NYMEX Natural Gas Future May 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 |
3.437 |
3.486 |
0.049 |
1.4% |
3.580 |
| High |
3.486 |
3.510 |
0.024 |
0.7% |
3.632 |
| Low |
3.407 |
3.413 |
0.006 |
0.2% |
3.394 |
| Close |
3.480 |
3.439 |
-0.041 |
-1.2% |
3.518 |
| Range |
0.079 |
0.097 |
0.018 |
22.8% |
0.238 |
| ATR |
0.089 |
0.090 |
0.001 |
0.6% |
0.000 |
| Volume |
15,148 |
19,099 |
3,951 |
26.1% |
63,630 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.745 |
3.689 |
3.492 |
|
| R3 |
3.648 |
3.592 |
3.466 |
|
| R2 |
3.551 |
3.551 |
3.457 |
|
| R1 |
3.495 |
3.495 |
3.448 |
3.475 |
| PP |
3.454 |
3.454 |
3.454 |
3.444 |
| S1 |
3.398 |
3.398 |
3.430 |
3.378 |
| S2 |
3.357 |
3.357 |
3.421 |
|
| S3 |
3.260 |
3.301 |
3.412 |
|
| S4 |
3.163 |
3.204 |
3.386 |
|
|
| 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 |
3.525 |
3.390 |
0.135 |
3.9% |
0.090 |
2.6% |
36% |
False |
False |
17,530 |
| 10 |
3.685 |
3.390 |
0.295 |
8.6% |
0.084 |
2.5% |
17% |
False |
False |
14,202 |
| 20 |
3.782 |
3.390 |
0.392 |
11.4% |
0.089 |
2.6% |
13% |
False |
False |
13,843 |
| 40 |
3.853 |
3.390 |
0.463 |
13.5% |
0.083 |
2.4% |
11% |
False |
False |
11,376 |
| 60 |
3.880 |
3.390 |
0.490 |
14.2% |
0.074 |
2.1% |
10% |
False |
False |
9,139 |
| 80 |
3.885 |
3.390 |
0.495 |
14.4% |
0.069 |
2.0% |
10% |
False |
False |
7,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.922 |
|
2.618 |
3.764 |
|
1.618 |
3.667 |
|
1.000 |
3.607 |
|
0.618 |
3.570 |
|
HIGH |
3.510 |
|
0.618 |
3.473 |
|
0.500 |
3.462 |
|
0.382 |
3.450 |
|
LOW |
3.413 |
|
0.618 |
3.353 |
|
1.000 |
3.316 |
|
1.618 |
3.256 |
|
2.618 |
3.159 |
|
4.250 |
3.001 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.462 |
3.456 |
| PP |
3.454 |
3.450 |
| S1 |
3.447 |
3.445 |
|