NYMEX Natural Gas Future March 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 |
3.597 |
3.667 |
0.070 |
1.9% |
3.765 |
| High |
3.684 |
3.770 |
0.086 |
2.3% |
3.798 |
| Low |
3.592 |
3.619 |
0.027 |
0.8% |
3.550 |
| Close |
3.679 |
3.627 |
-0.052 |
-1.4% |
3.777 |
| Range |
0.092 |
0.151 |
0.059 |
64.1% |
0.248 |
| ATR |
0.166 |
0.165 |
-0.001 |
-0.7% |
0.000 |
| Volume |
33,323 |
31,700 |
-1,623 |
-4.9% |
310,713 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.125 |
4.027 |
3.710 |
|
| R3 |
3.974 |
3.876 |
3.669 |
|
| R2 |
3.823 |
3.823 |
3.655 |
|
| R1 |
3.725 |
3.725 |
3.641 |
3.699 |
| PP |
3.672 |
3.672 |
3.672 |
3.659 |
| S1 |
3.574 |
3.574 |
3.613 |
3.548 |
| S2 |
3.521 |
3.521 |
3.599 |
|
| S3 |
3.370 |
3.423 |
3.585 |
|
| S4 |
3.219 |
3.272 |
3.544 |
|
|
| 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 |
3.587 |
0.320 |
8.8% |
0.161 |
4.4% |
13% |
False |
False |
43,390 |
| 10 |
3.907 |
3.550 |
0.357 |
9.8% |
0.156 |
4.3% |
22% |
False |
False |
50,344 |
| 20 |
4.530 |
3.550 |
0.980 |
27.0% |
0.166 |
4.6% |
8% |
False |
False |
46,944 |
| 40 |
4.530 |
3.550 |
0.980 |
27.0% |
0.158 |
4.3% |
8% |
False |
False |
43,905 |
| 60 |
4.530 |
3.550 |
0.980 |
27.0% |
0.136 |
3.8% |
8% |
False |
False |
36,173 |
| 80 |
4.530 |
3.550 |
0.980 |
27.0% |
0.124 |
3.4% |
8% |
False |
False |
30,899 |
| 100 |
4.530 |
3.550 |
0.980 |
27.0% |
0.114 |
3.1% |
8% |
False |
False |
26,604 |
| 120 |
4.530 |
3.550 |
0.980 |
27.0% |
0.106 |
2.9% |
8% |
False |
False |
23,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.412 |
|
2.618 |
4.165 |
|
1.618 |
4.014 |
|
1.000 |
3.921 |
|
0.618 |
3.863 |
|
HIGH |
3.770 |
|
0.618 |
3.712 |
|
0.500 |
3.695 |
|
0.382 |
3.677 |
|
LOW |
3.619 |
|
0.618 |
3.526 |
|
1.000 |
3.468 |
|
1.618 |
3.375 |
|
2.618 |
3.224 |
|
4.250 |
2.977 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.695 |
3.679 |
| PP |
3.672 |
3.661 |
| S1 |
3.650 |
3.644 |
|