NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.482 |
3.399 |
-0.083 |
-2.4% |
3.505 |
| High |
3.498 |
3.446 |
-0.052 |
-1.5% |
3.531 |
| Low |
3.390 |
3.398 |
0.008 |
0.2% |
3.390 |
| Close |
3.399 |
3.444 |
0.045 |
1.3% |
3.525 |
| Range |
0.108 |
0.048 |
-0.060 |
-55.6% |
0.141 |
| ATR |
0.094 |
0.091 |
-0.003 |
-3.5% |
0.000 |
| Volume |
12,096 |
12,837 |
741 |
6.1% |
88,042 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.573 |
3.557 |
3.470 |
|
| R3 |
3.525 |
3.509 |
3.457 |
|
| R2 |
3.477 |
3.477 |
3.453 |
|
| R1 |
3.461 |
3.461 |
3.448 |
3.469 |
| PP |
3.429 |
3.429 |
3.429 |
3.434 |
| S1 |
3.413 |
3.413 |
3.440 |
3.421 |
| S2 |
3.381 |
3.381 |
3.435 |
|
| S3 |
3.333 |
3.365 |
3.431 |
|
| S4 |
3.285 |
3.317 |
3.418 |
|
|
| 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 |
6.1% |
0.096 |
2.8% |
26% |
False |
False |
14,638 |
| 10 |
3.600 |
3.390 |
0.210 |
6.1% |
0.093 |
2.7% |
26% |
False |
False |
15,374 |
| 20 |
3.780 |
3.390 |
0.390 |
11.3% |
0.089 |
2.6% |
14% |
False |
False |
14,258 |
| 40 |
3.853 |
3.390 |
0.463 |
13.4% |
0.085 |
2.5% |
12% |
False |
False |
12,369 |
| 60 |
3.880 |
3.390 |
0.490 |
14.2% |
0.076 |
2.2% |
11% |
False |
False |
9,815 |
| 80 |
3.885 |
3.390 |
0.495 |
14.4% |
0.071 |
2.1% |
11% |
False |
False |
8,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.650 |
|
2.618 |
3.572 |
|
1.618 |
3.524 |
|
1.000 |
3.494 |
|
0.618 |
3.476 |
|
HIGH |
3.446 |
|
0.618 |
3.428 |
|
0.500 |
3.422 |
|
0.382 |
3.416 |
|
LOW |
3.398 |
|
0.618 |
3.368 |
|
1.000 |
3.350 |
|
1.618 |
3.320 |
|
2.618 |
3.272 |
|
4.250 |
3.194 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.437 |
3.495 |
| PP |
3.429 |
3.478 |
| S1 |
3.422 |
3.461 |
|