NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.661 |
3.350 |
-0.311 |
-8.5% |
3.930 |
| High |
3.677 |
3.351 |
-0.326 |
-8.9% |
3.936 |
| Low |
3.444 |
3.124 |
-0.320 |
-9.3% |
3.444 |
| Close |
3.464 |
3.144 |
-0.320 |
-9.2% |
3.464 |
| Range |
0.233 |
0.227 |
-0.006 |
-2.6% |
0.492 |
| ATR |
0.183 |
0.194 |
0.011 |
6.1% |
0.000 |
| Volume |
120,014 |
154,679 |
34,665 |
28.9% |
585,052 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.887 |
3.743 |
3.269 |
|
| R3 |
3.660 |
3.516 |
3.206 |
|
| R2 |
3.433 |
3.433 |
3.186 |
|
| R1 |
3.289 |
3.289 |
3.165 |
3.248 |
| PP |
3.206 |
3.206 |
3.206 |
3.186 |
| S1 |
3.062 |
3.062 |
3.123 |
3.021 |
| S2 |
2.979 |
2.979 |
3.102 |
|
| S3 |
2.752 |
2.835 |
3.082 |
|
| S4 |
2.525 |
2.608 |
3.019 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.091 |
4.769 |
3.735 |
|
| R3 |
4.599 |
4.277 |
3.599 |
|
| R2 |
4.107 |
4.107 |
3.554 |
|
| R1 |
3.785 |
3.785 |
3.509 |
3.700 |
| PP |
3.615 |
3.615 |
3.615 |
3.572 |
| S1 |
3.293 |
3.293 |
3.419 |
3.208 |
| S2 |
3.123 |
3.123 |
3.374 |
|
| S3 |
2.631 |
2.801 |
3.329 |
|
| S4 |
2.139 |
2.309 |
3.193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.805 |
3.124 |
0.681 |
21.7% |
0.185 |
5.9% |
3% |
False |
True |
121,016 |
| 10 |
3.936 |
3.124 |
0.812 |
25.8% |
0.174 |
5.5% |
2% |
False |
True |
132,035 |
| 20 |
4.529 |
3.124 |
1.405 |
44.7% |
0.176 |
5.6% |
1% |
False |
True |
138,433 |
| 40 |
4.689 |
3.124 |
1.565 |
49.8% |
0.180 |
5.7% |
1% |
False |
True |
113,395 |
| 60 |
4.689 |
3.124 |
1.565 |
49.8% |
0.152 |
4.8% |
1% |
False |
True |
87,655 |
| 80 |
4.689 |
3.124 |
1.565 |
49.8% |
0.138 |
4.4% |
1% |
False |
True |
71,963 |
| 100 |
4.689 |
3.124 |
1.565 |
49.8% |
0.129 |
4.1% |
1% |
False |
True |
61,796 |
| 120 |
4.689 |
3.124 |
1.565 |
49.8% |
0.121 |
3.8% |
1% |
False |
True |
54,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.316 |
|
2.618 |
3.945 |
|
1.618 |
3.718 |
|
1.000 |
3.578 |
|
0.618 |
3.491 |
|
HIGH |
3.351 |
|
0.618 |
3.264 |
|
0.500 |
3.238 |
|
0.382 |
3.211 |
|
LOW |
3.124 |
|
0.618 |
2.984 |
|
1.000 |
2.897 |
|
1.618 |
2.757 |
|
2.618 |
2.530 |
|
4.250 |
2.159 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.238 |
3.465 |
| PP |
3.206 |
3.358 |
| S1 |
3.175 |
3.251 |
|