NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.699 |
3.638 |
-0.061 |
-1.6% |
3.765 |
| High |
3.761 |
3.798 |
0.037 |
1.0% |
3.798 |
| Low |
3.605 |
3.633 |
0.028 |
0.8% |
3.550 |
| Close |
3.626 |
3.777 |
0.151 |
4.2% |
3.777 |
| Range |
0.156 |
0.165 |
0.009 |
5.8% |
0.248 |
| ATR |
0.168 |
0.168 |
0.000 |
0.2% |
0.000 |
| Volume |
63,244 |
61,623 |
-1,621 |
-2.6% |
310,713 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.231 |
4.169 |
3.868 |
|
| R3 |
4.066 |
4.004 |
3.822 |
|
| R2 |
3.901 |
3.901 |
3.807 |
|
| R1 |
3.839 |
3.839 |
3.792 |
3.870 |
| PP |
3.736 |
3.736 |
3.736 |
3.752 |
| S1 |
3.674 |
3.674 |
3.762 |
3.705 |
| S2 |
3.571 |
3.571 |
3.747 |
|
| S3 |
3.406 |
3.509 |
3.732 |
|
| S4 |
3.241 |
3.344 |
3.686 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.452 |
4.363 |
3.913 |
|
| R3 |
4.204 |
4.115 |
3.845 |
|
| R2 |
3.956 |
3.956 |
3.822 |
|
| R1 |
3.867 |
3.867 |
3.800 |
3.912 |
| PP |
3.708 |
3.708 |
3.708 |
3.731 |
| S1 |
3.619 |
3.619 |
3.754 |
3.664 |
| S2 |
3.460 |
3.460 |
3.732 |
|
| S3 |
3.212 |
3.371 |
3.709 |
|
| S4 |
2.964 |
3.123 |
3.641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.798 |
3.550 |
0.248 |
6.6% |
0.154 |
4.1% |
92% |
True |
False |
62,142 |
| 10 |
3.984 |
3.550 |
0.434 |
11.5% |
0.144 |
3.8% |
52% |
False |
False |
50,393 |
| 20 |
4.530 |
3.550 |
0.980 |
25.9% |
0.174 |
4.6% |
23% |
False |
False |
48,528 |
| 40 |
4.530 |
3.550 |
0.980 |
25.9% |
0.151 |
4.0% |
23% |
False |
False |
41,837 |
| 60 |
4.530 |
3.550 |
0.980 |
25.9% |
0.131 |
3.5% |
23% |
False |
False |
34,485 |
| 80 |
4.530 |
3.550 |
0.980 |
25.9% |
0.119 |
3.2% |
23% |
False |
False |
29,430 |
| 100 |
4.530 |
3.550 |
0.980 |
25.9% |
0.111 |
2.9% |
23% |
False |
False |
25,344 |
| 120 |
4.596 |
3.550 |
1.046 |
27.7% |
0.104 |
2.8% |
22% |
False |
False |
22,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.499 |
|
2.618 |
4.230 |
|
1.618 |
4.065 |
|
1.000 |
3.963 |
|
0.618 |
3.900 |
|
HIGH |
3.798 |
|
0.618 |
3.735 |
|
0.500 |
3.716 |
|
0.382 |
3.696 |
|
LOW |
3.633 |
|
0.618 |
3.531 |
|
1.000 |
3.468 |
|
1.618 |
3.366 |
|
2.618 |
3.201 |
|
4.250 |
2.932 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.757 |
3.750 |
| PP |
3.736 |
3.724 |
| S1 |
3.716 |
3.697 |
|