NYMEX Natural Gas Future January 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 |
3.716 |
3.648 |
-0.068 |
-1.8% |
3.777 |
| High |
3.775 |
3.826 |
0.051 |
1.4% |
3.826 |
| Low |
3.614 |
3.644 |
0.030 |
0.8% |
3.585 |
| Close |
3.634 |
3.795 |
0.161 |
4.4% |
3.795 |
| Range |
0.161 |
0.182 |
0.021 |
13.0% |
0.241 |
| ATR |
0.180 |
0.181 |
0.001 |
0.5% |
0.000 |
| Volume |
168,062 |
124,556 |
-43,506 |
-25.9% |
739,704 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.301 |
4.230 |
3.895 |
|
| R3 |
4.119 |
4.048 |
3.845 |
|
| R2 |
3.937 |
3.937 |
3.828 |
|
| R1 |
3.866 |
3.866 |
3.812 |
3.902 |
| PP |
3.755 |
3.755 |
3.755 |
3.773 |
| S1 |
3.684 |
3.684 |
3.778 |
3.720 |
| S2 |
3.573 |
3.573 |
3.762 |
|
| S3 |
3.391 |
3.502 |
3.745 |
|
| S4 |
3.209 |
3.320 |
3.695 |
|
|
| 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 |
3.826 |
3.585 |
0.241 |
6.4% |
0.156 |
4.1% |
87% |
True |
False |
147,940 |
| 10 |
4.041 |
3.585 |
0.456 |
12.0% |
0.150 |
4.0% |
46% |
False |
False |
150,336 |
| 20 |
4.689 |
3.585 |
1.104 |
29.1% |
0.189 |
5.0% |
19% |
False |
False |
139,765 |
| 40 |
4.689 |
3.585 |
1.104 |
29.1% |
0.163 |
4.3% |
19% |
False |
False |
99,361 |
| 60 |
4.689 |
3.585 |
1.104 |
29.1% |
0.142 |
3.7% |
19% |
False |
False |
77,799 |
| 80 |
4.689 |
3.585 |
1.104 |
29.1% |
0.130 |
3.4% |
19% |
False |
False |
64,197 |
| 100 |
4.689 |
3.585 |
1.104 |
29.1% |
0.123 |
3.2% |
19% |
False |
False |
55,216 |
| 120 |
4.727 |
3.585 |
1.142 |
30.1% |
0.116 |
3.0% |
18% |
False |
False |
48,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.600 |
|
2.618 |
4.302 |
|
1.618 |
4.120 |
|
1.000 |
4.008 |
|
0.618 |
3.938 |
|
HIGH |
3.826 |
|
0.618 |
3.756 |
|
0.500 |
3.735 |
|
0.382 |
3.714 |
|
LOW |
3.644 |
|
0.618 |
3.532 |
|
1.000 |
3.462 |
|
1.618 |
3.350 |
|
2.618 |
3.168 |
|
4.250 |
2.871 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.775 |
3.769 |
| PP |
3.755 |
3.742 |
| S1 |
3.735 |
3.716 |
|