NYMEX Natural Gas Future February 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 |
3.683 |
3.400 |
-0.283 |
-7.7% |
3.945 |
| High |
3.704 |
3.400 |
-0.304 |
-8.2% |
3.950 |
| Low |
3.481 |
3.166 |
-0.315 |
-9.0% |
3.481 |
| Close |
3.498 |
3.180 |
-0.318 |
-9.1% |
3.498 |
| Range |
0.223 |
0.234 |
0.011 |
4.9% |
0.469 |
| ATR |
0.175 |
0.186 |
0.011 |
6.4% |
0.000 |
| Volume |
75,455 |
118,217 |
42,762 |
56.7% |
332,571 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.951 |
3.799 |
3.309 |
|
| R3 |
3.717 |
3.565 |
3.244 |
|
| R2 |
3.483 |
3.483 |
3.223 |
|
| R1 |
3.331 |
3.331 |
3.201 |
3.290 |
| PP |
3.249 |
3.249 |
3.249 |
3.228 |
| S1 |
3.097 |
3.097 |
3.159 |
3.056 |
| S2 |
3.015 |
3.015 |
3.137 |
|
| S3 |
2.781 |
2.863 |
3.116 |
|
| S4 |
2.547 |
2.629 |
3.051 |
|
|
| 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 |
3.823 |
3.166 |
0.657 |
20.7% |
0.178 |
5.6% |
2% |
False |
True |
75,409 |
| 10 |
3.950 |
3.166 |
0.784 |
24.7% |
0.169 |
5.3% |
2% |
False |
True |
69,279 |
| 20 |
4.494 |
3.166 |
1.328 |
41.8% |
0.171 |
5.4% |
1% |
False |
True |
51,430 |
| 40 |
4.639 |
3.166 |
1.473 |
46.3% |
0.172 |
5.4% |
1% |
False |
True |
39,996 |
| 60 |
4.639 |
3.166 |
1.473 |
46.3% |
0.146 |
4.6% |
1% |
False |
True |
30,429 |
| 80 |
4.639 |
3.166 |
1.473 |
46.3% |
0.131 |
4.1% |
1% |
False |
True |
24,713 |
| 100 |
4.639 |
3.166 |
1.473 |
46.3% |
0.122 |
3.8% |
1% |
False |
True |
20,523 |
| 120 |
4.639 |
3.166 |
1.473 |
46.3% |
0.114 |
3.6% |
1% |
False |
True |
17,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.395 |
|
2.618 |
4.013 |
|
1.618 |
3.779 |
|
1.000 |
3.634 |
|
0.618 |
3.545 |
|
HIGH |
3.400 |
|
0.618 |
3.311 |
|
0.500 |
3.283 |
|
0.382 |
3.255 |
|
LOW |
3.166 |
|
0.618 |
3.021 |
|
1.000 |
2.932 |
|
1.618 |
2.787 |
|
2.618 |
2.553 |
|
4.250 |
2.172 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.283 |
3.495 |
| PP |
3.249 |
3.390 |
| S1 |
3.214 |
3.285 |
|