NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.399 |
3.425 |
0.026 |
0.8% |
3.505 |
| High |
3.446 |
3.471 |
0.025 |
0.7% |
3.531 |
| Low |
3.398 |
3.388 |
-0.010 |
-0.3% |
3.390 |
| Close |
3.444 |
3.414 |
-0.030 |
-0.9% |
3.525 |
| Range |
0.048 |
0.083 |
0.035 |
72.9% |
0.141 |
| ATR |
0.091 |
0.091 |
-0.001 |
-0.6% |
0.000 |
| Volume |
12,837 |
6,344 |
-6,493 |
-50.6% |
88,042 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.673 |
3.627 |
3.460 |
|
| R3 |
3.590 |
3.544 |
3.437 |
|
| R2 |
3.507 |
3.507 |
3.429 |
|
| R1 |
3.461 |
3.461 |
3.422 |
3.443 |
| PP |
3.424 |
3.424 |
3.424 |
3.415 |
| S1 |
3.378 |
3.378 |
3.406 |
3.360 |
| S2 |
3.341 |
3.341 |
3.399 |
|
| S3 |
3.258 |
3.295 |
3.391 |
|
| S4 |
3.175 |
3.212 |
3.368 |
|
|
| 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 |
3.388 |
0.212 |
6.2% |
0.094 |
2.7% |
12% |
False |
True |
12,087 |
| 10 |
3.600 |
3.388 |
0.212 |
6.2% |
0.092 |
2.7% |
12% |
False |
True |
14,809 |
| 20 |
3.780 |
3.388 |
0.392 |
11.5% |
0.089 |
2.6% |
7% |
False |
True |
14,126 |
| 40 |
3.853 |
3.388 |
0.465 |
13.6% |
0.087 |
2.5% |
6% |
False |
True |
12,387 |
| 60 |
3.880 |
3.388 |
0.492 |
14.4% |
0.077 |
2.3% |
5% |
False |
True |
9,868 |
| 80 |
3.885 |
3.388 |
0.497 |
14.6% |
0.071 |
2.1% |
5% |
False |
True |
8,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.824 |
|
2.618 |
3.688 |
|
1.618 |
3.605 |
|
1.000 |
3.554 |
|
0.618 |
3.522 |
|
HIGH |
3.471 |
|
0.618 |
3.439 |
|
0.500 |
3.430 |
|
0.382 |
3.420 |
|
LOW |
3.388 |
|
0.618 |
3.337 |
|
1.000 |
3.305 |
|
1.618 |
3.254 |
|
2.618 |
3.171 |
|
4.250 |
3.035 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.430 |
3.443 |
| PP |
3.424 |
3.433 |
| S1 |
3.419 |
3.424 |
|