NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.634 |
3.712 |
0.078 |
2.1% |
3.805 |
| High |
3.734 |
3.823 |
0.089 |
2.4% |
3.840 |
| Low |
3.631 |
3.667 |
0.036 |
1.0% |
3.612 |
| Close |
3.724 |
3.676 |
-0.048 |
-1.3% |
3.816 |
| Range |
0.103 |
0.156 |
0.053 |
51.5% |
0.228 |
| ATR |
0.172 |
0.171 |
-0.001 |
-0.7% |
0.000 |
| Volume |
58,654 |
67,758 |
9,104 |
15.5% |
291,831 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.190 |
4.089 |
3.762 |
|
| R3 |
4.034 |
3.933 |
3.719 |
|
| R2 |
3.878 |
3.878 |
3.705 |
|
| R1 |
3.777 |
3.777 |
3.690 |
3.750 |
| PP |
3.722 |
3.722 |
3.722 |
3.708 |
| S1 |
3.621 |
3.621 |
3.662 |
3.594 |
| S2 |
3.566 |
3.566 |
3.647 |
|
| S3 |
3.410 |
3.465 |
3.633 |
|
| S4 |
3.254 |
3.309 |
3.590 |
|
|
| 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 |
9.0% |
0.167 |
4.5% |
17% |
False |
False |
63,818 |
| 10 |
3.950 |
3.612 |
0.338 |
9.2% |
0.159 |
4.3% |
19% |
False |
False |
58,832 |
| 20 |
4.639 |
3.612 |
1.027 |
27.9% |
0.173 |
4.7% |
6% |
False |
False |
46,460 |
| 40 |
4.639 |
3.612 |
1.027 |
27.9% |
0.165 |
4.5% |
6% |
False |
False |
35,864 |
| 60 |
4.639 |
3.612 |
1.027 |
27.9% |
0.141 |
3.8% |
6% |
False |
False |
27,503 |
| 80 |
4.639 |
3.612 |
1.027 |
27.9% |
0.128 |
3.5% |
6% |
False |
False |
22,482 |
| 100 |
4.639 |
3.612 |
1.027 |
27.9% |
0.119 |
3.2% |
6% |
False |
False |
18,633 |
| 120 |
4.639 |
3.612 |
1.027 |
27.9% |
0.111 |
3.0% |
6% |
False |
False |
16,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.486 |
|
2.618 |
4.231 |
|
1.618 |
4.075 |
|
1.000 |
3.979 |
|
0.618 |
3.919 |
|
HIGH |
3.823 |
|
0.618 |
3.763 |
|
0.500 |
3.745 |
|
0.382 |
3.727 |
|
LOW |
3.667 |
|
0.618 |
3.571 |
|
1.000 |
3.511 |
|
1.618 |
3.415 |
|
2.618 |
3.259 |
|
4.250 |
3.004 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.745 |
3.722 |
| PP |
3.722 |
3.706 |
| S1 |
3.699 |
3.691 |
|