NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.418 |
3.213 |
-0.205 |
-6.0% |
3.612 |
| High |
3.426 |
3.218 |
-0.208 |
-6.1% |
3.613 |
| Low |
3.271 |
3.077 |
-0.194 |
-5.9% |
3.271 |
| Close |
3.284 |
3.089 |
-0.195 |
-5.9% |
3.284 |
| Range |
0.155 |
0.141 |
-0.014 |
-9.0% |
0.342 |
| ATR |
0.103 |
0.111 |
0.007 |
7.2% |
0.000 |
| Volume |
33,112 |
41,975 |
8,863 |
26.8% |
132,880 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.551 |
3.461 |
3.167 |
|
| R3 |
3.410 |
3.320 |
3.128 |
|
| R2 |
3.269 |
3.269 |
3.115 |
|
| R1 |
3.179 |
3.179 |
3.102 |
3.154 |
| PP |
3.128 |
3.128 |
3.128 |
3.115 |
| S1 |
3.038 |
3.038 |
3.076 |
3.013 |
| S2 |
2.987 |
2.987 |
3.063 |
|
| S3 |
2.846 |
2.897 |
3.050 |
|
| S4 |
2.705 |
2.756 |
3.011 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.415 |
4.192 |
3.472 |
|
| R3 |
4.073 |
3.850 |
3.378 |
|
| R2 |
3.731 |
3.731 |
3.347 |
|
| R1 |
3.508 |
3.508 |
3.315 |
3.449 |
| PP |
3.389 |
3.389 |
3.389 |
3.360 |
| S1 |
3.166 |
3.166 |
3.253 |
3.107 |
| S2 |
3.047 |
3.047 |
3.221 |
|
| S3 |
2.705 |
2.824 |
3.190 |
|
| S4 |
2.363 |
2.482 |
3.096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.512 |
3.077 |
0.435 |
14.1% |
0.114 |
3.7% |
3% |
False |
True |
29,189 |
| 10 |
3.613 |
3.077 |
0.536 |
17.4% |
0.107 |
3.5% |
2% |
False |
True |
32,011 |
| 20 |
3.820 |
3.077 |
0.743 |
24.1% |
0.105 |
3.4% |
2% |
False |
True |
31,590 |
| 40 |
3.895 |
3.077 |
0.818 |
26.5% |
0.101 |
3.3% |
1% |
False |
True |
33,737 |
| 60 |
3.910 |
3.077 |
0.833 |
27.0% |
0.088 |
2.9% |
1% |
False |
True |
26,937 |
| 80 |
3.910 |
3.077 |
0.833 |
27.0% |
0.082 |
2.6% |
1% |
False |
True |
23,108 |
| 100 |
3.944 |
3.077 |
0.867 |
28.1% |
0.078 |
2.5% |
1% |
False |
True |
20,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.817 |
|
2.618 |
3.587 |
|
1.618 |
3.446 |
|
1.000 |
3.359 |
|
0.618 |
3.305 |
|
HIGH |
3.218 |
|
0.618 |
3.164 |
|
0.500 |
3.148 |
|
0.382 |
3.131 |
|
LOW |
3.077 |
|
0.618 |
2.990 |
|
1.000 |
2.936 |
|
1.618 |
2.849 |
|
2.618 |
2.708 |
|
4.250 |
2.478 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.148 |
3.289 |
| PP |
3.128 |
3.222 |
| S1 |
3.109 |
3.156 |
|