NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.097 |
3.056 |
-0.041 |
-1.3% |
3.213 |
| High |
3.102 |
3.063 |
-0.039 |
-1.3% |
3.218 |
| Low |
3.030 |
2.878 |
-0.152 |
-5.0% |
2.969 |
| Close |
3.045 |
2.881 |
-0.164 |
-5.4% |
2.993 |
| Range |
0.072 |
0.185 |
0.113 |
156.9% |
0.249 |
| ATR |
0.109 |
0.114 |
0.005 |
5.0% |
0.000 |
| Volume |
28,206 |
24,113 |
-4,093 |
-14.5% |
138,879 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.496 |
3.373 |
2.983 |
|
| R3 |
3.311 |
3.188 |
2.932 |
|
| R2 |
3.126 |
3.126 |
2.915 |
|
| R1 |
3.003 |
3.003 |
2.898 |
2.972 |
| PP |
2.941 |
2.941 |
2.941 |
2.925 |
| S1 |
2.818 |
2.818 |
2.864 |
2.787 |
| S2 |
2.756 |
2.756 |
2.847 |
|
| S3 |
2.571 |
2.633 |
2.830 |
|
| S4 |
2.386 |
2.448 |
2.779 |
|
|
| 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 |
3.128 |
2.878 |
0.250 |
8.7% |
0.120 |
4.2% |
1% |
False |
True |
22,784 |
| 10 |
3.500 |
2.878 |
0.622 |
21.6% |
0.114 |
4.0% |
0% |
False |
True |
28,129 |
| 20 |
3.613 |
2.878 |
0.735 |
25.5% |
0.109 |
3.8% |
0% |
False |
True |
30,492 |
| 40 |
3.895 |
2.878 |
1.017 |
35.3% |
0.106 |
3.7% |
0% |
False |
True |
34,547 |
| 60 |
3.895 |
2.878 |
1.017 |
35.3% |
0.093 |
3.2% |
0% |
False |
True |
28,050 |
| 80 |
3.910 |
2.878 |
1.032 |
35.8% |
0.086 |
3.0% |
0% |
False |
True |
24,160 |
| 100 |
3.944 |
2.878 |
1.066 |
37.0% |
0.081 |
2.8% |
0% |
False |
True |
21,178 |
| 120 |
3.986 |
2.878 |
1.108 |
38.5% |
0.076 |
2.7% |
0% |
False |
True |
18,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.849 |
|
2.618 |
3.547 |
|
1.618 |
3.362 |
|
1.000 |
3.248 |
|
0.618 |
3.177 |
|
HIGH |
3.063 |
|
0.618 |
2.992 |
|
0.500 |
2.971 |
|
0.382 |
2.949 |
|
LOW |
2.878 |
|
0.618 |
2.764 |
|
1.000 |
2.693 |
|
1.618 |
2.579 |
|
2.618 |
2.394 |
|
4.250 |
2.092 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2.971 |
3.001 |
| PP |
2.941 |
2.961 |
| S1 |
2.911 |
2.921 |
|