NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.901 |
3.713 |
-0.188 |
-4.8% |
3.765 |
| High |
3.907 |
3.755 |
-0.152 |
-3.9% |
3.798 |
| Low |
3.680 |
3.587 |
-0.093 |
-2.5% |
3.550 |
| Close |
3.697 |
3.600 |
-0.097 |
-2.6% |
3.777 |
| Range |
0.227 |
0.168 |
-0.059 |
-26.0% |
0.248 |
| ATR |
0.172 |
0.172 |
0.000 |
-0.2% |
0.000 |
| Volume |
50,133 |
40,175 |
-9,958 |
-19.9% |
310,713 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.151 |
4.044 |
3.692 |
|
| R3 |
3.983 |
3.876 |
3.646 |
|
| R2 |
3.815 |
3.815 |
3.631 |
|
| R1 |
3.708 |
3.708 |
3.615 |
3.678 |
| PP |
3.647 |
3.647 |
3.647 |
3.632 |
| S1 |
3.540 |
3.540 |
3.585 |
3.510 |
| S2 |
3.479 |
3.479 |
3.569 |
|
| S3 |
3.311 |
3.372 |
3.554 |
|
| S4 |
3.143 |
3.204 |
3.508 |
|
|
| 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 |
3.907 |
3.587 |
0.320 |
8.9% |
0.169 |
4.7% |
4% |
False |
True |
54,389 |
| 10 |
3.907 |
3.550 |
0.357 |
9.9% |
0.156 |
4.3% |
14% |
False |
False |
52,368 |
| 20 |
4.530 |
3.550 |
0.980 |
27.2% |
0.177 |
4.9% |
5% |
False |
False |
48,884 |
| 40 |
4.530 |
3.550 |
0.980 |
27.2% |
0.157 |
4.4% |
5% |
False |
False |
43,170 |
| 60 |
4.530 |
3.550 |
0.980 |
27.2% |
0.135 |
3.8% |
5% |
False |
False |
35,508 |
| 80 |
4.530 |
3.550 |
0.980 |
27.2% |
0.122 |
3.4% |
5% |
False |
False |
30,291 |
| 100 |
4.530 |
3.550 |
0.980 |
27.2% |
0.113 |
3.1% |
5% |
False |
False |
26,122 |
| 120 |
4.530 |
3.550 |
0.980 |
27.2% |
0.106 |
2.9% |
5% |
False |
False |
22,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.469 |
|
2.618 |
4.195 |
|
1.618 |
4.027 |
|
1.000 |
3.923 |
|
0.618 |
3.859 |
|
HIGH |
3.755 |
|
0.618 |
3.691 |
|
0.500 |
3.671 |
|
0.382 |
3.651 |
|
LOW |
3.587 |
|
0.618 |
3.483 |
|
1.000 |
3.419 |
|
1.618 |
3.315 |
|
2.618 |
3.147 |
|
4.250 |
2.873 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.671 |
3.747 |
| PP |
3.647 |
3.698 |
| S1 |
3.624 |
3.649 |
|