NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.122 |
3.084 |
-0.038 |
-1.2% |
3.400 |
| High |
3.142 |
3.211 |
0.069 |
2.2% |
3.400 |
| Low |
3.007 |
3.047 |
0.040 |
1.3% |
3.007 |
| Close |
3.033 |
3.199 |
0.166 |
5.5% |
3.033 |
| Range |
0.135 |
0.164 |
0.029 |
21.5% |
0.393 |
| ATR |
0.178 |
0.178 |
0.000 |
0.0% |
0.000 |
| Volume |
55,298 |
91,115 |
35,817 |
64.8% |
302,787 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.644 |
3.586 |
3.289 |
|
| R3 |
3.480 |
3.422 |
3.244 |
|
| R2 |
3.316 |
3.316 |
3.229 |
|
| R1 |
3.258 |
3.258 |
3.214 |
3.287 |
| PP |
3.152 |
3.152 |
3.152 |
3.167 |
| S1 |
3.094 |
3.094 |
3.184 |
3.123 |
| S2 |
2.988 |
2.988 |
3.169 |
|
| S3 |
2.824 |
2.930 |
3.154 |
|
| S4 |
2.660 |
2.766 |
3.109 |
|
|
| 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 |
3.400 |
3.007 |
0.393 |
12.3% |
0.167 |
5.2% |
49% |
False |
False |
78,780 |
| 10 |
3.950 |
3.007 |
0.943 |
29.5% |
0.173 |
5.4% |
20% |
False |
False |
72,647 |
| 20 |
4.040 |
3.007 |
1.033 |
32.3% |
0.159 |
5.0% |
19% |
False |
False |
60,012 |
| 40 |
4.639 |
3.007 |
1.632 |
51.0% |
0.176 |
5.5% |
12% |
False |
False |
45,529 |
| 60 |
4.639 |
3.007 |
1.632 |
51.0% |
0.148 |
4.6% |
12% |
False |
False |
34,351 |
| 80 |
4.639 |
3.007 |
1.632 |
51.0% |
0.134 |
4.2% |
12% |
False |
False |
27,803 |
| 100 |
4.639 |
3.007 |
1.632 |
51.0% |
0.125 |
3.9% |
12% |
False |
False |
23,173 |
| 120 |
4.639 |
3.007 |
1.632 |
51.0% |
0.116 |
3.6% |
12% |
False |
False |
19,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.908 |
|
2.618 |
3.640 |
|
1.618 |
3.476 |
|
1.000 |
3.375 |
|
0.618 |
3.312 |
|
HIGH |
3.211 |
|
0.618 |
3.148 |
|
0.500 |
3.129 |
|
0.382 |
3.110 |
|
LOW |
3.047 |
|
0.618 |
2.946 |
|
1.000 |
2.883 |
|
1.618 |
2.782 |
|
2.618 |
2.618 |
|
4.250 |
2.350 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.176 |
3.170 |
| PP |
3.152 |
3.140 |
| S1 |
3.129 |
3.111 |
|