NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.621 |
3.701 |
0.080 |
2.2% |
3.777 |
| High |
3.724 |
3.805 |
0.081 |
2.2% |
3.826 |
| Low |
3.614 |
3.636 |
0.022 |
0.6% |
3.585 |
| Close |
3.702 |
3.642 |
-0.060 |
-1.6% |
3.795 |
| Range |
0.110 |
0.169 |
0.059 |
53.6% |
0.241 |
| ATR |
0.180 |
0.179 |
-0.001 |
-0.4% |
0.000 |
| Volume |
89,058 |
132,937 |
43,879 |
49.3% |
739,704 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.201 |
4.091 |
3.735 |
|
| R3 |
4.032 |
3.922 |
3.688 |
|
| R2 |
3.863 |
3.863 |
3.673 |
|
| R1 |
3.753 |
3.753 |
3.657 |
3.724 |
| PP |
3.694 |
3.694 |
3.694 |
3.680 |
| S1 |
3.584 |
3.584 |
3.627 |
3.555 |
| S2 |
3.525 |
3.525 |
3.611 |
|
| S3 |
3.356 |
3.415 |
3.596 |
|
| S4 |
3.187 |
3.246 |
3.549 |
|
|
| 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% |
0.176 |
4.8% |
11% |
False |
False |
117,918 |
| 10 |
3.936 |
3.585 |
0.351 |
9.6% |
0.164 |
4.5% |
16% |
False |
False |
136,736 |
| 20 |
4.689 |
3.585 |
1.104 |
30.3% |
0.180 |
5.0% |
5% |
False |
False |
140,181 |
| 40 |
4.689 |
3.585 |
1.104 |
30.3% |
0.173 |
4.8% |
5% |
False |
False |
108,220 |
| 60 |
4.689 |
3.585 |
1.104 |
30.3% |
0.148 |
4.1% |
5% |
False |
False |
83,935 |
| 80 |
4.689 |
3.585 |
1.104 |
30.3% |
0.135 |
3.7% |
5% |
False |
False |
69,101 |
| 100 |
4.689 |
3.585 |
1.104 |
30.3% |
0.126 |
3.5% |
5% |
False |
False |
59,331 |
| 120 |
4.689 |
3.585 |
1.104 |
30.3% |
0.118 |
3.2% |
5% |
False |
False |
52,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.523 |
|
2.618 |
4.247 |
|
1.618 |
4.078 |
|
1.000 |
3.974 |
|
0.618 |
3.909 |
|
HIGH |
3.805 |
|
0.618 |
3.740 |
|
0.500 |
3.721 |
|
0.382 |
3.701 |
|
LOW |
3.636 |
|
0.618 |
3.532 |
|
1.000 |
3.467 |
|
1.618 |
3.363 |
|
2.618 |
3.194 |
|
4.250 |
2.918 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.721 |
3.705 |
| PP |
3.694 |
3.684 |
| S1 |
3.668 |
3.663 |
|