NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3.416 |
3.212 |
-0.204 |
-6.0% |
3.592 |
High |
3.416 |
3.215 |
-0.201 |
-5.9% |
3.600 |
Low |
3.269 |
3.086 |
-0.183 |
-5.6% |
3.269 |
Close |
3.283 |
3.097 |
-0.186 |
-5.7% |
3.283 |
Range |
0.147 |
0.129 |
-0.018 |
-12.2% |
0.331 |
ATR |
0.095 |
0.102 |
0.007 |
7.7% |
0.000 |
Volume |
14,572 |
16,575 |
2,003 |
13.7% |
56,694 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.520 |
3.437 |
3.168 |
|
R3 |
3.391 |
3.308 |
3.132 |
|
R2 |
3.262 |
3.262 |
3.121 |
|
R1 |
3.179 |
3.179 |
3.109 |
3.156 |
PP |
3.133 |
3.133 |
3.133 |
3.121 |
S1 |
3.050 |
3.050 |
3.085 |
3.027 |
S2 |
3.004 |
3.004 |
3.073 |
|
S3 |
2.875 |
2.921 |
3.062 |
|
S4 |
2.746 |
2.792 |
3.026 |
|
|
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 |
3.498 |
3.086 |
0.412 |
13.3% |
0.103 |
3.3% |
3% |
False |
True |
12,484 |
10 |
3.600 |
3.086 |
0.514 |
16.6% |
0.098 |
3.2% |
2% |
False |
True |
14,375 |
20 |
3.775 |
3.086 |
0.689 |
22.2% |
0.094 |
3.0% |
2% |
False |
True |
13,443 |
40 |
3.853 |
3.086 |
0.767 |
24.8% |
0.090 |
2.9% |
1% |
False |
True |
12,910 |
60 |
3.880 |
3.086 |
0.794 |
25.6% |
0.080 |
2.6% |
1% |
False |
True |
10,267 |
80 |
3.883 |
3.086 |
0.797 |
25.7% |
0.074 |
2.4% |
1% |
False |
True |
8,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.763 |
2.618 |
3.553 |
1.618 |
3.424 |
1.000 |
3.344 |
0.618 |
3.295 |
HIGH |
3.215 |
0.618 |
3.166 |
0.500 |
3.151 |
0.382 |
3.135 |
LOW |
3.086 |
0.618 |
3.006 |
1.000 |
2.957 |
1.618 |
2.877 |
2.618 |
2.748 |
4.250 |
2.538 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.151 |
3.279 |
PP |
3.133 |
3.218 |
S1 |
3.115 |
3.158 |
|