NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.067 |
3.053 |
-0.014 |
-0.5% |
3.350 |
| High |
3.098 |
3.207 |
0.109 |
3.5% |
3.351 |
| Low |
2.973 |
3.019 |
0.046 |
1.5% |
2.973 |
| Close |
3.007 |
3.189 |
0.182 |
6.1% |
3.007 |
| Range |
0.125 |
0.188 |
0.063 |
50.4% |
0.378 |
| ATR |
0.185 |
0.186 |
0.001 |
0.6% |
0.000 |
| Volume |
37,868 |
37,868 |
0 |
0.0% |
333,521 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.702 |
3.634 |
3.292 |
|
| R3 |
3.514 |
3.446 |
3.241 |
|
| R2 |
3.326 |
3.326 |
3.223 |
|
| R1 |
3.258 |
3.258 |
3.206 |
3.292 |
| PP |
3.138 |
3.138 |
3.138 |
3.156 |
| S1 |
3.070 |
3.070 |
3.172 |
3.104 |
| S2 |
2.950 |
2.950 |
3.155 |
|
| S3 |
2.762 |
2.882 |
3.137 |
|
| S4 |
2.574 |
2.694 |
3.086 |
|
|
| 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 |
3.351 |
2.973 |
0.378 |
11.9% |
0.173 |
5.4% |
57% |
False |
False |
74,277 |
| 10 |
3.936 |
2.973 |
0.963 |
30.2% |
0.180 |
5.6% |
22% |
False |
False |
95,644 |
| 20 |
4.041 |
2.973 |
1.068 |
33.5% |
0.165 |
5.2% |
20% |
False |
False |
122,990 |
| 40 |
4.689 |
2.973 |
1.716 |
53.8% |
0.184 |
5.8% |
13% |
False |
False |
115,038 |
| 60 |
4.689 |
2.973 |
1.716 |
53.8% |
0.155 |
4.8% |
13% |
False |
False |
89,154 |
| 80 |
4.689 |
2.973 |
1.716 |
53.8% |
0.141 |
4.4% |
13% |
False |
False |
73,442 |
| 100 |
4.689 |
2.973 |
1.716 |
53.8% |
0.132 |
4.1% |
13% |
False |
False |
63,313 |
| 120 |
4.689 |
2.973 |
1.716 |
53.8% |
0.123 |
3.9% |
13% |
False |
False |
55,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.006 |
|
2.618 |
3.699 |
|
1.618 |
3.511 |
|
1.000 |
3.395 |
|
0.618 |
3.323 |
|
HIGH |
3.207 |
|
0.618 |
3.135 |
|
0.500 |
3.113 |
|
0.382 |
3.091 |
|
LOW |
3.019 |
|
0.618 |
2.903 |
|
1.000 |
2.831 |
|
1.618 |
2.715 |
|
2.618 |
2.527 |
|
4.250 |
2.220 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.164 |
3.156 |
| PP |
3.138 |
3.123 |
| S1 |
3.113 |
3.090 |
|