NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.486 |
3.459 |
-0.027 |
-0.8% |
3.505 |
| High |
3.510 |
3.531 |
0.021 |
0.6% |
3.531 |
| Low |
3.413 |
3.442 |
0.029 |
0.8% |
3.390 |
| Close |
3.439 |
3.525 |
0.086 |
2.5% |
3.525 |
| Range |
0.097 |
0.089 |
-0.008 |
-8.2% |
0.141 |
| ATR |
0.090 |
0.090 |
0.000 |
0.2% |
0.000 |
| Volume |
19,099 |
18,316 |
-783 |
-4.1% |
88,042 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.766 |
3.735 |
3.574 |
|
| R3 |
3.677 |
3.646 |
3.549 |
|
| R2 |
3.588 |
3.588 |
3.541 |
|
| R1 |
3.557 |
3.557 |
3.533 |
3.573 |
| PP |
3.499 |
3.499 |
3.499 |
3.507 |
| S1 |
3.468 |
3.468 |
3.517 |
3.484 |
| S2 |
3.410 |
3.410 |
3.509 |
|
| S3 |
3.321 |
3.379 |
3.501 |
|
| S4 |
3.232 |
3.290 |
3.476 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.905 |
3.856 |
3.603 |
|
| R3 |
3.764 |
3.715 |
3.564 |
|
| R2 |
3.623 |
3.623 |
3.551 |
|
| R1 |
3.574 |
3.574 |
3.538 |
3.599 |
| PP |
3.482 |
3.482 |
3.482 |
3.494 |
| S1 |
3.433 |
3.433 |
3.512 |
3.458 |
| S2 |
3.341 |
3.341 |
3.499 |
|
| S3 |
3.200 |
3.292 |
3.486 |
|
| S4 |
3.059 |
3.151 |
3.447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.531 |
3.390 |
0.141 |
4.0% |
0.089 |
2.5% |
96% |
True |
False |
17,608 |
| 10 |
3.632 |
3.390 |
0.242 |
6.9% |
0.085 |
2.4% |
56% |
False |
False |
15,167 |
| 20 |
3.782 |
3.390 |
0.392 |
11.1% |
0.088 |
2.5% |
34% |
False |
False |
14,281 |
| 40 |
3.853 |
3.390 |
0.463 |
13.1% |
0.081 |
2.3% |
29% |
False |
False |
11,761 |
| 60 |
3.880 |
3.390 |
0.490 |
13.9% |
0.074 |
2.1% |
28% |
False |
False |
9,386 |
| 80 |
3.885 |
3.390 |
0.495 |
14.0% |
0.069 |
2.0% |
27% |
False |
False |
8,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.909 |
|
2.618 |
3.764 |
|
1.618 |
3.675 |
|
1.000 |
3.620 |
|
0.618 |
3.586 |
|
HIGH |
3.531 |
|
0.618 |
3.497 |
|
0.500 |
3.487 |
|
0.382 |
3.476 |
|
LOW |
3.442 |
|
0.618 |
3.387 |
|
1.000 |
3.353 |
|
1.618 |
3.298 |
|
2.618 |
3.209 |
|
4.250 |
3.064 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.512 |
3.506 |
| PP |
3.499 |
3.488 |
| S1 |
3.487 |
3.469 |
|