NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.675 |
3.945 |
0.270 |
7.3% |
3.805 |
| High |
3.840 |
3.950 |
0.110 |
2.9% |
3.840 |
| Low |
3.672 |
3.715 |
0.043 |
1.2% |
3.612 |
| Close |
3.816 |
3.730 |
-0.086 |
-2.3% |
3.816 |
| Range |
0.168 |
0.235 |
0.067 |
39.9% |
0.228 |
| ATR |
0.173 |
0.178 |
0.004 |
2.5% |
0.000 |
| Volume |
61,976 |
73,741 |
11,765 |
19.0% |
291,831 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.503 |
4.352 |
3.859 |
|
| R3 |
4.268 |
4.117 |
3.795 |
|
| R2 |
4.033 |
4.033 |
3.773 |
|
| R1 |
3.882 |
3.882 |
3.752 |
3.840 |
| PP |
3.798 |
3.798 |
3.798 |
3.778 |
| S1 |
3.647 |
3.647 |
3.708 |
3.605 |
| S2 |
3.563 |
3.563 |
3.687 |
|
| S3 |
3.328 |
3.412 |
3.665 |
|
| S4 |
3.093 |
3.177 |
3.601 |
|
|
| 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 |
3.950 |
3.634 |
0.316 |
8.5% |
0.159 |
4.3% |
30% |
True |
False |
63,150 |
| 10 |
4.020 |
3.612 |
0.408 |
10.9% |
0.159 |
4.2% |
29% |
False |
False |
52,303 |
| 20 |
4.639 |
3.612 |
1.027 |
27.5% |
0.185 |
5.0% |
11% |
False |
False |
41,600 |
| 40 |
4.639 |
3.612 |
1.027 |
27.5% |
0.159 |
4.3% |
11% |
False |
False |
32,091 |
| 60 |
4.639 |
3.612 |
1.027 |
27.5% |
0.138 |
3.7% |
11% |
False |
False |
24,787 |
| 80 |
4.639 |
3.612 |
1.027 |
27.5% |
0.125 |
3.4% |
11% |
False |
False |
20,320 |
| 100 |
4.639 |
3.612 |
1.027 |
27.5% |
0.117 |
3.1% |
11% |
False |
False |
16,876 |
| 120 |
4.681 |
3.612 |
1.069 |
28.7% |
0.110 |
2.9% |
11% |
False |
False |
14,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.949 |
|
2.618 |
4.565 |
|
1.618 |
4.330 |
|
1.000 |
4.185 |
|
0.618 |
4.095 |
|
HIGH |
3.950 |
|
0.618 |
3.860 |
|
0.500 |
3.833 |
|
0.382 |
3.805 |
|
LOW |
3.715 |
|
0.618 |
3.570 |
|
1.000 |
3.480 |
|
1.618 |
3.335 |
|
2.618 |
3.100 |
|
4.250 |
2.716 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.833 |
3.798 |
| PP |
3.798 |
3.775 |
| S1 |
3.764 |
3.753 |
|