NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.443 |
3.612 |
0.169 |
4.9% |
3.528 |
| High |
3.540 |
3.613 |
0.073 |
2.1% |
3.540 |
| Low |
3.443 |
3.466 |
0.023 |
0.7% |
3.393 |
| Close |
3.530 |
3.479 |
-0.051 |
-1.4% |
3.530 |
| Range |
0.097 |
0.147 |
0.050 |
51.5% |
0.147 |
| ATR |
0.098 |
0.101 |
0.004 |
3.6% |
0.000 |
| Volume |
34,197 |
28,908 |
-5,289 |
-15.5% |
182,779 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.960 |
3.867 |
3.560 |
|
| R3 |
3.813 |
3.720 |
3.519 |
|
| R2 |
3.666 |
3.666 |
3.506 |
|
| R1 |
3.573 |
3.573 |
3.492 |
3.546 |
| PP |
3.519 |
3.519 |
3.519 |
3.506 |
| S1 |
3.426 |
3.426 |
3.466 |
3.399 |
| S2 |
3.372 |
3.372 |
3.452 |
|
| S3 |
3.225 |
3.279 |
3.439 |
|
| S4 |
3.078 |
3.132 |
3.398 |
|
|
| 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 |
3.613 |
3.401 |
0.212 |
6.1% |
0.100 |
2.9% |
37% |
True |
False |
34,832 |
| 10 |
3.655 |
3.393 |
0.262 |
7.5% |
0.102 |
2.9% |
33% |
False |
False |
33,867 |
| 20 |
3.848 |
3.393 |
0.455 |
13.1% |
0.103 |
3.0% |
19% |
False |
False |
34,795 |
| 40 |
3.895 |
3.393 |
0.502 |
14.4% |
0.094 |
2.7% |
17% |
False |
False |
31,753 |
| 60 |
3.910 |
3.393 |
0.517 |
14.9% |
0.084 |
2.4% |
17% |
False |
False |
25,268 |
| 80 |
3.944 |
3.393 |
0.551 |
15.8% |
0.078 |
2.3% |
16% |
False |
False |
21,837 |
| 100 |
3.944 |
3.393 |
0.551 |
15.8% |
0.075 |
2.2% |
16% |
False |
False |
18,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.238 |
|
2.618 |
3.998 |
|
1.618 |
3.851 |
|
1.000 |
3.760 |
|
0.618 |
3.704 |
|
HIGH |
3.613 |
|
0.618 |
3.557 |
|
0.500 |
3.540 |
|
0.382 |
3.522 |
|
LOW |
3.466 |
|
0.618 |
3.375 |
|
1.000 |
3.319 |
|
1.618 |
3.228 |
|
2.618 |
3.081 |
|
4.250 |
2.841 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.540 |
3.514 |
| PP |
3.519 |
3.502 |
| S1 |
3.499 |
3.491 |
|