NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.414 |
3.430 |
0.016 |
0.5% |
3.528 |
| High |
3.454 |
3.500 |
0.046 |
1.3% |
3.540 |
| Low |
3.404 |
3.394 |
-0.010 |
-0.3% |
3.393 |
| Close |
3.451 |
3.419 |
-0.032 |
-0.9% |
3.530 |
| Range |
0.050 |
0.106 |
0.056 |
112.0% |
0.147 |
| ATR |
0.099 |
0.099 |
0.001 |
0.5% |
0.000 |
| Volume |
24,334 |
19,740 |
-4,594 |
-18.9% |
182,779 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.756 |
3.693 |
3.477 |
|
| R3 |
3.650 |
3.587 |
3.448 |
|
| R2 |
3.544 |
3.544 |
3.438 |
|
| R1 |
3.481 |
3.481 |
3.429 |
3.460 |
| PP |
3.438 |
3.438 |
3.438 |
3.427 |
| S1 |
3.375 |
3.375 |
3.409 |
3.354 |
| S2 |
3.332 |
3.332 |
3.400 |
|
| S3 |
3.226 |
3.269 |
3.390 |
|
| S4 |
3.120 |
3.163 |
3.361 |
|
|
| 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 |
3.394 |
0.219 |
6.4% |
0.103 |
3.0% |
11% |
False |
True |
26,793 |
| 10 |
3.613 |
3.393 |
0.220 |
6.4% |
0.102 |
3.0% |
12% |
False |
False |
31,440 |
| 20 |
3.848 |
3.393 |
0.455 |
13.3% |
0.101 |
3.0% |
6% |
False |
False |
33,580 |
| 40 |
3.895 |
3.393 |
0.502 |
14.7% |
0.097 |
2.8% |
5% |
False |
False |
32,662 |
| 60 |
3.910 |
3.393 |
0.517 |
15.1% |
0.085 |
2.5% |
5% |
False |
False |
26,071 |
| 80 |
3.944 |
3.393 |
0.551 |
16.1% |
0.080 |
2.3% |
5% |
False |
False |
22,454 |
| 100 |
3.944 |
3.393 |
0.551 |
16.1% |
0.076 |
2.2% |
5% |
False |
False |
19,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.951 |
|
2.618 |
3.778 |
|
1.618 |
3.672 |
|
1.000 |
3.606 |
|
0.618 |
3.566 |
|
HIGH |
3.500 |
|
0.618 |
3.460 |
|
0.500 |
3.447 |
|
0.382 |
3.434 |
|
LOW |
3.394 |
|
0.618 |
3.328 |
|
1.000 |
3.288 |
|
1.618 |
3.222 |
|
2.618 |
3.116 |
|
4.250 |
2.944 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.447 |
3.453 |
| PP |
3.438 |
3.442 |
| S1 |
3.428 |
3.430 |
|