NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.425 |
3.416 |
-0.009 |
-0.3% |
3.592 |
| High |
3.471 |
3.416 |
-0.055 |
-1.6% |
3.600 |
| Low |
3.388 |
3.269 |
-0.119 |
-3.5% |
3.269 |
| Close |
3.414 |
3.283 |
-0.131 |
-3.8% |
3.283 |
| Range |
0.083 |
0.147 |
0.064 |
77.1% |
0.331 |
| ATR |
0.091 |
0.095 |
0.004 |
4.5% |
0.000 |
| Volume |
6,344 |
14,572 |
8,228 |
129.7% |
56,694 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.764 |
3.670 |
3.364 |
|
| R3 |
3.617 |
3.523 |
3.323 |
|
| R2 |
3.470 |
3.470 |
3.310 |
|
| R1 |
3.376 |
3.376 |
3.296 |
3.350 |
| PP |
3.323 |
3.323 |
3.323 |
3.309 |
| S1 |
3.229 |
3.229 |
3.270 |
3.203 |
| S2 |
3.176 |
3.176 |
3.256 |
|
| S3 |
3.029 |
3.082 |
3.243 |
|
| S4 |
2.882 |
2.935 |
3.202 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.377 |
4.161 |
3.465 |
|
| R3 |
4.046 |
3.830 |
3.374 |
|
| R2 |
3.715 |
3.715 |
3.344 |
|
| R1 |
3.499 |
3.499 |
3.313 |
3.442 |
| PP |
3.384 |
3.384 |
3.384 |
3.355 |
| S1 |
3.168 |
3.168 |
3.253 |
3.111 |
| S2 |
3.053 |
3.053 |
3.222 |
|
| S3 |
2.722 |
2.837 |
3.192 |
|
| S4 |
2.391 |
2.506 |
3.101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.600 |
3.269 |
0.331 |
10.1% |
0.105 |
3.2% |
4% |
False |
True |
11,338 |
| 10 |
3.600 |
3.269 |
0.331 |
10.1% |
0.097 |
3.0% |
4% |
False |
True |
14,473 |
| 20 |
3.775 |
3.269 |
0.506 |
15.4% |
0.091 |
2.8% |
3% |
False |
True |
13,777 |
| 40 |
3.853 |
3.269 |
0.584 |
17.8% |
0.089 |
2.7% |
2% |
False |
True |
12,638 |
| 60 |
3.880 |
3.269 |
0.611 |
18.6% |
0.078 |
2.4% |
2% |
False |
True |
10,053 |
| 80 |
3.885 |
3.269 |
0.616 |
18.8% |
0.073 |
2.2% |
2% |
False |
True |
8,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.041 |
|
2.618 |
3.801 |
|
1.618 |
3.654 |
|
1.000 |
3.563 |
|
0.618 |
3.507 |
|
HIGH |
3.416 |
|
0.618 |
3.360 |
|
0.500 |
3.343 |
|
0.382 |
3.325 |
|
LOW |
3.269 |
|
0.618 |
3.178 |
|
1.000 |
3.122 |
|
1.618 |
3.031 |
|
2.618 |
2.884 |
|
4.250 |
2.644 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.343 |
3.370 |
| PP |
3.323 |
3.341 |
| S1 |
3.303 |
3.312 |
|