NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.112 |
3.089 |
-0.023 |
-0.7% |
3.349 |
| High |
3.138 |
3.199 |
0.061 |
1.9% |
3.355 |
| Low |
3.013 |
3.052 |
0.039 |
1.3% |
3.013 |
| Close |
3.041 |
3.192 |
0.151 |
5.0% |
3.041 |
| Range |
0.125 |
0.147 |
0.022 |
17.6% |
0.342 |
| ATR |
0.169 |
0.169 |
-0.001 |
-0.5% |
0.000 |
| Volume |
34,512 |
19,852 |
-14,660 |
-42.5% |
191,458 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.589 |
3.537 |
3.273 |
|
| R3 |
3.442 |
3.390 |
3.232 |
|
| R2 |
3.295 |
3.295 |
3.219 |
|
| R1 |
3.243 |
3.243 |
3.205 |
3.269 |
| PP |
3.148 |
3.148 |
3.148 |
3.161 |
| S1 |
3.096 |
3.096 |
3.179 |
3.122 |
| S2 |
3.001 |
3.001 |
3.165 |
|
| S3 |
2.854 |
2.949 |
3.152 |
|
| S4 |
2.707 |
2.802 |
3.111 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.162 |
3.944 |
3.229 |
|
| R3 |
3.820 |
3.602 |
3.135 |
|
| R2 |
3.478 |
3.478 |
3.104 |
|
| R1 |
3.260 |
3.260 |
3.072 |
3.198 |
| PP |
3.136 |
3.136 |
3.136 |
3.106 |
| S1 |
2.918 |
2.918 |
3.010 |
2.856 |
| S2 |
2.794 |
2.794 |
2.978 |
|
| S3 |
2.452 |
2.576 |
2.947 |
|
| S4 |
2.110 |
2.234 |
2.853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.355 |
3.013 |
0.342 |
10.7% |
0.150 |
4.7% |
52% |
False |
False |
42,262 |
| 10 |
3.907 |
3.013 |
0.894 |
28.0% |
0.160 |
5.0% |
20% |
False |
False |
41,001 |
| 20 |
3.984 |
3.013 |
0.971 |
30.4% |
0.152 |
4.8% |
18% |
False |
False |
45,697 |
| 40 |
4.530 |
3.013 |
1.517 |
47.5% |
0.167 |
5.2% |
12% |
False |
False |
46,919 |
| 60 |
4.530 |
3.013 |
1.517 |
47.5% |
0.142 |
4.5% |
12% |
False |
False |
38,269 |
| 80 |
4.530 |
3.013 |
1.517 |
47.5% |
0.129 |
4.0% |
12% |
False |
False |
32,869 |
| 100 |
4.530 |
3.013 |
1.517 |
47.5% |
0.119 |
3.7% |
12% |
False |
False |
28,641 |
| 120 |
4.530 |
3.013 |
1.517 |
47.5% |
0.111 |
3.5% |
12% |
False |
False |
25,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.824 |
|
2.618 |
3.584 |
|
1.618 |
3.437 |
|
1.000 |
3.346 |
|
0.618 |
3.290 |
|
HIGH |
3.199 |
|
0.618 |
3.143 |
|
0.500 |
3.126 |
|
0.382 |
3.108 |
|
LOW |
3.052 |
|
0.618 |
2.961 |
|
1.000 |
2.905 |
|
1.618 |
2.814 |
|
2.618 |
2.667 |
|
4.250 |
2.427 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.170 |
3.165 |
| PP |
3.148 |
3.138 |
| S1 |
3.126 |
3.112 |
|