NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.193 |
3.112 |
-0.081 |
-2.5% |
3.349 |
| High |
3.210 |
3.138 |
-0.072 |
-2.2% |
3.355 |
| Low |
3.049 |
3.013 |
-0.036 |
-1.2% |
3.013 |
| Close |
3.076 |
3.041 |
-0.035 |
-1.1% |
3.041 |
| Range |
0.161 |
0.125 |
-0.036 |
-22.4% |
0.342 |
| ATR |
0.173 |
0.169 |
-0.003 |
-2.0% |
0.000 |
| Volume |
36,034 |
34,512 |
-1,522 |
-4.2% |
191,458 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.439 |
3.365 |
3.110 |
|
| R3 |
3.314 |
3.240 |
3.075 |
|
| R2 |
3.189 |
3.189 |
3.064 |
|
| R1 |
3.115 |
3.115 |
3.052 |
3.090 |
| PP |
3.064 |
3.064 |
3.064 |
3.051 |
| S1 |
2.990 |
2.990 |
3.030 |
2.965 |
| S2 |
2.939 |
2.939 |
3.018 |
|
| S3 |
2.814 |
2.865 |
3.007 |
|
| S4 |
2.689 |
2.740 |
2.972 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.162 |
3.944 |
3.229 |
|
| R3 |
3.820 |
3.602 |
3.135 |
|
| R2 |
3.478 |
3.478 |
3.104 |
|
| R1 |
3.260 |
3.260 |
3.072 |
3.198 |
| PP |
3.136 |
3.136 |
3.136 |
3.106 |
| S1 |
2.918 |
2.918 |
3.010 |
2.856 |
| S2 |
2.794 |
2.794 |
2.978 |
|
| S3 |
2.452 |
2.576 |
2.947 |
|
| S4 |
2.110 |
2.234 |
2.853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.655 |
3.013 |
0.642 |
21.1% |
0.163 |
5.4% |
4% |
False |
True |
46,965 |
| 10 |
3.907 |
3.013 |
0.894 |
29.4% |
0.162 |
5.3% |
3% |
False |
True |
45,178 |
| 20 |
4.274 |
3.013 |
1.261 |
41.5% |
0.157 |
5.2% |
2% |
False |
True |
46,335 |
| 40 |
4.530 |
3.013 |
1.517 |
49.9% |
0.166 |
5.5% |
2% |
False |
True |
47,206 |
| 60 |
4.530 |
3.013 |
1.517 |
49.9% |
0.142 |
4.7% |
2% |
False |
True |
38,324 |
| 80 |
4.530 |
3.013 |
1.517 |
49.9% |
0.128 |
4.2% |
2% |
False |
True |
32,855 |
| 100 |
4.530 |
3.013 |
1.517 |
49.9% |
0.118 |
3.9% |
2% |
False |
True |
28,516 |
| 120 |
4.530 |
3.013 |
1.517 |
49.9% |
0.110 |
3.6% |
2% |
False |
True |
25,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.669 |
|
2.618 |
3.465 |
|
1.618 |
3.340 |
|
1.000 |
3.263 |
|
0.618 |
3.215 |
|
HIGH |
3.138 |
|
0.618 |
3.090 |
|
0.500 |
3.076 |
|
0.382 |
3.061 |
|
LOW |
3.013 |
|
0.618 |
2.936 |
|
1.000 |
2.888 |
|
1.618 |
2.811 |
|
2.618 |
2.686 |
|
4.250 |
2.482 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.076 |
3.135 |
| PP |
3.064 |
3.103 |
| S1 |
3.053 |
3.072 |
|