NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.213 |
3.119 |
-0.094 |
-2.9% |
3.612 |
| High |
3.218 |
3.155 |
-0.063 |
-2.0% |
3.613 |
| Low |
3.077 |
3.067 |
-0.010 |
-0.3% |
3.271 |
| Close |
3.089 |
3.120 |
0.031 |
1.0% |
3.284 |
| Range |
0.141 |
0.088 |
-0.053 |
-37.6% |
0.342 |
| ATR |
0.111 |
0.109 |
-0.002 |
-1.5% |
0.000 |
| Volume |
41,975 |
48,210 |
6,235 |
14.9% |
132,880 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.378 |
3.337 |
3.168 |
|
| R3 |
3.290 |
3.249 |
3.144 |
|
| R2 |
3.202 |
3.202 |
3.136 |
|
| R1 |
3.161 |
3.161 |
3.128 |
3.182 |
| PP |
3.114 |
3.114 |
3.114 |
3.124 |
| S1 |
3.073 |
3.073 |
3.112 |
3.094 |
| S2 |
3.026 |
3.026 |
3.104 |
|
| S3 |
2.938 |
2.985 |
3.096 |
|
| S4 |
2.850 |
2.897 |
3.072 |
|
|
| 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 |
3.500 |
3.067 |
0.433 |
13.9% |
0.108 |
3.5% |
12% |
False |
True |
33,474 |
| 10 |
3.613 |
3.067 |
0.546 |
17.5% |
0.109 |
3.5% |
10% |
False |
True |
32,545 |
| 20 |
3.820 |
3.067 |
0.753 |
24.1% |
0.104 |
3.3% |
7% |
False |
True |
32,305 |
| 40 |
3.895 |
3.067 |
0.828 |
26.5% |
0.102 |
3.3% |
6% |
False |
True |
34,570 |
| 60 |
3.905 |
3.067 |
0.838 |
26.9% |
0.089 |
2.8% |
6% |
False |
True |
27,551 |
| 80 |
3.910 |
3.067 |
0.843 |
27.0% |
0.082 |
2.6% |
6% |
False |
True |
23,554 |
| 100 |
3.944 |
3.067 |
0.877 |
28.1% |
0.078 |
2.5% |
6% |
False |
True |
20,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.529 |
|
2.618 |
3.385 |
|
1.618 |
3.297 |
|
1.000 |
3.243 |
|
0.618 |
3.209 |
|
HIGH |
3.155 |
|
0.618 |
3.121 |
|
0.500 |
3.111 |
|
0.382 |
3.101 |
|
LOW |
3.067 |
|
0.618 |
3.013 |
|
1.000 |
2.979 |
|
1.618 |
2.925 |
|
2.618 |
2.837 |
|
4.250 |
2.693 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.117 |
3.247 |
| PP |
3.114 |
3.204 |
| S1 |
3.111 |
3.162 |
|