NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.638 |
3.901 |
0.263 |
7.2% |
3.765 |
| High |
3.798 |
3.907 |
0.109 |
2.9% |
3.798 |
| Low |
3.633 |
3.680 |
0.047 |
1.3% |
3.550 |
| Close |
3.777 |
3.697 |
-0.080 |
-2.1% |
3.777 |
| Range |
0.165 |
0.227 |
0.062 |
37.6% |
0.248 |
| ATR |
0.168 |
0.172 |
0.004 |
2.5% |
0.000 |
| Volume |
61,623 |
50,133 |
-11,490 |
-18.6% |
310,713 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.442 |
4.297 |
3.822 |
|
| R3 |
4.215 |
4.070 |
3.759 |
|
| R2 |
3.988 |
3.988 |
3.739 |
|
| R1 |
3.843 |
3.843 |
3.718 |
3.802 |
| PP |
3.761 |
3.761 |
3.761 |
3.741 |
| S1 |
3.616 |
3.616 |
3.676 |
3.575 |
| S2 |
3.534 |
3.534 |
3.655 |
|
| S3 |
3.307 |
3.389 |
3.635 |
|
| S4 |
3.080 |
3.162 |
3.572 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.452 |
4.363 |
3.913 |
|
| R3 |
4.204 |
4.115 |
3.845 |
|
| R2 |
3.956 |
3.956 |
3.822 |
|
| R1 |
3.867 |
3.867 |
3.800 |
3.912 |
| PP |
3.708 |
3.708 |
3.708 |
3.731 |
| S1 |
3.619 |
3.619 |
3.754 |
3.664 |
| S2 |
3.460 |
3.460 |
3.732 |
|
| S3 |
3.212 |
3.371 |
3.709 |
|
| S4 |
2.964 |
3.123 |
3.641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.907 |
3.588 |
0.319 |
8.6% |
0.156 |
4.2% |
34% |
True |
False |
58,820 |
| 10 |
3.966 |
3.550 |
0.416 |
11.3% |
0.155 |
4.2% |
35% |
False |
False |
52,924 |
| 20 |
4.530 |
3.550 |
0.980 |
26.5% |
0.178 |
4.8% |
15% |
False |
False |
48,724 |
| 40 |
4.530 |
3.550 |
0.980 |
26.5% |
0.155 |
4.2% |
15% |
False |
False |
42,596 |
| 60 |
4.530 |
3.550 |
0.980 |
26.5% |
0.134 |
3.6% |
15% |
False |
False |
35,081 |
| 80 |
4.530 |
3.550 |
0.980 |
26.5% |
0.121 |
3.3% |
15% |
False |
False |
29,959 |
| 100 |
4.530 |
3.550 |
0.980 |
26.5% |
0.112 |
3.0% |
15% |
False |
False |
25,789 |
| 120 |
4.580 |
3.550 |
1.030 |
27.9% |
0.105 |
2.8% |
14% |
False |
False |
22,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.872 |
|
2.618 |
4.501 |
|
1.618 |
4.274 |
|
1.000 |
4.134 |
|
0.618 |
4.047 |
|
HIGH |
3.907 |
|
0.618 |
3.820 |
|
0.500 |
3.794 |
|
0.382 |
3.767 |
|
LOW |
3.680 |
|
0.618 |
3.540 |
|
1.000 |
3.453 |
|
1.618 |
3.313 |
|
2.618 |
3.086 |
|
4.250 |
2.715 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.794 |
3.756 |
| PP |
3.761 |
3.736 |
| S1 |
3.729 |
3.717 |
|