NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.945 |
3.731 |
-0.214 |
-5.4% |
3.805 |
| High |
3.950 |
3.794 |
-0.156 |
-3.9% |
3.840 |
| Low |
3.715 |
3.620 |
-0.095 |
-2.6% |
3.612 |
| Close |
3.730 |
3.635 |
-0.095 |
-2.5% |
3.816 |
| Range |
0.235 |
0.174 |
-0.061 |
-26.0% |
0.228 |
| ATR |
0.178 |
0.178 |
0.000 |
-0.2% |
0.000 |
| Volume |
73,741 |
56,963 |
-16,778 |
-22.8% |
291,831 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.094 |
3.731 |
|
| R3 |
4.031 |
3.920 |
3.683 |
|
| R2 |
3.857 |
3.857 |
3.667 |
|
| R1 |
3.746 |
3.746 |
3.651 |
3.715 |
| PP |
3.683 |
3.683 |
3.683 |
3.667 |
| S1 |
3.572 |
3.572 |
3.619 |
3.541 |
| S2 |
3.509 |
3.509 |
3.603 |
|
| S3 |
3.335 |
3.398 |
3.587 |
|
| S4 |
3.161 |
3.224 |
3.539 |
|
|
| 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 |
3.620 |
0.330 |
9.1% |
0.174 |
4.8% |
5% |
False |
True |
64,330 |
| 10 |
3.950 |
3.612 |
0.338 |
9.3% |
0.160 |
4.4% |
7% |
False |
False |
53,271 |
| 20 |
4.639 |
3.612 |
1.027 |
28.3% |
0.184 |
5.0% |
2% |
False |
False |
43,326 |
| 40 |
4.639 |
3.612 |
1.027 |
28.3% |
0.161 |
4.4% |
2% |
False |
False |
33,291 |
| 60 |
4.639 |
3.612 |
1.027 |
28.3% |
0.140 |
3.8% |
2% |
False |
False |
25,607 |
| 80 |
4.639 |
3.612 |
1.027 |
28.3% |
0.127 |
3.5% |
2% |
False |
False |
20,979 |
| 100 |
4.639 |
3.612 |
1.027 |
28.3% |
0.118 |
3.2% |
2% |
False |
False |
17,418 |
| 120 |
4.639 |
3.612 |
1.027 |
28.3% |
0.110 |
3.0% |
2% |
False |
False |
15,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.534 |
|
2.618 |
4.250 |
|
1.618 |
4.076 |
|
1.000 |
3.968 |
|
0.618 |
3.902 |
|
HIGH |
3.794 |
|
0.618 |
3.728 |
|
0.500 |
3.707 |
|
0.382 |
3.686 |
|
LOW |
3.620 |
|
0.618 |
3.512 |
|
1.000 |
3.446 |
|
1.618 |
3.338 |
|
2.618 |
3.164 |
|
4.250 |
2.881 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.707 |
3.785 |
| PP |
3.683 |
3.735 |
| S1 |
3.659 |
3.685 |
|