NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.084 |
3.168 |
0.084 |
2.7% |
3.400 |
| High |
3.211 |
3.178 |
-0.033 |
-1.0% |
3.400 |
| Low |
3.047 |
3.079 |
0.032 |
1.1% |
3.007 |
| Close |
3.199 |
3.094 |
-0.105 |
-3.3% |
3.033 |
| Range |
0.164 |
0.099 |
-0.065 |
-39.6% |
0.393 |
| ATR |
0.178 |
0.174 |
-0.004 |
-2.3% |
0.000 |
| Volume |
91,115 |
69,718 |
-21,397 |
-23.5% |
302,787 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.414 |
3.353 |
3.148 |
|
| R3 |
3.315 |
3.254 |
3.121 |
|
| R2 |
3.216 |
3.216 |
3.112 |
|
| R1 |
3.155 |
3.155 |
3.103 |
3.136 |
| PP |
3.117 |
3.117 |
3.117 |
3.108 |
| S1 |
3.056 |
3.056 |
3.085 |
3.037 |
| S2 |
3.018 |
3.018 |
3.076 |
|
| S3 |
2.919 |
2.957 |
3.067 |
|
| S4 |
2.820 |
2.858 |
3.040 |
|
|
| 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 |
3.274 |
3.007 |
0.267 |
8.6% |
0.140 |
4.5% |
33% |
False |
False |
69,080 |
| 10 |
3.823 |
3.007 |
0.816 |
26.4% |
0.159 |
5.1% |
11% |
False |
False |
72,245 |
| 20 |
4.020 |
3.007 |
1.013 |
32.7% |
0.159 |
5.1% |
9% |
False |
False |
62,274 |
| 40 |
4.639 |
3.007 |
1.632 |
52.7% |
0.175 |
5.7% |
5% |
False |
False |
47,043 |
| 60 |
4.639 |
3.007 |
1.632 |
52.7% |
0.148 |
4.8% |
5% |
False |
False |
35,308 |
| 80 |
4.639 |
3.007 |
1.632 |
52.7% |
0.135 |
4.4% |
5% |
False |
False |
28,599 |
| 100 |
4.639 |
3.007 |
1.632 |
52.7% |
0.125 |
4.0% |
5% |
False |
False |
23,846 |
| 120 |
4.639 |
3.007 |
1.632 |
52.7% |
0.116 |
3.8% |
5% |
False |
False |
20,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.599 |
|
2.618 |
3.437 |
|
1.618 |
3.338 |
|
1.000 |
3.277 |
|
0.618 |
3.239 |
|
HIGH |
3.178 |
|
0.618 |
3.140 |
|
0.500 |
3.129 |
|
0.382 |
3.117 |
|
LOW |
3.079 |
|
0.618 |
3.018 |
|
1.000 |
2.980 |
|
1.618 |
2.919 |
|
2.618 |
2.820 |
|
4.250 |
2.658 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.129 |
3.109 |
| PP |
3.117 |
3.104 |
| S1 |
3.106 |
3.099 |
|