NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.667 |
3.630 |
-0.037 |
-1.0% |
3.901 |
| High |
3.770 |
3.655 |
-0.115 |
-3.1% |
3.907 |
| Low |
3.619 |
3.442 |
-0.177 |
-4.9% |
3.442 |
| Close |
3.627 |
3.458 |
-0.169 |
-4.7% |
3.458 |
| Range |
0.151 |
0.213 |
0.062 |
41.1% |
0.465 |
| ATR |
0.165 |
0.168 |
0.003 |
2.1% |
0.000 |
| Volume |
31,700 |
43,370 |
11,670 |
36.8% |
198,701 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.157 |
4.021 |
3.575 |
|
| R3 |
3.944 |
3.808 |
3.517 |
|
| R2 |
3.731 |
3.731 |
3.497 |
|
| R1 |
3.595 |
3.595 |
3.478 |
3.557 |
| PP |
3.518 |
3.518 |
3.518 |
3.499 |
| S1 |
3.382 |
3.382 |
3.438 |
3.344 |
| S2 |
3.305 |
3.305 |
3.419 |
|
| S3 |
3.092 |
3.169 |
3.399 |
|
| S4 |
2.879 |
2.956 |
3.341 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.997 |
4.693 |
3.714 |
|
| R3 |
4.532 |
4.228 |
3.586 |
|
| R2 |
4.067 |
4.067 |
3.543 |
|
| R1 |
3.763 |
3.763 |
3.501 |
3.683 |
| PP |
3.602 |
3.602 |
3.602 |
3.562 |
| S1 |
3.298 |
3.298 |
3.415 |
3.218 |
| S2 |
3.137 |
3.137 |
3.373 |
|
| S3 |
2.672 |
2.833 |
3.330 |
|
| S4 |
2.207 |
2.368 |
3.202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.907 |
3.442 |
0.465 |
13.4% |
0.170 |
4.9% |
3% |
False |
True |
39,740 |
| 10 |
3.907 |
3.442 |
0.465 |
13.4% |
0.162 |
4.7% |
3% |
False |
True |
50,941 |
| 20 |
4.530 |
3.442 |
1.088 |
31.5% |
0.166 |
4.8% |
1% |
False |
True |
45,761 |
| 40 |
4.530 |
3.442 |
1.088 |
31.5% |
0.161 |
4.7% |
1% |
False |
True |
44,582 |
| 60 |
4.530 |
3.442 |
1.088 |
31.5% |
0.138 |
4.0% |
1% |
False |
True |
36,658 |
| 80 |
4.530 |
3.442 |
1.088 |
31.5% |
0.126 |
3.6% |
1% |
False |
True |
31,301 |
| 100 |
4.530 |
3.442 |
1.088 |
31.5% |
0.115 |
3.3% |
1% |
False |
True |
26,956 |
| 120 |
4.530 |
3.442 |
1.088 |
31.5% |
0.108 |
3.1% |
1% |
False |
True |
23,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.560 |
|
2.618 |
4.213 |
|
1.618 |
4.000 |
|
1.000 |
3.868 |
|
0.618 |
3.787 |
|
HIGH |
3.655 |
|
0.618 |
3.574 |
|
0.500 |
3.549 |
|
0.382 |
3.523 |
|
LOW |
3.442 |
|
0.618 |
3.310 |
|
1.000 |
3.229 |
|
1.618 |
3.097 |
|
2.618 |
2.884 |
|
4.250 |
2.537 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.549 |
3.606 |
| PP |
3.518 |
3.557 |
| S1 |
3.488 |
3.507 |
|