NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.485 |
3.443 |
-0.042 |
-1.2% |
3.528 |
| High |
3.522 |
3.540 |
0.018 |
0.5% |
3.540 |
| Low |
3.415 |
3.443 |
0.028 |
0.8% |
3.393 |
| Close |
3.441 |
3.530 |
0.089 |
2.6% |
3.530 |
| Range |
0.107 |
0.097 |
-0.010 |
-9.3% |
0.147 |
| ATR |
0.098 |
0.098 |
0.000 |
0.1% |
0.000 |
| Volume |
36,885 |
34,197 |
-2,688 |
-7.3% |
182,779 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.795 |
3.760 |
3.583 |
|
| R3 |
3.698 |
3.663 |
3.557 |
|
| R2 |
3.601 |
3.601 |
3.548 |
|
| R1 |
3.566 |
3.566 |
3.539 |
3.584 |
| PP |
3.504 |
3.504 |
3.504 |
3.513 |
| S1 |
3.469 |
3.469 |
3.521 |
3.487 |
| S2 |
3.407 |
3.407 |
3.512 |
|
| S3 |
3.310 |
3.372 |
3.503 |
|
| S4 |
3.213 |
3.275 |
3.477 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.929 |
3.876 |
3.611 |
|
| R3 |
3.782 |
3.729 |
3.570 |
|
| R2 |
3.635 |
3.635 |
3.557 |
|
| R1 |
3.582 |
3.582 |
3.543 |
3.609 |
| PP |
3.488 |
3.488 |
3.488 |
3.501 |
| S1 |
3.435 |
3.435 |
3.517 |
3.462 |
| S2 |
3.341 |
3.341 |
3.503 |
|
| S3 |
3.194 |
3.288 |
3.490 |
|
| S4 |
3.047 |
3.141 |
3.449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.540 |
3.393 |
0.147 |
4.2% |
0.098 |
2.8% |
93% |
True |
False |
36,555 |
| 10 |
3.666 |
3.393 |
0.273 |
7.7% |
0.096 |
2.7% |
50% |
False |
False |
33,256 |
| 20 |
3.848 |
3.393 |
0.455 |
12.9% |
0.100 |
2.8% |
30% |
False |
False |
35,163 |
| 40 |
3.895 |
3.393 |
0.502 |
14.2% |
0.091 |
2.6% |
27% |
False |
False |
31,427 |
| 60 |
3.910 |
3.393 |
0.517 |
14.6% |
0.082 |
2.3% |
26% |
False |
False |
25,010 |
| 80 |
3.944 |
3.393 |
0.551 |
15.6% |
0.078 |
2.2% |
25% |
False |
False |
21,542 |
| 100 |
3.944 |
3.393 |
0.551 |
15.6% |
0.074 |
2.1% |
25% |
False |
False |
18,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.952 |
|
2.618 |
3.794 |
|
1.618 |
3.697 |
|
1.000 |
3.637 |
|
0.618 |
3.600 |
|
HIGH |
3.540 |
|
0.618 |
3.503 |
|
0.500 |
3.492 |
|
0.382 |
3.480 |
|
LOW |
3.443 |
|
0.618 |
3.383 |
|
1.000 |
3.346 |
|
1.618 |
3.286 |
|
2.618 |
3.189 |
|
4.250 |
3.031 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.517 |
3.512 |
| PP |
3.504 |
3.494 |
| S1 |
3.492 |
3.476 |
|