NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.196 |
3.122 |
-0.074 |
-2.3% |
3.400 |
| High |
3.215 |
3.142 |
-0.073 |
-2.3% |
3.400 |
| Low |
3.043 |
3.007 |
-0.036 |
-1.2% |
3.007 |
| Close |
3.072 |
3.033 |
-0.039 |
-1.3% |
3.033 |
| Range |
0.172 |
0.135 |
-0.037 |
-21.5% |
0.393 |
| ATR |
0.181 |
0.178 |
-0.003 |
-1.8% |
0.000 |
| Volume |
61,286 |
55,298 |
-5,988 |
-9.8% |
302,787 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.466 |
3.384 |
3.107 |
|
| R3 |
3.331 |
3.249 |
3.070 |
|
| R2 |
3.196 |
3.196 |
3.058 |
|
| R1 |
3.114 |
3.114 |
3.045 |
3.088 |
| PP |
3.061 |
3.061 |
3.061 |
3.047 |
| S1 |
2.979 |
2.979 |
3.021 |
2.953 |
| S2 |
2.926 |
2.926 |
3.008 |
|
| S3 |
2.791 |
2.844 |
2.996 |
|
| S4 |
2.656 |
2.709 |
2.959 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.326 |
4.072 |
3.249 |
|
| R3 |
3.933 |
3.679 |
3.141 |
|
| R2 |
3.540 |
3.540 |
3.105 |
|
| R1 |
3.286 |
3.286 |
3.069 |
3.217 |
| PP |
3.147 |
3.147 |
3.147 |
3.112 |
| S1 |
2.893 |
2.893 |
2.997 |
2.824 |
| S2 |
2.754 |
2.754 |
2.961 |
|
| S3 |
2.361 |
2.500 |
2.925 |
|
| S4 |
1.968 |
2.107 |
2.817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.704 |
3.007 |
0.697 |
23.0% |
0.179 |
5.9% |
4% |
False |
True |
75,648 |
| 10 |
3.950 |
3.007 |
0.943 |
31.1% |
0.173 |
5.7% |
3% |
False |
True |
69,733 |
| 20 |
4.350 |
3.007 |
1.343 |
44.3% |
0.165 |
5.4% |
2% |
False |
True |
56,704 |
| 40 |
4.639 |
3.007 |
1.632 |
53.8% |
0.174 |
5.7% |
2% |
False |
True |
43,725 |
| 60 |
4.639 |
3.007 |
1.632 |
53.8% |
0.147 |
4.9% |
2% |
False |
True |
33,034 |
| 80 |
4.639 |
3.007 |
1.632 |
53.8% |
0.133 |
4.4% |
2% |
False |
True |
26,760 |
| 100 |
4.639 |
3.007 |
1.632 |
53.8% |
0.124 |
4.1% |
2% |
False |
True |
22,283 |
| 120 |
4.639 |
3.007 |
1.632 |
53.8% |
0.115 |
3.8% |
2% |
False |
True |
19,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.716 |
|
2.618 |
3.495 |
|
1.618 |
3.360 |
|
1.000 |
3.277 |
|
0.618 |
3.225 |
|
HIGH |
3.142 |
|
0.618 |
3.090 |
|
0.500 |
3.075 |
|
0.382 |
3.059 |
|
LOW |
3.007 |
|
0.618 |
2.924 |
|
1.000 |
2.872 |
|
1.618 |
2.789 |
|
2.618 |
2.654 |
|
4.250 |
2.433 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.075 |
3.141 |
| PP |
3.061 |
3.105 |
| S1 |
3.047 |
3.069 |
|