NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.400 |
3.206 |
-0.194 |
-5.7% |
3.945 |
| High |
3.400 |
3.274 |
-0.126 |
-3.7% |
3.950 |
| Low |
3.166 |
3.143 |
-0.023 |
-0.7% |
3.481 |
| Close |
3.180 |
3.204 |
0.024 |
0.8% |
3.498 |
| Range |
0.234 |
0.131 |
-0.103 |
-44.0% |
0.469 |
| ATR |
0.186 |
0.182 |
-0.004 |
-2.1% |
0.000 |
| Volume |
118,217 |
67,986 |
-50,231 |
-42.5% |
332,571 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.600 |
3.533 |
3.276 |
|
| R3 |
3.469 |
3.402 |
3.240 |
|
| R2 |
3.338 |
3.338 |
3.228 |
|
| R1 |
3.271 |
3.271 |
3.216 |
3.239 |
| PP |
3.207 |
3.207 |
3.207 |
3.191 |
| S1 |
3.140 |
3.140 |
3.192 |
3.108 |
| S2 |
3.076 |
3.076 |
3.180 |
|
| S3 |
2.945 |
3.009 |
3.168 |
|
| S4 |
2.814 |
2.878 |
3.132 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.050 |
4.743 |
3.756 |
|
| R3 |
4.581 |
4.274 |
3.627 |
|
| R2 |
4.112 |
4.112 |
3.584 |
|
| R1 |
3.805 |
3.805 |
3.541 |
3.724 |
| PP |
3.643 |
3.643 |
3.643 |
3.603 |
| S1 |
3.336 |
3.336 |
3.455 |
3.255 |
| S2 |
3.174 |
3.174 |
3.412 |
|
| S3 |
2.705 |
2.867 |
3.369 |
|
| S4 |
2.236 |
2.398 |
3.240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.823 |
3.143 |
0.680 |
21.2% |
0.169 |
5.3% |
9% |
False |
True |
77,614 |
| 10 |
3.950 |
3.143 |
0.807 |
25.2% |
0.172 |
5.4% |
8% |
False |
True |
70,972 |
| 20 |
4.494 |
3.143 |
1.351 |
42.2% |
0.170 |
5.3% |
5% |
False |
True |
53,386 |
| 40 |
4.639 |
3.143 |
1.496 |
46.7% |
0.173 |
5.4% |
4% |
False |
True |
41,440 |
| 60 |
4.639 |
3.143 |
1.496 |
46.7% |
0.146 |
4.5% |
4% |
False |
True |
31,438 |
| 80 |
4.639 |
3.143 |
1.496 |
46.7% |
0.132 |
4.1% |
4% |
False |
True |
25,466 |
| 100 |
4.639 |
3.143 |
1.496 |
46.7% |
0.122 |
3.8% |
4% |
False |
True |
21,163 |
| 120 |
4.639 |
3.143 |
1.496 |
46.7% |
0.114 |
3.6% |
4% |
False |
True |
18,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.831 |
|
2.618 |
3.617 |
|
1.618 |
3.486 |
|
1.000 |
3.405 |
|
0.618 |
3.355 |
|
HIGH |
3.274 |
|
0.618 |
3.224 |
|
0.500 |
3.209 |
|
0.382 |
3.193 |
|
LOW |
3.143 |
|
0.618 |
3.062 |
|
1.000 |
3.012 |
|
1.618 |
2.931 |
|
2.618 |
2.800 |
|
4.250 |
2.586 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.209 |
3.424 |
| PP |
3.207 |
3.350 |
| S1 |
3.206 |
3.277 |
|