2 |
3.277 |
3.277 |
3.474 |
|
| S3 |
3.039 |
3.159 |
3.453 |
|
| S4 |
2.801 |
2.921 |
3.387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.540 |
3.390 |
0.150 |
4.4% |
0.087 |
2.5% |
34% |
False |
False |
15,164 |
| 10 |
3.775 |
3.390 |
0.385 |
11.2% |
0.084 |
2.4% |
13% |
False |
False |
12,854 |
| 20 |
3.782 |
3.390 |
0.392 |
11.4% |
0.087 |
2.5% |
13% |
False |
False |
13,508 |
| 40 |
3.853 |
3.390 |
0.463 |
13.5% |
0.082 |
2.4% |
11% |
False |
False |
10,706 |
| 60 |
3.883 |
3.390 |
0.493 |
14.3% |
0.073 |
2.1% |
10% |
False |
False |
8,699 |
| 80 |
3.885 |
3.390 |
0.495 |
14.4% |
0.068 |
2.0% |
10% |
False |
False |
7,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.733 |
|
2.618 |
3.630 |
|
1.618 |
3.567 |
|
1.000 |
3.528 |
|
0.618 |
3.504 |
|
HIGH |
3.465 |
|
0.618 |
3.441 |
|
0.500 |
3.434 |
|
0.382 |
3.426 |
|
LOW |
3.402 |
|
0.618 |
3.363 |
|
1.000 |
3.339 |
|
1.618 |
3.300 |
|
2.618 |
3.237 |
|
4.250 |
3.134 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.439 |
3.458 |
| PP |
3.436 |
3.452 |
| S1 |
3.434 |
3.447 |
|