NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.350 |
3.171 |
-0.179 |
-5.3% |
3.930 |
| High |
3.351 |
3.234 |
-0.117 |
-3.5% |
3.936 |
| Low |
3.124 |
3.098 |
-0.026 |
-0.8% |
3.444 |
| Close |
3.144 |
3.171 |
0.027 |
0.9% |
3.464 |
| Range |
0.227 |
0.136 |
-0.091 |
-40.1% |
0.492 |
| ATR |
0.194 |
0.190 |
-0.004 |
-2.1% |
0.000 |
| Volume |
154,679 |
90,095 |
-64,584 |
-41.8% |
585,052 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.509 |
3.246 |
|
| R3 |
3.440 |
3.373 |
3.208 |
|
| R2 |
3.304 |
3.304 |
3.196 |
|
| R1 |
3.237 |
3.237 |
3.183 |
3.239 |
| PP |
3.168 |
3.168 |
3.168 |
3.169 |
| S1 |
3.101 |
3.101 |
3.159 |
3.103 |
| S2 |
3.032 |
3.032 |
3.146 |
|
| S3 |
2.896 |
2.965 |
3.134 |
|
| S4 |
2.760 |
2.829 |
3.096 |
|
|
| 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 |
3.805 |
3.098 |
0.707 |
22.3% |
0.175 |
5.5% |
10% |
False |
True |
117,356 |
| 10 |
3.936 |
3.098 |
0.838 |
26.4% |
0.178 |
5.6% |
9% |
False |
True |
126,358 |
| 20 |
4.529 |
3.098 |
1.431 |
45.1% |
0.175 |
5.5% |
5% |
False |
True |
134,186 |
| 40 |
4.689 |
3.098 |
1.591 |
50.2% |
0.181 |
5.7% |
5% |
False |
True |
114,947 |
| 60 |
4.689 |
3.098 |
1.591 |
50.2% |
0.152 |
4.8% |
5% |
False |
True |
88,785 |
| 80 |
4.689 |
3.098 |
1.591 |
50.2% |
0.139 |
4.4% |
5% |
False |
True |
72,742 |
| 100 |
4.689 |
3.098 |
1.591 |
50.2% |
0.129 |
4.1% |
5% |
False |
True |
62,465 |
| 120 |
4.689 |
3.098 |
1.591 |
50.2% |
0.121 |
3.8% |
5% |
False |
True |
54,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.812 |
|
2.618 |
3.590 |
|
1.618 |
3.454 |
|
1.000 |
3.370 |
|
0.618 |
3.318 |
|
HIGH |
3.234 |
|
0.618 |
3.182 |
|
0.500 |
3.166 |
|
0.382 |
3.150 |
|
LOW |
3.098 |
|
0.618 |
3.014 |
|
1.000 |
2.962 |
|
1.618 |
2.878 |
|
2.618 |
2.742 |
|
4.250 |
2.520 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.169 |
3.388 |
| PP |
3.168 |
3.315 |
| S1 |
3.166 |
3.243 |
|