NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.701 |
3.661 |
-0.040 |
-1.1% |
3.930 |
| High |
3.805 |
3.677 |
-0.128 |
-3.4% |
3.936 |
| Low |
3.636 |
3.444 |
-0.192 |
-5.3% |
3.444 |
| Close |
3.642 |
3.464 |
-0.178 |
-4.9% |
3.464 |
| Range |
0.169 |
0.233 |
0.064 |
37.9% |
0.492 |
| ATR |
0.179 |
0.183 |
0.004 |
2.2% |
0.000 |
| Volume |
132,937 |
120,014 |
-12,923 |
-9.7% |
585,052 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.227 |
4.079 |
3.592 |
|
| R3 |
3.994 |
3.846 |
3.528 |
|
| R2 |
3.761 |
3.761 |
3.507 |
|
| R1 |
3.613 |
3.613 |
3.485 |
3.571 |
| PP |
3.528 |
3.528 |
3.528 |
3.507 |
| S1 |
3.380 |
3.380 |
3.443 |
3.338 |
| S2 |
3.295 |
3.295 |
3.421 |
|
| S3 |
3.062 |
3.147 |
3.400 |
|
| S4 |
2.829 |
2.914 |
3.336 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.091 |
4.769 |
3.735 |
|
| R3 |
4.599 |
4.277 |
3.599 |
|
| R2 |
4.107 |
4.107 |
3.554 |
|
| R1 |
3.785 |
3.785 |
3.509 |
3.700 |
| PP |
3.615 |
3.615 |
3.615 |
3.572 |
| S1 |
3.293 |
3.293 |
3.419 |
3.208 |
| S2 |
3.123 |
3.123 |
3.374 |
|
| S3 |
2.631 |
2.801 |
3.329 |
|
| S4 |
2.139 |
2.309 |
3.193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.936 |
3.444 |
0.492 |
14.2% |
0.187 |
5.4% |
4% |
False |
True |
117,010 |
| 10 |
3.936 |
3.444 |
0.492 |
14.2% |
0.171 |
4.9% |
4% |
False |
True |
132,475 |
| 20 |
4.689 |
3.444 |
1.245 |
35.9% |
0.180 |
5.2% |
2% |
False |
True |
137,212 |
| 40 |
4.689 |
3.444 |
1.245 |
35.9% |
0.177 |
5.1% |
2% |
False |
True |
110,571 |
| 60 |
4.689 |
3.444 |
1.245 |
35.9% |
0.149 |
4.3% |
2% |
False |
True |
85,556 |
| 80 |
4.689 |
3.444 |
1.245 |
35.9% |
0.137 |
3.9% |
2% |
False |
True |
70,359 |
| 100 |
4.689 |
3.444 |
1.245 |
35.9% |
0.128 |
3.7% |
2% |
False |
True |
60,384 |
| 120 |
4.689 |
3.444 |
1.245 |
35.9% |
0.120 |
3.5% |
2% |
False |
True |
52,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.667 |
|
2.618 |
4.287 |
|
1.618 |
4.054 |
|
1.000 |
3.910 |
|
0.618 |
3.821 |
|
HIGH |
3.677 |
|
0.618 |
3.588 |
|
0.500 |
3.561 |
|
0.382 |
3.533 |
|
LOW |
3.444 |
|
0.618 |
3.300 |
|
1.000 |
3.211 |
|
1.618 |
3.067 |
|
2.618 |
2.834 |
|
4.250 |
2.454 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.561 |
3.625 |
| PP |
3.528 |
3.571 |
| S1 |
3.496 |
3.518 |
|