NYMEX Natural Gas Future May 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 |
3.592 |
3.482 |
-0.110 |
-3.1% |
3.505 |
High |
3.600 |
3.498 |
-0.102 |
-2.8% |
3.531 |
Low |
3.460 |
3.390 |
-0.070 |
-2.0% |
3.390 |
Close |
3.474 |
3.399 |
-0.075 |
-2.2% |
3.525 |
Range |
0.140 |
0.108 |
-0.032 |
-22.9% |
0.141 |
ATR |
0.093 |
0.094 |
0.001 |
1.1% |
0.000 |
Volume |
10,845 |
12,096 |
1,251 |
11.5% |
88,042 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.753 |
3.684 |
3.458 |
|
R3 |
3.645 |
3.576 |
3.429 |
|
R2 |
3.537 |
3.537 |
3.419 |
|
R1 |
3.468 |
3.468 |
3.409 |
3.449 |
PP |
3.429 |
3.429 |
3.429 |
3.419 |
S1 |
3.360 |
3.360 |
3.389 |
3.341 |
S2 |
3.321 |
3.321 |
3.379 |
|
S3 |
3.213 |
3.252 |
3.369 |
|
S4 |
3.105 |
3.144 |
3.340 |
|
|
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 |
3.390 |
0.210 |
6.2% |
0.103 |
3.0% |
4% |
False |
True |
15,100 |
10 |
3.600 |
3.390 |
0.210 |
6.2% |
0.095 |
2.8% |
4% |
False |
True |
15,132 |
20 |
3.782 |
3.390 |
0.392 |
11.5% |
0.092 |
2.7% |
2% |
False |
True |
14,330 |
40 |
3.853 |
3.390 |
0.463 |
13.6% |
0.085 |
2.5% |
2% |
False |
True |
12,153 |
60 |
3.880 |
3.390 |
0.490 |
14.4% |
0.077 |
2.3% |
2% |
False |
True |
9,638 |
80 |
3.885 |
3.390 |
0.495 |
14.6% |
0.071 |
2.1% |
2% |
False |
True |
8,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.957 |
2.618 |
3.781 |
1.618 |
3.673 |
1.000 |
3.606 |
0.618 |
3.565 |
HIGH |
3.498 |
0.618 |
3.457 |
0.500 |
3.444 |
0.382 |
3.431 |
LOW |
3.390 |
0.618 |
3.323 |
1.000 |
3.282 |
1.618 |
3.215 |
2.618 |
3.107 |
4.250 |
2.931 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.444 |
3.495 |
PP |
3.429 |
3.463 |
S1 |
3.414 |
3.431 |
|