NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.035 |
3.097 |
0.062 |
2.0% |
3.213 |
| High |
3.123 |
3.102 |
-0.021 |
-0.7% |
3.218 |
| Low |
2.998 |
3.030 |
0.032 |
1.1% |
2.969 |
| Close |
3.119 |
3.045 |
-0.074 |
-2.4% |
2.993 |
| Range |
0.125 |
0.072 |
-0.053 |
-42.4% |
0.249 |
| ATR |
0.110 |
0.109 |
-0.002 |
-1.4% |
0.000 |
| Volume |
12,910 |
28,206 |
15,296 |
118.5% |
138,879 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.275 |
3.232 |
3.085 |
|
| R3 |
3.203 |
3.160 |
3.065 |
|
| R2 |
3.131 |
3.131 |
3.058 |
|
| R1 |
3.088 |
3.088 |
3.052 |
3.074 |
| PP |
3.059 |
3.059 |
3.059 |
3.052 |
| S1 |
3.016 |
3.016 |
3.038 |
3.002 |
| S2 |
2.987 |
2.987 |
3.032 |
|
| S3 |
2.915 |
2.944 |
3.025 |
|
| S4 |
2.843 |
2.872 |
3.005 |
|
|
| 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 |
3.155 |
2.969 |
0.186 |
6.1% |
0.100 |
3.3% |
41% |
False |
False |
27,604 |
| 10 |
3.512 |
2.969 |
0.543 |
17.8% |
0.107 |
3.5% |
14% |
False |
False |
28,396 |
| 20 |
3.655 |
2.969 |
0.686 |
22.5% |
0.104 |
3.4% |
11% |
False |
False |
31,132 |
| 40 |
3.895 |
2.969 |
0.926 |
30.4% |
0.103 |
3.4% |
8% |
False |
False |
34,801 |
| 60 |
3.895 |
2.969 |
0.926 |
30.4% |
0.091 |
3.0% |
8% |
False |
False |
27,896 |
| 80 |
3.910 |
2.969 |
0.941 |
30.9% |
0.084 |
2.8% |
8% |
False |
False |
23,992 |
| 100 |
3.944 |
2.969 |
0.975 |
32.0% |
0.079 |
2.6% |
8% |
False |
False |
21,051 |
| 120 |
3.988 |
2.969 |
1.019 |
33.5% |
0.075 |
2.5% |
7% |
False |
False |
18,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.408 |
|
2.618 |
3.290 |
|
1.618 |
3.218 |
|
1.000 |
3.174 |
|
0.618 |
3.146 |
|
HIGH |
3.102 |
|
0.618 |
3.074 |
|
0.500 |
3.066 |
|
0.382 |
3.058 |
|
LOW |
3.030 |
|
0.618 |
2.986 |
|
1.000 |
2.958 |
|
1.618 |
2.914 |
|
2.618 |
2.842 |
|
4.250 |
2.724 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.066 |
3.046 |
| PP |
3.059 |
3.046 |
| S1 |
3.052 |
3.045 |
|