NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.736 |
3.621 |
-0.115 |
-3.1% |
3.777 |
| High |
3.789 |
3.724 |
-0.065 |
-1.7% |
3.826 |
| Low |
3.605 |
3.614 |
0.009 |
0.2% |
3.585 |
| Close |
3.619 |
3.702 |
0.083 |
2.3% |
3.795 |
| Range |
0.184 |
0.110 |
-0.074 |
-40.2% |
0.241 |
| ATR |
0.185 |
0.180 |
-0.005 |
-2.9% |
0.000 |
| Volume |
108,394 |
89,058 |
-19,336 |
-17.8% |
739,704 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.010 |
3.966 |
3.763 |
|
| R3 |
3.900 |
3.856 |
3.732 |
|
| R2 |
3.790 |
3.790 |
3.722 |
|
| R1 |
3.746 |
3.746 |
3.712 |
3.768 |
| PP |
3.680 |
3.680 |
3.680 |
3.691 |
| S1 |
3.636 |
3.636 |
3.692 |
3.658 |
| S2 |
3.570 |
3.570 |
3.682 |
|
| S3 |
3.460 |
3.526 |
3.672 |
|
| S4 |
3.350 |
3.416 |
3.642 |
|
|
| 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 |
8.9% |
0.175 |
4.7% |
29% |
False |
False |
124,943 |
| 10 |
3.936 |
3.585 |
0.351 |
9.5% |
0.164 |
4.4% |
33% |
False |
False |
137,807 |
| 20 |
4.689 |
3.585 |
1.104 |
29.8% |
0.188 |
5.1% |
11% |
False |
False |
141,424 |
| 40 |
4.689 |
3.585 |
1.104 |
29.8% |
0.171 |
4.6% |
11% |
False |
False |
105,639 |
| 60 |
4.689 |
3.585 |
1.104 |
29.8% |
0.147 |
4.0% |
11% |
False |
False |
82,101 |
| 80 |
4.689 |
3.585 |
1.104 |
29.8% |
0.134 |
3.6% |
11% |
False |
False |
67,659 |
| 100 |
4.689 |
3.585 |
1.104 |
29.8% |
0.125 |
3.4% |
11% |
False |
False |
58,131 |
| 120 |
4.689 |
3.585 |
1.104 |
29.8% |
0.118 |
3.2% |
11% |
False |
False |
51,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.192 |
|
2.618 |
4.012 |
|
1.618 |
3.902 |
|
1.000 |
3.834 |
|
0.618 |
3.792 |
|
HIGH |
3.724 |
|
0.618 |
3.682 |
|
0.500 |
3.669 |
|
0.382 |
3.656 |
|
LOW |
3.614 |
|
0.618 |
3.546 |
|
1.000 |
3.504 |
|
1.618 |
3.436 |
|
2.618 |
3.326 |
|
4.250 |
3.147 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.691 |
3.771 |
| PP |
3.680 |
3.748 |
| S1 |
3.669 |
3.725 |
|