NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.065 |
3.035 |
-0.030 |
-1.0% |
3.213 |
| High |
3.065 |
3.123 |
0.058 |
1.9% |
3.218 |
| Low |
2.969 |
2.998 |
0.029 |
1.0% |
2.969 |
| Close |
2.993 |
3.119 |
0.126 |
4.2% |
2.993 |
| Range |
0.096 |
0.125 |
0.029 |
30.2% |
0.249 |
| ATR |
0.109 |
0.110 |
0.002 |
1.4% |
0.000 |
| Volume |
22,882 |
12,910 |
-9,972 |
-43.6% |
138,879 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.455 |
3.412 |
3.188 |
|
| R3 |
3.330 |
3.287 |
3.153 |
|
| R2 |
3.205 |
3.205 |
3.142 |
|
| R1 |
3.162 |
3.162 |
3.130 |
3.184 |
| PP |
3.080 |
3.080 |
3.080 |
3.091 |
| S1 |
3.037 |
3.037 |
3.108 |
3.059 |
| S2 |
2.955 |
2.955 |
3.096 |
|
| S3 |
2.830 |
2.912 |
3.085 |
|
| S4 |
2.705 |
2.787 |
3.050 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.807 |
3.649 |
3.130 |
|
| R3 |
3.558 |
3.400 |
3.061 |
|
| R2 |
3.309 |
3.309 |
3.039 |
|
| R1 |
3.151 |
3.151 |
3.016 |
3.106 |
| PP |
3.060 |
3.060 |
3.060 |
3.037 |
| S1 |
2.902 |
2.902 |
2.970 |
2.857 |
| S2 |
2.811 |
2.811 |
2.947 |
|
| S3 |
2.562 |
2.653 |
2.925 |
|
| S4 |
2.313 |
2.404 |
2.856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.218 |
2.969 |
0.249 |
8.0% |
0.114 |
3.7% |
60% |
False |
False |
30,357 |
| 10 |
3.613 |
2.969 |
0.644 |
20.6% |
0.115 |
3.7% |
23% |
False |
False |
28,466 |
| 20 |
3.666 |
2.969 |
0.697 |
22.3% |
0.105 |
3.4% |
22% |
False |
False |
30,861 |
| 40 |
3.895 |
2.969 |
0.926 |
29.7% |
0.103 |
3.3% |
16% |
False |
False |
34,544 |
| 60 |
3.895 |
2.969 |
0.926 |
29.7% |
0.090 |
2.9% |
16% |
False |
False |
27,715 |
| 80 |
3.910 |
2.969 |
0.941 |
30.2% |
0.084 |
2.7% |
16% |
False |
False |
23,835 |
| 100 |
3.944 |
2.969 |
0.975 |
31.3% |
0.080 |
2.6% |
15% |
False |
False |
20,861 |
| 120 |
3.988 |
2.969 |
1.019 |
32.7% |
0.075 |
2.4% |
15% |
False |
False |
18,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.654 |
|
2.618 |
3.450 |
|
1.618 |
3.325 |
|
1.000 |
3.248 |
|
0.618 |
3.200 |
|
HIGH |
3.123 |
|
0.618 |
3.075 |
|
0.500 |
3.061 |
|
0.382 |
3.046 |
|
LOW |
2.998 |
|
0.618 |
2.921 |
|
1.000 |
2.873 |
|
1.618 |
2.796 |
|
2.618 |
2.671 |
|
4.250 |
2.467 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.100 |
3.096 |
| PP |
3.080 |
3.072 |
| S1 |
3.061 |
3.049 |
|