NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.189 |
3.193 |
0.004 |
0.1% |
3.901 |
| High |
3.256 |
3.210 |
-0.046 |
-1.4% |
3.907 |
| Low |
3.137 |
3.049 |
-0.088 |
-2.8% |
3.442 |
| Close |
3.196 |
3.076 |
-0.120 |
-3.8% |
3.458 |
| Range |
0.119 |
0.161 |
0.042 |
35.3% |
0.465 |
| ATR |
0.174 |
0.173 |
-0.001 |
-0.5% |
0.000 |
| Volume |
72,276 |
36,034 |
-36,242 |
-50.1% |
198,701 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.595 |
3.496 |
3.165 |
|
| R3 |
3.434 |
3.335 |
3.120 |
|
| R2 |
3.273 |
3.273 |
3.106 |
|
| R1 |
3.174 |
3.174 |
3.091 |
3.143 |
| PP |
3.112 |
3.112 |
3.112 |
3.096 |
| S1 |
3.013 |
3.013 |
3.061 |
2.982 |
| S2 |
2.951 |
2.951 |
3.046 |
|
| S3 |
2.790 |
2.852 |
3.032 |
|
| S4 |
2.629 |
2.691 |
2.987 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.997 |
4.693 |
3.714 |
|
| R3 |
4.532 |
4.228 |
3.586 |
|
| R2 |
4.067 |
4.067 |
3.543 |
|
| R1 |
3.763 |
3.763 |
3.501 |
3.683 |
| PP |
3.602 |
3.602 |
3.602 |
3.562 |
| S1 |
3.298 |
3.298 |
3.415 |
3.218 |
| S2 |
3.137 |
3.137 |
3.373 |
|
| S3 |
2.672 |
2.833 |
3.330 |
|
| S4 |
2.207 |
2.368 |
3.202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.770 |
3.049 |
0.721 |
23.4% |
0.168 |
5.5% |
4% |
False |
True |
46,403 |
| 10 |
3.907 |
3.049 |
0.858 |
27.9% |
0.165 |
5.4% |
3% |
False |
True |
48,051 |
| 20 |
4.412 |
3.049 |
1.363 |
44.3% |
0.160 |
5.2% |
2% |
False |
True |
46,116 |
| 40 |
4.530 |
3.049 |
1.481 |
48.1% |
0.166 |
5.4% |
2% |
False |
True |
46,939 |
| 60 |
4.530 |
3.049 |
1.481 |
48.1% |
0.142 |
4.6% |
2% |
False |
True |
38,168 |
| 80 |
4.530 |
3.049 |
1.481 |
48.1% |
0.127 |
4.1% |
2% |
False |
True |
32,646 |
| 100 |
4.530 |
3.049 |
1.481 |
48.1% |
0.118 |
3.8% |
2% |
False |
True |
28,244 |
| 120 |
4.530 |
3.049 |
1.481 |
48.1% |
0.110 |
3.6% |
2% |
False |
True |
24,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.894 |
|
2.618 |
3.631 |
|
1.618 |
3.470 |
|
1.000 |
3.371 |
|
0.618 |
3.309 |
|
HIGH |
3.210 |
|
0.618 |
3.148 |
|
0.500 |
3.130 |
|
0.382 |
3.111 |
|
LOW |
3.049 |
|
0.618 |
2.950 |
|
1.000 |
2.888 |
|
1.618 |
2.789 |
|
2.618 |
2.628 |
|
4.250 |
2.365 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.130 |
3.202 |
| PP |
3.112 |
3.160 |
| S1 |
3.094 |
3.118 |
|