NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.430 |
3.418 |
-0.012 |
-0.3% |
3.612 |
| High |
3.500 |
3.426 |
-0.074 |
-2.1% |
3.613 |
| Low |
3.394 |
3.271 |
-0.123 |
-3.6% |
3.271 |
| Close |
3.419 |
3.284 |
-0.135 |
-3.9% |
3.284 |
| Range |
0.106 |
0.155 |
0.049 |
46.2% |
0.342 |
| ATR |
0.099 |
0.103 |
0.004 |
4.0% |
0.000 |
| Volume |
19,740 |
33,112 |
13,372 |
67.7% |
132,880 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.792 |
3.693 |
3.369 |
|
| R3 |
3.637 |
3.538 |
3.327 |
|
| R2 |
3.482 |
3.482 |
3.312 |
|
| R1 |
3.383 |
3.383 |
3.298 |
3.355 |
| PP |
3.327 |
3.327 |
3.327 |
3.313 |
| S1 |
3.228 |
3.228 |
3.270 |
3.200 |
| S2 |
3.172 |
3.172 |
3.256 |
|
| S3 |
3.017 |
3.073 |
3.241 |
|
| S4 |
2.862 |
2.918 |
3.199 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.415 |
4.192 |
3.472 |
|
| R3 |
4.073 |
3.850 |
3.378 |
|
| R2 |
3.731 |
3.731 |
3.347 |
|
| R1 |
3.508 |
3.508 |
3.315 |
3.449 |
| PP |
3.389 |
3.389 |
3.389 |
3.360 |
| S1 |
3.166 |
3.166 |
3.253 |
3.107 |
| S2 |
3.047 |
3.047 |
3.221 |
|
| S3 |
2.705 |
2.824 |
3.190 |
|
| S4 |
2.363 |
2.482 |
3.096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.613 |
3.271 |
0.342 |
10.4% |
0.115 |
3.5% |
4% |
False |
True |
26,576 |
| 10 |
3.613 |
3.271 |
0.342 |
10.4% |
0.106 |
3.2% |
4% |
False |
True |
31,565 |
| 20 |
3.823 |
3.271 |
0.552 |
16.8% |
0.103 |
3.1% |
2% |
False |
True |
32,261 |
| 40 |
3.895 |
3.271 |
0.624 |
19.0% |
0.099 |
3.0% |
2% |
False |
True |
33,170 |
| 60 |
3.910 |
3.271 |
0.639 |
19.5% |
0.087 |
2.6% |
2% |
False |
True |
26,460 |
| 80 |
3.944 |
3.271 |
0.673 |
20.5% |
0.081 |
2.5% |
2% |
False |
True |
22,762 |
| 100 |
3.944 |
3.271 |
0.673 |
20.5% |
0.077 |
2.3% |
2% |
False |
True |
19,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.085 |
|
2.618 |
3.832 |
|
1.618 |
3.677 |
|
1.000 |
3.581 |
|
0.618 |
3.522 |
|
HIGH |
3.426 |
|
0.618 |
3.367 |
|
0.500 |
3.349 |
|
0.382 |
3.330 |
|
LOW |
3.271 |
|
0.618 |
3.175 |
|
1.000 |
3.116 |
|
1.618 |
3.020 |
|
2.618 |
2.865 |
|
4.250 |
2.612 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.349 |
3.386 |
| PP |
3.327 |
3.352 |
| S1 |
3.306 |
3.318 |
|