NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.164 |
3.103 |
-0.061 |
-1.9% |
3.349 |
| High |
3.171 |
3.116 |
-0.055 |
-1.7% |
3.355 |
| Low |
3.082 |
2.891 |
-0.191 |
-6.2% |
3.013 |
| Close |
3.096 |
2.896 |
-0.200 |
-6.5% |
3.041 |
| Range |
0.089 |
0.225 |
0.136 |
152.8% |
0.342 |
| ATR |
0.164 |
0.169 |
0.004 |
2.6% |
0.000 |
| Volume |
40,261 |
30,626 |
-9,635 |
-23.9% |
191,458 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.643 |
3.494 |
3.020 |
|
| R3 |
3.418 |
3.269 |
2.958 |
|
| R2 |
3.193 |
3.193 |
2.937 |
|
| R1 |
3.044 |
3.044 |
2.917 |
3.006 |
| PP |
2.968 |
2.968 |
2.968 |
2.949 |
| S1 |
2.819 |
2.819 |
2.875 |
2.781 |
| S2 |
2.743 |
2.743 |
2.855 |
|
| S3 |
2.518 |
2.594 |
2.834 |
|
| S4 |
2.293 |
2.369 |
2.772 |
|
|
| 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 |
3.210 |
2.891 |
0.319 |
11.0% |
0.149 |
5.2% |
2% |
False |
True |
32,257 |
| 10 |
3.770 |
2.891 |
0.879 |
30.4% |
0.152 |
5.2% |
1% |
False |
True |
39,059 |
| 20 |
3.907 |
2.891 |
1.016 |
35.1% |
0.154 |
5.3% |
0% |
False |
True |
45,713 |
| 40 |
4.530 |
2.891 |
1.639 |
56.6% |
0.170 |
5.9% |
0% |
False |
True |
47,138 |
| 60 |
4.530 |
2.891 |
1.639 |
56.6% |
0.145 |
5.0% |
0% |
False |
True |
38,745 |
| 80 |
4.530 |
2.891 |
1.639 |
56.6% |
0.131 |
4.5% |
0% |
False |
True |
33,429 |
| 100 |
4.530 |
2.891 |
1.639 |
56.6% |
0.120 |
4.2% |
0% |
False |
True |
29,141 |
| 120 |
4.530 |
2.891 |
1.639 |
56.6% |
0.112 |
3.9% |
0% |
False |
True |
25,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.072 |
|
2.618 |
3.705 |
|
1.618 |
3.480 |
|
1.000 |
3.341 |
|
0.618 |
3.255 |
|
HIGH |
3.116 |
|
0.618 |
3.030 |
|
0.500 |
3.004 |
|
0.382 |
2.977 |
|
LOW |
2.891 |
|
0.618 |
2.752 |
|
1.000 |
2.666 |
|
1.618 |
2.527 |
|
2.618 |
2.302 |
|
4.250 |
1.935 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.004 |
3.045 |
| PP |
2.968 |
2.995 |
| S1 |
2.932 |
2.946 |
|