NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.737 |
3.675 |
-0.062 |
-1.7% |
3.805 |
| High |
3.805 |
3.840 |
0.035 |
0.9% |
3.840 |
| Low |
3.645 |
3.672 |
0.027 |
0.7% |
3.612 |
| Close |
3.663 |
3.816 |
0.153 |
4.2% |
3.816 |
| Range |
0.160 |
0.168 |
0.008 |
5.0% |
0.228 |
| ATR |
0.173 |
0.173 |
0.000 |
0.2% |
0.000 |
| Volume |
71,094 |
61,976 |
-9,118 |
-12.8% |
291,831 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.280 |
4.216 |
3.908 |
|
| R3 |
4.112 |
4.048 |
3.862 |
|
| R2 |
3.944 |
3.944 |
3.847 |
|
| R1 |
3.880 |
3.880 |
3.831 |
3.912 |
| PP |
3.776 |
3.776 |
3.776 |
3.792 |
| S1 |
3.712 |
3.712 |
3.801 |
3.744 |
| S2 |
3.608 |
3.608 |
3.785 |
|
| S3 |
3.440 |
3.544 |
3.770 |
|
| S4 |
3.272 |
3.376 |
3.724 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.440 |
4.356 |
3.941 |
|
| R3 |
4.212 |
4.128 |
3.879 |
|
| R2 |
3.984 |
3.984 |
3.858 |
|
| R1 |
3.900 |
3.900 |
3.837 |
3.942 |
| PP |
3.756 |
3.756 |
3.756 |
3.777 |
| S1 |
3.672 |
3.672 |
3.795 |
3.714 |
| S2 |
3.528 |
3.528 |
3.774 |
|
| S3 |
3.300 |
3.444 |
3.753 |
|
| S4 |
3.072 |
3.216 |
3.691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.840 |
3.612 |
0.228 |
6.0% |
0.151 |
4.0% |
89% |
True |
False |
58,366 |
| 10 |
4.040 |
3.612 |
0.428 |
11.2% |
0.146 |
3.8% |
48% |
False |
False |
47,378 |
| 20 |
4.639 |
3.612 |
1.027 |
26.9% |
0.180 |
4.7% |
20% |
False |
False |
39,324 |
| 40 |
4.639 |
3.612 |
1.027 |
26.9% |
0.155 |
4.1% |
20% |
False |
False |
30,460 |
| 60 |
4.639 |
3.612 |
1.027 |
26.9% |
0.135 |
3.5% |
20% |
False |
False |
23,656 |
| 80 |
4.639 |
3.612 |
1.027 |
26.9% |
0.124 |
3.2% |
20% |
False |
False |
19,442 |
| 100 |
4.639 |
3.612 |
1.027 |
26.9% |
0.116 |
3.0% |
20% |
False |
False |
16,169 |
| 120 |
4.690 |
3.612 |
1.078 |
28.2% |
0.108 |
2.8% |
19% |
False |
False |
13,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.554 |
|
2.618 |
4.280 |
|
1.618 |
4.112 |
|
1.000 |
4.008 |
|
0.618 |
3.944 |
|
HIGH |
3.840 |
|
0.618 |
3.776 |
|
0.500 |
3.756 |
|
0.382 |
3.736 |
|
LOW |
3.672 |
|
0.618 |
3.568 |
|
1.000 |
3.504 |
|
1.618 |
3.400 |
|
2.618 |
3.232 |
|
4.250 |
2.958 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.796 |
3.790 |
| PP |
3.776 |
3.764 |
| S1 |
3.756 |
3.738 |
|