NYMEX Natural Gas Future April 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 |
3.108 |
3.065 |
-0.043 |
-1.4% |
3.213 |
High |
3.128 |
3.065 |
-0.063 |
-2.0% |
3.218 |
Low |
3.007 |
2.969 |
-0.038 |
-1.3% |
2.969 |
Close |
3.026 |
2.993 |
-0.033 |
-1.1% |
2.993 |
Range |
0.121 |
0.096 |
-0.025 |
-20.7% |
0.249 |
ATR |
0.110 |
0.109 |
-0.001 |
-0.9% |
0.000 |
Volume |
25,812 |
22,882 |
-2,930 |
-11.4% |
138,879 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.297 |
3.241 |
3.046 |
|
R3 |
3.201 |
3.145 |
3.019 |
|
R2 |
3.105 |
3.105 |
3.011 |
|
R1 |
3.049 |
3.049 |
3.002 |
3.029 |
PP |
3.009 |
3.009 |
3.009 |
2.999 |
S1 |
2.953 |
2.953 |
2.984 |
2.933 |
S2 |
2.913 |
2.913 |
2.975 |
|
S3 |
2.817 |
2.857 |
2.967 |
|
S4 |
2.721 |
2.761 |
2.940 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.807 |
3.649 |
3.130 |
|
R3 |
3.558 |
3.400 |
3.061 |
|
R2 |
3.309 |
3.309 |
3.039 |
|
R1 |
3.151 |
3.151 |
3.016 |
3.106 |
PP |
3.060 |
3.060 |
3.060 |
3.037 |
S1 |
2.902 |
2.902 |
2.970 |
2.857 |
S2 |
2.811 |
2.811 |
2.947 |
|
S3 |
2.562 |
2.653 |
2.925 |
|
S4 |
2.313 |
2.404 |
2.856 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.426 |
2.969 |
0.457 |
15.3% |
0.120 |
4.0% |
5% |
False |
True |
34,398 |
10 |
3.613 |
2.969 |
0.644 |
21.5% |
0.112 |
3.7% |
4% |
False |
True |
30,595 |
20 |
3.753 |
2.969 |
0.784 |
26.2% |
0.105 |
3.5% |
3% |
False |
True |
31,719 |
40 |
3.895 |
2.969 |
0.926 |
30.9% |
0.102 |
3.4% |
3% |
False |
True |
34,868 |
60 |
3.895 |
2.969 |
0.926 |
30.9% |
0.090 |
3.0% |
3% |
False |
True |
27,796 |
80 |
3.910 |
2.969 |
0.941 |
31.4% |
0.083 |
2.8% |
3% |
False |
True |
23,863 |
100 |
3.944 |
2.969 |
0.975 |
32.6% |
0.079 |
2.6% |
2% |
False |
True |
20,783 |
120 |
3.990 |
2.969 |
1.021 |
34.1% |
0.074 |
2.5% |
2% |
False |
True |
18,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.473 |
2.618 |
3.316 |
1.618 |
3.220 |
1.000 |
3.161 |
0.618 |
3.124 |
HIGH |
3.065 |
0.618 |
3.028 |
0.500 |
3.017 |
0.382 |
3.006 |
LOW |
2.969 |
0.618 |
2.910 |
1.000 |
2.873 |
1.618 |
2.814 |
2.618 |
2.718 |
4.250 |
2.561 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.017 |
3.062 |
PP |
3.009 |
3.039 |
S1 |
3.001 |
3.016 |
|