NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.119 |
3.108 |
-0.011 |
-0.4% |
3.612 |
| High |
3.155 |
3.128 |
-0.027 |
-0.9% |
3.613 |
| Low |
3.067 |
3.007 |
-0.060 |
-2.0% |
3.271 |
| Close |
3.120 |
3.026 |
-0.094 |
-3.0% |
3.284 |
| Range |
0.088 |
0.121 |
0.033 |
37.5% |
0.342 |
| ATR |
0.109 |
0.110 |
0.001 |
0.8% |
0.000 |
| Volume |
48,210 |
25,812 |
-22,398 |
-46.5% |
132,880 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.417 |
3.342 |
3.093 |
|
| R3 |
3.296 |
3.221 |
3.059 |
|
| R2 |
3.175 |
3.175 |
3.048 |
|
| R1 |
3.100 |
3.100 |
3.037 |
3.077 |
| PP |
3.054 |
3.054 |
3.054 |
3.042 |
| S1 |
2.979 |
2.979 |
3.015 |
2.956 |
| S2 |
2.933 |
2.933 |
3.004 |
|
| S3 |
2.812 |
2.858 |
2.993 |
|
| S4 |
2.691 |
2.737 |
2.959 |
|
|
| 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 |
3.500 |
3.007 |
0.493 |
16.3% |
0.122 |
4.0% |
4% |
False |
True |
33,769 |
| 10 |
3.613 |
3.007 |
0.606 |
20.0% |
0.113 |
3.7% |
3% |
False |
True |
31,995 |
| 20 |
3.820 |
3.007 |
0.813 |
26.9% |
0.104 |
3.4% |
2% |
False |
True |
32,055 |
| 40 |
3.895 |
3.007 |
0.888 |
29.3% |
0.102 |
3.4% |
2% |
False |
True |
34,875 |
| 60 |
3.901 |
3.007 |
0.894 |
29.5% |
0.090 |
3.0% |
2% |
False |
True |
27,695 |
| 80 |
3.910 |
3.007 |
0.903 |
29.8% |
0.083 |
2.7% |
2% |
False |
True |
23,761 |
| 100 |
3.944 |
3.007 |
0.937 |
31.0% |
0.079 |
2.6% |
2% |
False |
True |
20,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.642 |
|
2.618 |
3.445 |
|
1.618 |
3.324 |
|
1.000 |
3.249 |
|
0.618 |
3.203 |
|
HIGH |
3.128 |
|
0.618 |
3.082 |
|
0.500 |
3.068 |
|
0.382 |
3.053 |
|
LOW |
3.007 |
|
0.618 |
2.932 |
|
1.000 |
2.886 |
|
1.618 |
2.811 |
|
2.618 |
2.690 |
|
4.250 |
2.493 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.068 |
3.113 |
| PP |
3.054 |
3.084 |
| S1 |
3.040 |
3.055 |
|