NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.612 |
3.511 |
-0.101 |
-2.8% |
3.528 |
| High |
3.613 |
3.512 |
-0.101 |
-2.8% |
3.540 |
| Low |
3.466 |
3.396 |
-0.070 |
-2.0% |
3.393 |
| Close |
3.479 |
3.405 |
-0.074 |
-2.1% |
3.530 |
| Range |
0.147 |
0.116 |
-0.031 |
-21.1% |
0.147 |
| ATR |
0.101 |
0.102 |
0.001 |
1.0% |
0.000 |
| Volume |
28,908 |
26,786 |
-2,122 |
-7.3% |
182,779 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.786 |
3.711 |
3.469 |
|
| R3 |
3.670 |
3.595 |
3.437 |
|
| R2 |
3.554 |
3.554 |
3.426 |
|
| R1 |
3.479 |
3.479 |
3.416 |
3.459 |
| PP |
3.438 |
3.438 |
3.438 |
3.427 |
| S1 |
3.363 |
3.363 |
3.394 |
3.343 |
| S2 |
3.322 |
3.322 |
3.384 |
|
| S3 |
3.206 |
3.247 |
3.373 |
|
| S4 |
3.090 |
3.131 |
3.341 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.929 |
3.876 |
3.611 |
|
| R3 |
3.782 |
3.729 |
3.570 |
|
| R2 |
3.635 |
3.635 |
3.557 |
|
| R1 |
3.582 |
3.582 |
3.543 |
3.609 |
| PP |
3.488 |
3.488 |
3.488 |
3.501 |
| S1 |
3.435 |
3.435 |
3.517 |
3.462 |
| S2 |
3.341 |
3.341 |
3.503 |
|
| S3 |
3.194 |
3.288 |
3.490 |
|
| S4 |
3.047 |
3.141 |
3.449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.613 |
3.396 |
0.217 |
6.4% |
0.109 |
3.2% |
4% |
False |
True |
31,615 |
| 10 |
3.613 |
3.393 |
0.220 |
6.5% |
0.104 |
3.0% |
5% |
False |
False |
32,855 |
| 20 |
3.848 |
3.393 |
0.455 |
13.4% |
0.104 |
3.1% |
3% |
False |
False |
34,900 |
| 40 |
3.895 |
3.393 |
0.502 |
14.7% |
0.095 |
2.8% |
2% |
False |
False |
32,141 |
| 60 |
3.910 |
3.393 |
0.517 |
15.2% |
0.085 |
2.5% |
2% |
False |
False |
25,585 |
| 80 |
3.944 |
3.393 |
0.551 |
16.2% |
0.079 |
2.3% |
2% |
False |
False |
22,067 |
| 100 |
3.944 |
3.393 |
0.551 |
16.2% |
0.076 |
2.2% |
2% |
False |
False |
19,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.005 |
|
2.618 |
3.816 |
|
1.618 |
3.700 |
|
1.000 |
3.628 |
|
0.618 |
3.584 |
|
HIGH |
3.512 |
|
0.618 |
3.468 |
|
0.500 |
3.454 |
|
0.382 |
3.440 |
|
LOW |
3.396 |
|
0.618 |
3.324 |
|
1.000 |
3.280 |
|
1.618 |
3.208 |
|
2.618 |
3.092 |
|
4.250 |
2.903 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.454 |
3.505 |
| PP |
3.438 |
3.471 |
| S1 |
3.421 |
3.438 |
|