NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.713 |
3.597 |
-0.116 |
-3.1% |
3.765 |
| High |
3.755 |
3.684 |
-0.071 |
-1.9% |
3.798 |
| Low |
3.587 |
3.592 |
0.005 |
0.1% |
3.550 |
| Close |
3.600 |
3.679 |
0.079 |
2.2% |
3.777 |
| Range |
0.168 |
0.092 |
-0.076 |
-45.2% |
0.248 |
| ATR |
0.172 |
0.166 |
-0.006 |
-3.3% |
0.000 |
| Volume |
40,175 |
33,323 |
-6,852 |
-17.1% |
310,713 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.928 |
3.895 |
3.730 |
|
| R3 |
3.836 |
3.803 |
3.704 |
|
| R2 |
3.744 |
3.744 |
3.696 |
|
| R1 |
3.711 |
3.711 |
3.687 |
3.728 |
| PP |
3.652 |
3.652 |
3.652 |
3.660 |
| S1 |
3.619 |
3.619 |
3.671 |
3.636 |
| S2 |
3.560 |
3.560 |
3.662 |
|
| S3 |
3.468 |
3.527 |
3.654 |
|
| S4 |
3.376 |
3.435 |
3.628 |
|
|
| 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 |
8.7% |
0.162 |
4.4% |
29% |
False |
False |
49,699 |
| 10 |
3.907 |
3.550 |
0.357 |
9.7% |
0.156 |
4.2% |
36% |
False |
False |
51,179 |
| 20 |
4.530 |
3.550 |
0.980 |
26.6% |
0.173 |
4.7% |
13% |
False |
False |
48,489 |
| 40 |
4.530 |
3.550 |
0.980 |
26.6% |
0.155 |
4.2% |
13% |
False |
False |
43,553 |
| 60 |
4.530 |
3.550 |
0.980 |
26.6% |
0.136 |
3.7% |
13% |
False |
False |
35,832 |
| 80 |
4.530 |
3.550 |
0.980 |
26.6% |
0.122 |
3.3% |
13% |
False |
False |
30,634 |
| 100 |
4.530 |
3.550 |
0.980 |
26.6% |
0.113 |
3.1% |
13% |
False |
False |
26,373 |
| 120 |
4.530 |
3.550 |
0.980 |
26.6% |
0.106 |
2.9% |
13% |
False |
False |
23,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.075 |
|
2.618 |
3.925 |
|
1.618 |
3.833 |
|
1.000 |
3.776 |
|
0.618 |
3.741 |
|
HIGH |
3.684 |
|
0.618 |
3.649 |
|
0.500 |
3.638 |
|
0.382 |
3.627 |
|
LOW |
3.592 |
|
0.618 |
3.535 |
|
1.000 |
3.500 |
|
1.618 |
3.443 |
|
2.618 |
3.351 |
|
4.250 |
3.201 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.665 |
3.747 |
| PP |
3.652 |
3.724 |
| S1 |
3.638 |
3.702 |
|