NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.648 |
3.930 |
0.282 |
7.7% |
3.777 |
| High |
3.826 |
3.936 |
0.110 |
2.9% |
3.826 |
| Low |
3.644 |
3.699 |
0.055 |
1.5% |
3.585 |
| Close |
3.795 |
3.719 |
-0.076 |
-2.0% |
3.795 |
| Range |
0.182 |
0.237 |
0.055 |
30.2% |
0.241 |
| ATR |
0.181 |
0.185 |
0.004 |
2.2% |
0.000 |
| Volume |
124,556 |
134,649 |
10,093 |
8.1% |
739,704 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.496 |
4.344 |
3.849 |
|
| R3 |
4.259 |
4.107 |
3.784 |
|
| R2 |
4.022 |
4.022 |
3.762 |
|
| R1 |
3.870 |
3.870 |
3.741 |
3.828 |
| PP |
3.785 |
3.785 |
3.785 |
3.763 |
| S1 |
3.633 |
3.633 |
3.697 |
3.591 |
| S2 |
3.548 |
3.548 |
3.676 |
|
| S3 |
3.311 |
3.396 |
3.654 |
|
| S4 |
3.074 |
3.159 |
3.589 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.458 |
4.368 |
3.928 |
|
| R3 |
4.217 |
4.127 |
3.861 |
|
| R2 |
3.976 |
3.976 |
3.839 |
|
| R1 |
3.886 |
3.886 |
3.817 |
3.931 |
| PP |
3.735 |
3.735 |
3.735 |
3.758 |
| S1 |
3.645 |
3.645 |
3.773 |
3.690 |
| S2 |
3.494 |
3.494 |
3.751 |
|
| S3 |
3.253 |
3.404 |
3.729 |
|
| S4 |
3.012 |
3.163 |
3.662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.936 |
3.606 |
0.330 |
8.9% |
0.164 |
4.4% |
34% |
True |
False |
143,055 |
| 10 |
4.026 |
3.585 |
0.441 |
11.9% |
0.163 |
4.4% |
30% |
False |
False |
145,645 |
| 20 |
4.689 |
3.585 |
1.104 |
29.7% |
0.194 |
5.2% |
12% |
False |
False |
142,606 |
| 40 |
4.689 |
3.585 |
1.104 |
29.7% |
0.167 |
4.5% |
12% |
False |
False |
101,946 |
| 60 |
4.689 |
3.585 |
1.104 |
29.7% |
0.144 |
3.9% |
12% |
False |
False |
79,596 |
| 80 |
4.689 |
3.585 |
1.104 |
29.7% |
0.132 |
3.5% |
12% |
False |
False |
65,667 |
| 100 |
4.689 |
3.585 |
1.104 |
29.7% |
0.124 |
3.3% |
12% |
False |
False |
56,417 |
| 120 |
4.721 |
3.585 |
1.136 |
30.5% |
0.117 |
3.2% |
12% |
False |
False |
49,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.943 |
|
2.618 |
4.556 |
|
1.618 |
4.319 |
|
1.000 |
4.173 |
|
0.618 |
4.082 |
|
HIGH |
3.936 |
|
0.618 |
3.845 |
|
0.500 |
3.818 |
|
0.382 |
3.790 |
|
LOW |
3.699 |
|
0.618 |
3.553 |
|
1.000 |
3.462 |
|
1.618 |
3.316 |
|
2.618 |
3.079 |
|
4.250 |
2.692 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.818 |
3.775 |
| PP |
3.785 |
3.756 |
| S1 |
3.752 |
3.738 |
|