NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.089 |
3.164 |
0.075 |
2.4% |
3.349 |
| High |
3.199 |
3.171 |
-0.028 |
-0.9% |
3.355 |
| Low |
3.052 |
3.082 |
0.030 |
1.0% |
3.013 |
| Close |
3.192 |
3.096 |
-0.096 |
-3.0% |
3.041 |
| Range |
0.147 |
0.089 |
-0.058 |
-39.5% |
0.342 |
| ATR |
0.169 |
0.164 |
-0.004 |
-2.5% |
0.000 |
| Volume |
19,852 |
40,261 |
20,409 |
102.8% |
191,458 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.383 |
3.329 |
3.145 |
|
| R3 |
3.294 |
3.240 |
3.120 |
|
| R2 |
3.205 |
3.205 |
3.112 |
|
| R1 |
3.151 |
3.151 |
3.104 |
3.134 |
| PP |
3.116 |
3.116 |
3.116 |
3.108 |
| S1 |
3.062 |
3.062 |
3.088 |
3.045 |
| S2 |
3.027 |
3.027 |
3.080 |
|
| S3 |
2.938 |
2.973 |
3.072 |
|
| S4 |
2.849 |
2.884 |
3.047 |
|
|
| 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 |
3.256 |
3.013 |
0.243 |
7.8% |
0.128 |
4.1% |
34% |
False |
False |
40,587 |
| 10 |
3.770 |
3.013 |
0.757 |
24.5% |
0.146 |
4.7% |
11% |
False |
False |
40,013 |
| 20 |
3.966 |
3.013 |
0.953 |
30.8% |
0.151 |
4.9% |
9% |
False |
False |
46,469 |
| 40 |
4.530 |
3.013 |
1.517 |
49.0% |
0.167 |
5.4% |
5% |
False |
False |
47,430 |
| 60 |
4.530 |
3.013 |
1.517 |
49.0% |
0.142 |
4.6% |
5% |
False |
False |
38,571 |
| 80 |
4.530 |
3.013 |
1.517 |
49.0% |
0.130 |
4.2% |
5% |
False |
False |
33,169 |
| 100 |
4.530 |
3.013 |
1.517 |
49.0% |
0.119 |
3.8% |
5% |
False |
False |
28,967 |
| 120 |
4.530 |
3.013 |
1.517 |
49.0% |
0.111 |
3.6% |
5% |
False |
False |
25,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.549 |
|
2.618 |
3.404 |
|
1.618 |
3.315 |
|
1.000 |
3.260 |
|
0.618 |
3.226 |
|
HIGH |
3.171 |
|
0.618 |
3.137 |
|
0.500 |
3.127 |
|
0.382 |
3.116 |
|
LOW |
3.082 |
|
0.618 |
3.027 |
|
1.000 |
2.993 |
|
1.618 |
2.938 |
|
2.618 |
2.849 |
|
4.250 |
2.704 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.127 |
3.106 |
| PP |
3.116 |
3.103 |
| S1 |
3.106 |
3.099 |
|