NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.168 |
3.095 |
-0.073 |
-2.3% |
3.400 |
| High |
3.178 |
3.130 |
-0.048 |
-1.5% |
3.400 |
| Low |
3.079 |
2.882 |
-0.197 |
-6.4% |
3.007 |
| Close |
3.094 |
2.889 |
-0.205 |
-6.6% |
3.033 |
| Range |
0.099 |
0.248 |
0.149 |
150.5% |
0.393 |
| ATR |
0.174 |
0.179 |
0.005 |
3.0% |
0.000 |
| Volume |
69,718 |
115,576 |
45,858 |
65.8% |
302,787 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.711 |
3.548 |
3.025 |
|
| R3 |
3.463 |
3.300 |
2.957 |
|
| R2 |
3.215 |
3.215 |
2.934 |
|
| R1 |
3.052 |
3.052 |
2.912 |
3.010 |
| PP |
2.967 |
2.967 |
2.967 |
2.946 |
| S1 |
2.804 |
2.804 |
2.866 |
2.762 |
| S2 |
2.719 |
2.719 |
2.844 |
|
| S3 |
2.471 |
2.556 |
2.821 |
|
| S4 |
2.223 |
2.308 |
2.753 |
|
|
| 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 |
3.215 |
2.882 |
0.333 |
11.5% |
0.164 |
5.7% |
2% |
False |
True |
78,598 |
| 10 |
3.823 |
2.882 |
0.941 |
32.6% |
0.167 |
5.8% |
1% |
False |
True |
78,106 |
| 20 |
3.950 |
2.882 |
1.068 |
37.0% |
0.163 |
5.6% |
1% |
False |
True |
65,688 |
| 40 |
4.639 |
2.882 |
1.757 |
60.8% |
0.180 |
6.2% |
0% |
False |
True |
49,161 |
| 60 |
4.639 |
2.882 |
1.757 |
60.8% |
0.151 |
5.2% |
0% |
False |
True |
37,050 |
| 80 |
4.639 |
2.882 |
1.757 |
60.8% |
0.137 |
4.7% |
0% |
False |
True |
29,989 |
| 100 |
4.639 |
2.882 |
1.757 |
60.8% |
0.126 |
4.4% |
0% |
False |
True |
24,964 |
| 120 |
4.639 |
2.882 |
1.757 |
60.8% |
0.118 |
4.1% |
0% |
False |
True |
21,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.184 |
|
2.618 |
3.779 |
|
1.618 |
3.531 |
|
1.000 |
3.378 |
|
0.618 |
3.283 |
|
HIGH |
3.130 |
|
0.618 |
3.035 |
|
0.500 |
3.006 |
|
0.382 |
2.977 |
|
LOW |
2.882 |
|
0.618 |
2.729 |
|
1.000 |
2.634 |
|
1.618 |
2.481 |
|
2.618 |
2.233 |
|
4.250 |
1.828 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.006 |
3.047 |
| PP |
2.967 |
2.994 |
| S1 |
2.928 |
2.942 |
|