NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.930 |
3.736 |
-0.194 |
-4.9% |
3.777 |
| High |
3.936 |
3.789 |
-0.147 |
-3.7% |
3.826 |
| Low |
3.699 |
3.605 |
-0.094 |
-2.5% |
3.585 |
| Close |
3.719 |
3.619 |
-0.100 |
-2.7% |
3.795 |
| Range |
0.237 |
0.184 |
-0.053 |
-22.4% |
0.241 |
| ATR |
0.185 |
0.185 |
0.000 |
0.0% |
0.000 |
| Volume |
134,649 |
108,394 |
-26,255 |
-19.5% |
739,704 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.223 |
4.105 |
3.720 |
|
| R3 |
4.039 |
3.921 |
3.670 |
|
| R2 |
3.855 |
3.855 |
3.653 |
|
| R1 |
3.737 |
3.737 |
3.636 |
3.704 |
| PP |
3.671 |
3.671 |
3.671 |
3.655 |
| S1 |
3.553 |
3.553 |
3.602 |
3.520 |
| S2 |
3.487 |
3.487 |
3.585 |
|
| S3 |
3.303 |
3.369 |
3.568 |
|
| S4 |
3.119 |
3.185 |
3.518 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.458 |
4.368 |
3.928 |
|
| R3 |
4.217 |
4.127 |
3.861 |
|
| R2 |
3.976 |
3.976 |
3.839 |
|
| R1 |
3.886 |
3.886 |
3.817 |
3.931 |
| PP |
3.735 |
3.735 |
3.735 |
3.758 |
| S1 |
3.645 |
3.645 |
3.773 |
3.690 |
| S2 |
3.494 |
3.494 |
3.751 |
|
| S3 |
3.253 |
3.404 |
3.729 |
|
| S4 |
3.012 |
3.163 |
3.662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.936 |
3.605 |
0.331 |
9.1% |
0.180 |
5.0% |
4% |
False |
True |
135,359 |
| 10 |
3.936 |
3.585 |
0.351 |
9.7% |
0.164 |
4.5% |
10% |
False |
False |
142,046 |
| 20 |
4.689 |
3.585 |
1.104 |
30.5% |
0.191 |
5.3% |
3% |
False |
False |
143,300 |
| 40 |
4.689 |
3.585 |
1.104 |
30.5% |
0.169 |
4.7% |
3% |
False |
False |
104,030 |
| 60 |
4.689 |
3.585 |
1.104 |
30.5% |
0.146 |
4.0% |
3% |
False |
False |
80,968 |
| 80 |
4.689 |
3.585 |
1.104 |
30.5% |
0.133 |
3.7% |
3% |
False |
False |
66,709 |
| 100 |
4.689 |
3.585 |
1.104 |
30.5% |
0.125 |
3.5% |
3% |
False |
False |
57,340 |
| 120 |
4.689 |
3.585 |
1.104 |
30.5% |
0.117 |
3.2% |
3% |
False |
False |
50,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.571 |
|
2.618 |
4.271 |
|
1.618 |
4.087 |
|
1.000 |
3.973 |
|
0.618 |
3.903 |
|
HIGH |
3.789 |
|
0.618 |
3.719 |
|
0.500 |
3.697 |
|
0.382 |
3.675 |
|
LOW |
3.605 |
|
0.618 |
3.491 |
|
1.000 |
3.421 |
|
1.618 |
3.307 |
|
2.618 |
3.123 |
|
4.250 |
2.823 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.697 |
3.771 |
| PP |
3.671 |
3.720 |
| S1 |
3.645 |
3.670 |
|