NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.206 |
3.196 |
-0.010 |
-0.3% |
3.945 |
| High |
3.274 |
3.215 |
-0.059 |
-1.8% |
3.950 |
| Low |
3.143 |
3.043 |
-0.100 |
-3.2% |
3.481 |
| Close |
3.204 |
3.072 |
-0.132 |
-4.1% |
3.498 |
| Range |
0.131 |
0.172 |
0.041 |
31.3% |
0.469 |
| ATR |
0.182 |
0.181 |
-0.001 |
-0.4% |
0.000 |
| Volume |
67,986 |
61,286 |
-6,700 |
-9.9% |
332,571 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.626 |
3.521 |
3.167 |
|
| R3 |
3.454 |
3.349 |
3.119 |
|
| R2 |
3.282 |
3.282 |
3.104 |
|
| R1 |
3.177 |
3.177 |
3.088 |
3.144 |
| PP |
3.110 |
3.110 |
3.110 |
3.093 |
| S1 |
3.005 |
3.005 |
3.056 |
2.972 |
| S2 |
2.938 |
2.938 |
3.040 |
|
| S3 |
2.766 |
2.833 |
3.025 |
|
| S4 |
2.594 |
2.661 |
2.977 |
|
|
| 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 |
3.043 |
0.780 |
25.4% |
0.183 |
6.0% |
4% |
False |
True |
78,140 |
| 10 |
3.950 |
3.043 |
0.907 |
29.5% |
0.176 |
5.7% |
3% |
False |
True |
71,313 |
| 20 |
4.494 |
3.043 |
1.451 |
47.2% |
0.168 |
5.5% |
2% |
False |
True |
55,029 |
| 40 |
4.639 |
3.043 |
1.596 |
52.0% |
0.174 |
5.7% |
2% |
False |
True |
42,705 |
| 60 |
4.639 |
3.043 |
1.596 |
52.0% |
0.148 |
4.8% |
2% |
False |
True |
32,296 |
| 80 |
4.639 |
3.043 |
1.596 |
52.0% |
0.132 |
4.3% |
2% |
False |
True |
26,186 |
| 100 |
4.639 |
3.043 |
1.596 |
52.0% |
0.123 |
4.0% |
2% |
False |
True |
21,747 |
| 120 |
4.639 |
3.043 |
1.596 |
52.0% |
0.115 |
3.7% |
2% |
False |
True |
18,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.946 |
|
2.618 |
3.665 |
|
1.618 |
3.493 |
|
1.000 |
3.387 |
|
0.618 |
3.321 |
|
HIGH |
3.215 |
|
0.618 |
3.149 |
|
0.500 |
3.129 |
|
0.382 |
3.109 |
|
LOW |
3.043 |
|
0.618 |
2.937 |
|
1.000 |
2.871 |
|
1.618 |
2.765 |
|
2.618 |
2.593 |
|
4.250 |
2.312 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.129 |
3.222 |
| PP |
3.110 |
3.172 |
| S1 |
3.091 |
3.122 |
|