NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.349 |
3.189 |
-0.160 |
-4.8% |
3.901 |
| High |
3.355 |
3.256 |
-0.099 |
-3.0% |
3.907 |
| Low |
3.157 |
3.137 |
-0.020 |
-0.6% |
3.442 |
| Close |
3.168 |
3.196 |
0.028 |
0.9% |
3.458 |
| Range |
0.198 |
0.119 |
-0.079 |
-39.9% |
0.465 |
| ATR |
0.178 |
0.174 |
-0.004 |
-2.4% |
0.000 |
| Volume |
48,636 |
72,276 |
23,640 |
48.6% |
198,701 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.553 |
3.494 |
3.261 |
|
| R3 |
3.434 |
3.375 |
3.229 |
|
| R2 |
3.315 |
3.315 |
3.218 |
|
| R1 |
3.256 |
3.256 |
3.207 |
3.286 |
| PP |
3.196 |
3.196 |
3.196 |
3.211 |
| S1 |
3.137 |
3.137 |
3.185 |
3.167 |
| S2 |
3.077 |
3.077 |
3.174 |
|
| S3 |
2.958 |
3.018 |
3.163 |
|
| S4 |
2.839 |
2.899 |
3.131 |
|
|
| 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 |
3.770 |
3.137 |
0.633 |
19.8% |
0.155 |
4.8% |
9% |
False |
True |
45,861 |
| 10 |
3.907 |
3.137 |
0.770 |
24.1% |
0.162 |
5.1% |
8% |
False |
True |
50,125 |
| 20 |
4.412 |
3.137 |
1.275 |
39.9% |
0.162 |
5.1% |
5% |
False |
True |
46,232 |
| 40 |
4.530 |
3.137 |
1.393 |
43.6% |
0.165 |
5.2% |
4% |
False |
True |
46,493 |
| 60 |
4.530 |
3.137 |
1.393 |
43.6% |
0.140 |
4.4% |
4% |
False |
True |
37,990 |
| 80 |
4.530 |
3.137 |
1.393 |
43.6% |
0.127 |
4.0% |
4% |
False |
True |
32,348 |
| 100 |
4.530 |
3.137 |
1.393 |
43.6% |
0.117 |
3.7% |
4% |
False |
True |
27,971 |
| 120 |
4.530 |
3.137 |
1.393 |
43.6% |
0.109 |
3.4% |
4% |
False |
True |
24,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.762 |
|
2.618 |
3.568 |
|
1.618 |
3.449 |
|
1.000 |
3.375 |
|
0.618 |
3.330 |
|
HIGH |
3.256 |
|
0.618 |
3.211 |
|
0.500 |
3.197 |
|
0.382 |
3.182 |
|
LOW |
3.137 |
|
0.618 |
3.063 |
|
1.000 |
3.018 |
|
1.618 |
2.944 |
|
2.618 |
2.825 |
|
4.250 |
2.631 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.197 |
3.396 |
| PP |
3.196 |
3.329 |
| S1 |
3.196 |
3.263 |
|