NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.171 |
3.170 |
-0.001 |
0.0% |
3.930 |
| High |
3.234 |
3.190 |
-0.044 |
-1.4% |
3.936 |
| Low |
3.098 |
3.003 |
-0.095 |
-3.1% |
3.444 |
| Close |
3.171 |
3.030 |
-0.141 |
-4.4% |
3.464 |
| Range |
0.136 |
0.187 |
0.051 |
37.5% |
0.492 |
| ATR |
0.190 |
0.190 |
0.000 |
-0.1% |
0.000 |
| Volume |
90,095 |
50,879 |
-39,216 |
-43.5% |
585,052 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.635 |
3.520 |
3.133 |
|
| R3 |
3.448 |
3.333 |
3.081 |
|
| R2 |
3.261 |
3.261 |
3.064 |
|
| R1 |
3.146 |
3.146 |
3.047 |
3.110 |
| PP |
3.074 |
3.074 |
3.074 |
3.057 |
| S1 |
2.959 |
2.959 |
3.013 |
2.923 |
| S2 |
2.887 |
2.887 |
2.996 |
|
| S3 |
2.700 |
2.772 |
2.979 |
|
| S4 |
2.513 |
2.585 |
2.927 |
|
|
| 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 |
3.003 |
0.802 |
26.5% |
0.190 |
6.3% |
3% |
False |
True |
109,720 |
| 10 |
3.936 |
3.003 |
0.933 |
30.8% |
0.183 |
6.0% |
3% |
False |
True |
117,332 |
| 20 |
4.529 |
3.003 |
1.526 |
50.4% |
0.174 |
5.7% |
2% |
False |
True |
130,513 |
| 40 |
4.689 |
3.003 |
1.686 |
55.6% |
0.182 |
6.0% |
2% |
False |
True |
115,435 |
| 60 |
4.689 |
3.003 |
1.686 |
55.6% |
0.154 |
5.1% |
2% |
False |
True |
89,064 |
| 80 |
4.689 |
3.003 |
1.686 |
55.6% |
0.139 |
4.6% |
2% |
False |
True |
73,159 |
| 100 |
4.689 |
3.003 |
1.686 |
55.6% |
0.130 |
4.3% |
2% |
False |
True |
62,840 |
| 120 |
4.689 |
3.003 |
1.686 |
55.6% |
0.121 |
4.0% |
2% |
False |
True |
55,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.985 |
|
2.618 |
3.680 |
|
1.618 |
3.493 |
|
1.000 |
3.377 |
|
0.618 |
3.306 |
|
HIGH |
3.190 |
|
0.618 |
3.119 |
|
0.500 |
3.097 |
|
0.382 |
3.074 |
|
LOW |
3.003 |
|
0.618 |
2.887 |
|
1.000 |
2.816 |
|
1.618 |
2.700 |
|
2.618 |
2.513 |
|
4.250 |
2.208 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.097 |
3.177 |
| PP |
3.074 |
3.128 |
| S1 |
3.052 |
3.079 |
|