NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.731 |
3.634 |
-0.097 |
-2.6% |
3.805 |
| High |
3.794 |
3.734 |
-0.060 |
-1.6% |
3.840 |
| Low |
3.620 |
3.631 |
0.011 |
0.3% |
3.612 |
| Close |
3.635 |
3.724 |
0.089 |
2.4% |
3.816 |
| Range |
0.174 |
0.103 |
-0.071 |
-40.8% |
0.228 |
| ATR |
0.178 |
0.172 |
-0.005 |
-3.0% |
0.000 |
| Volume |
56,963 |
58,654 |
1,691 |
3.0% |
291,831 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.005 |
3.968 |
3.781 |
|
| R3 |
3.902 |
3.865 |
3.752 |
|
| R2 |
3.799 |
3.799 |
3.743 |
|
| R1 |
3.762 |
3.762 |
3.733 |
3.781 |
| PP |
3.696 |
3.696 |
3.696 |
3.706 |
| S1 |
3.659 |
3.659 |
3.715 |
3.678 |
| S2 |
3.593 |
3.593 |
3.705 |
|
| S3 |
3.490 |
3.556 |
3.696 |
|
| S4 |
3.387 |
3.453 |
3.667 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.440 |
4.356 |
3.941 |
|
| R3 |
4.212 |
4.128 |
3.879 |
|
| R2 |
3.984 |
3.984 |
3.858 |
|
| R1 |
3.900 |
3.900 |
3.837 |
3.942 |
| PP |
3.756 |
3.756 |
3.756 |
3.777 |
| S1 |
3.672 |
3.672 |
3.795 |
3.714 |
| S2 |
3.528 |
3.528 |
3.774 |
|
| S3 |
3.300 |
3.444 |
3.753 |
|
| S4 |
3.072 |
3.216 |
3.691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.950 |
3.620 |
0.330 |
8.9% |
0.168 |
4.5% |
32% |
False |
False |
64,485 |
| 10 |
3.950 |
3.612 |
0.338 |
9.1% |
0.159 |
4.3% |
33% |
False |
False |
54,926 |
| 20 |
4.639 |
3.612 |
1.027 |
27.6% |
0.180 |
4.8% |
11% |
False |
False |
44,955 |
| 40 |
4.639 |
3.612 |
1.027 |
27.6% |
0.162 |
4.4% |
11% |
False |
False |
34,444 |
| 60 |
4.639 |
3.612 |
1.027 |
27.6% |
0.140 |
3.8% |
11% |
False |
False |
26,476 |
| 80 |
4.639 |
3.612 |
1.027 |
27.6% |
0.127 |
3.4% |
11% |
False |
False |
21,687 |
| 100 |
4.639 |
3.612 |
1.027 |
27.6% |
0.118 |
3.2% |
11% |
False |
False |
17,981 |
| 120 |
4.639 |
3.612 |
1.027 |
27.6% |
0.110 |
3.0% |
11% |
False |
False |
15,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.172 |
|
2.618 |
4.004 |
|
1.618 |
3.901 |
|
1.000 |
3.837 |
|
0.618 |
3.798 |
|
HIGH |
3.734 |
|
0.618 |
3.695 |
|
0.500 |
3.683 |
|
0.382 |
3.670 |
|
LOW |
3.631 |
|
0.618 |
3.567 |
|
1.000 |
3.528 |
|
1.618 |
3.464 |
|
2.618 |
3.361 |
|
4.250 |
3.193 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.710 |
3.785 |
| PP |
3.696 |
3.765 |
| S1 |
3.683 |
3.744 |
|