NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.170 |
3.067 |
-0.103 |
-3.2% |
3.350 |
| High |
3.190 |
3.098 |
-0.092 |
-2.9% |
3.351 |
| Low |
3.003 |
2.973 |
-0.030 |
-1.0% |
2.973 |
| Close |
3.030 |
3.007 |
-0.023 |
-0.8% |
3.007 |
| Range |
0.187 |
0.125 |
-0.062 |
-33.2% |
0.378 |
| ATR |
0.190 |
0.185 |
-0.005 |
-2.4% |
0.000 |
| Volume |
50,879 |
37,868 |
-13,011 |
-25.6% |
333,521 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.401 |
3.329 |
3.076 |
|
| R3 |
3.276 |
3.204 |
3.041 |
|
| R2 |
3.151 |
3.151 |
3.030 |
|
| R1 |
3.079 |
3.079 |
3.018 |
3.053 |
| PP |
3.026 |
3.026 |
3.026 |
3.013 |
| S1 |
2.954 |
2.954 |
2.996 |
2.928 |
| S2 |
2.901 |
2.901 |
2.984 |
|
| S3 |
2.776 |
2.829 |
2.973 |
|
| S4 |
2.651 |
2.704 |
2.938 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.244 |
4.004 |
3.215 |
|
| R3 |
3.866 |
3.626 |
3.111 |
|
| R2 |
3.488 |
3.488 |
3.076 |
|
| R1 |
3.248 |
3.248 |
3.042 |
3.179 |
| PP |
3.110 |
3.110 |
3.110 |
3.076 |
| S1 |
2.870 |
2.870 |
2.972 |
2.801 |
| S2 |
2.732 |
2.732 |
2.938 |
|
| S3 |
2.354 |
2.492 |
2.903 |
|
| S4 |
1.976 |
2.114 |
2.799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.677 |
2.973 |
0.704 |
23.4% |
0.182 |
6.0% |
5% |
False |
True |
90,707 |
| 10 |
3.936 |
2.973 |
0.963 |
32.0% |
0.179 |
6.0% |
4% |
False |
True |
104,312 |
| 20 |
4.367 |
2.973 |
1.394 |
46.4% |
0.170 |
5.7% |
2% |
False |
True |
125,826 |
| 40 |
4.689 |
2.973 |
1.716 |
57.1% |
0.182 |
6.0% |
2% |
False |
True |
115,246 |
| 60 |
4.689 |
2.973 |
1.716 |
57.1% |
0.154 |
5.1% |
2% |
False |
True |
89,085 |
| 80 |
4.689 |
2.973 |
1.716 |
57.1% |
0.139 |
4.6% |
2% |
False |
True |
73,294 |
| 100 |
4.689 |
2.973 |
1.716 |
57.1% |
0.131 |
4.3% |
2% |
False |
True |
63,090 |
| 120 |
4.689 |
2.973 |
1.716 |
57.1% |
0.122 |
4.0% |
2% |
False |
True |
55,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.629 |
|
2.618 |
3.425 |
|
1.618 |
3.300 |
|
1.000 |
3.223 |
|
0.618 |
3.175 |
|
HIGH |
3.098 |
|
0.618 |
3.050 |
|
0.500 |
3.036 |
|
0.382 |
3.021 |
|
LOW |
2.973 |
|
0.618 |
2.896 |
|
1.000 |
2.848 |
|
1.618 |
2.771 |
|
2.618 |
2.646 |
|
4.250 |
2.442 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.036 |
3.104 |
| PP |
3.026 |
3.071 |
| S1 |
3.017 |
3.039 |
|