NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.712 |
3.683 |
-0.029 |
-0.8% |
3.945 |
| High |
3.823 |
3.704 |
-0.119 |
-3.1% |
3.950 |
| Low |
3.667 |
3.481 |
-0.186 |
-5.1% |
3.481 |
| Close |
3.676 |
3.498 |
-0.178 |
-4.8% |
3.498 |
| Range |
0.156 |
0.223 |
0.067 |
42.9% |
0.469 |
| ATR |
0.171 |
0.175 |
0.004 |
2.2% |
0.000 |
| Volume |
67,758 |
75,455 |
7,697 |
11.4% |
332,571 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.230 |
4.087 |
3.621 |
|
| R3 |
4.007 |
3.864 |
3.559 |
|
| R2 |
3.784 |
3.784 |
3.539 |
|
| R1 |
3.641 |
3.641 |
3.518 |
3.601 |
| PP |
3.561 |
3.561 |
3.561 |
3.541 |
| S1 |
3.418 |
3.418 |
3.478 |
3.378 |
| S2 |
3.338 |
3.338 |
3.457 |
|
| S3 |
3.115 |
3.195 |
3.437 |
|
| S4 |
2.892 |
2.972 |
3.375 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.050 |
4.743 |
3.756 |
|
| R3 |
4.581 |
4.274 |
3.627 |
|
| R2 |
4.112 |
4.112 |
3.584 |
|
| R1 |
3.805 |
3.805 |
3.541 |
3.724 |
| PP |
3.643 |
3.643 |
3.643 |
3.603 |
| S1 |
3.336 |
3.336 |
3.455 |
3.255 |
| S2 |
3.174 |
3.174 |
3.412 |
|
| S3 |
2.705 |
2.867 |
3.369 |
|
| S4 |
2.236 |
2.398 |
3.240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.950 |
3.481 |
0.469 |
13.4% |
0.178 |
5.1% |
4% |
False |
True |
66,514 |
| 10 |
3.950 |
3.481 |
0.469 |
13.4% |
0.165 |
4.7% |
4% |
False |
True |
62,440 |
| 20 |
4.639 |
3.481 |
1.158 |
33.1% |
0.173 |
4.9% |
1% |
False |
True |
48,083 |
| 40 |
4.639 |
3.481 |
1.158 |
33.1% |
0.168 |
4.8% |
1% |
False |
True |
37,466 |
| 60 |
4.639 |
3.481 |
1.158 |
33.1% |
0.143 |
4.1% |
1% |
False |
True |
28,613 |
| 80 |
4.639 |
3.481 |
1.158 |
33.1% |
0.130 |
3.7% |
1% |
False |
True |
23,343 |
| 100 |
4.639 |
3.481 |
1.158 |
33.1% |
0.120 |
3.4% |
1% |
False |
True |
19,368 |
| 120 |
4.639 |
3.481 |
1.158 |
33.1% |
0.112 |
3.2% |
1% |
False |
True |
16,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.652 |
|
2.618 |
4.288 |
|
1.618 |
4.065 |
|
1.000 |
3.927 |
|
0.618 |
3.842 |
|
HIGH |
3.704 |
|
0.618 |
3.619 |
|
0.500 |
3.593 |
|
0.382 |
3.566 |
|
LOW |
3.481 |
|
0.618 |
3.343 |
|
1.000 |
3.258 |
|
1.618 |
3.120 |
|
2.618 |
2.897 |
|
4.250 |
2.533 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.593 |
3.652 |
| PP |
3.561 |
3.601 |
| S1 |
3.530 |
3.549 |
|