NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.459 |
3.592 |
0.133 |
3.8% |
3.505 |
| High |
3.531 |
3.600 |
0.069 |
2.0% |
3.531 |
| Low |
3.442 |
3.460 |
0.018 |
0.5% |
3.390 |
| Close |
3.525 |
3.474 |
-0.051 |
-1.4% |
3.525 |
| Range |
0.089 |
0.140 |
0.051 |
57.3% |
0.141 |
| ATR |
0.090 |
0.093 |
0.004 |
4.0% |
0.000 |
| Volume |
18,316 |
10,845 |
-7,471 |
-40.8% |
88,042 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.931 |
3.843 |
3.551 |
|
| R3 |
3.791 |
3.703 |
3.513 |
|
| R2 |
3.651 |
3.651 |
3.500 |
|
| R1 |
3.563 |
3.563 |
3.487 |
3.537 |
| PP |
3.511 |
3.511 |
3.511 |
3.499 |
| S1 |
3.423 |
3.423 |
3.461 |
3.397 |
| S2 |
3.371 |
3.371 |
3.448 |
|
| S3 |
3.231 |
3.283 |
3.436 |
|
| S4 |
3.091 |
3.143 |
3.397 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.905 |
3.856 |
3.603 |
|
| R3 |
3.764 |
3.715 |
3.564 |
|
| R2 |
3.623 |
3.623 |
3.551 |
|
| R1 |
3.574 |
3.574 |
3.538 |
3.599 |
| PP |
3.482 |
3.482 |
3.482 |
3.494 |
| S1 |
3.433 |
3.433 |
3.512 |
3.458 |
| S2 |
3.341 |
3.341 |
3.499 |
|
| S3 |
3.200 |
3.292 |
3.486 |
|
| S4 |
3.059 |
3.151 |
3.447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.600 |
3.402 |
0.198 |
5.7% |
0.094 |
2.7% |
36% |
True |
False |
16,266 |
| 10 |
3.616 |
3.390 |
0.226 |
6.5% |
0.092 |
2.7% |
37% |
False |
False |
15,171 |
| 20 |
3.782 |
3.390 |
0.392 |
11.3% |
0.091 |
2.6% |
21% |
False |
False |
14,129 |
| 40 |
3.853 |
3.390 |
0.463 |
13.3% |
0.084 |
2.4% |
18% |
False |
False |
11,935 |
| 60 |
3.880 |
3.390 |
0.490 |
14.1% |
0.076 |
2.2% |
17% |
False |
False |
9,498 |
| 80 |
3.885 |
3.390 |
0.495 |
14.2% |
0.070 |
2.0% |
17% |
False |
False |
8,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.195 |
|
2.618 |
3.967 |
|
1.618 |
3.827 |
|
1.000 |
3.740 |
|
0.618 |
3.687 |
|
HIGH |
3.600 |
|
0.618 |
3.547 |
|
0.500 |
3.530 |
|
0.382 |
3.513 |
|
LOW |
3.460 |
|
0.618 |
3.373 |
|
1.000 |
3.320 |
|
1.618 |
3.233 |
|
2.618 |
3.093 |
|
4.250 |
2.865 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.530 |
3.507 |
| PP |
3.511 |
3.496 |
| S1 |
3.493 |
3.485 |
|