NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3.212 |
3.119 |
-0.093 |
-2.9% |
3.592 |
High |
3.215 |
3.161 |
-0.054 |
-1.7% |
3.600 |
Low |
3.086 |
3.075 |
-0.011 |
-0.4% |
3.269 |
Close |
3.097 |
3.133 |
0.036 |
1.2% |
3.283 |
Range |
0.129 |
0.086 |
-0.043 |
-33.3% |
0.331 |
ATR |
0.102 |
0.101 |
-0.001 |
-1.1% |
0.000 |
Volume |
16,575 |
18,949 |
2,374 |
14.3% |
56,694 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.381 |
3.343 |
3.180 |
|
R3 |
3.295 |
3.257 |
3.157 |
|
R2 |
3.209 |
3.209 |
3.149 |
|
R1 |
3.171 |
3.171 |
3.141 |
3.190 |
PP |
3.123 |
3.123 |
3.123 |
3.133 |
S1 |
3.085 |
3.085 |
3.125 |
3.104 |
S2 |
3.037 |
3.037 |
3.117 |
|
S3 |
2.951 |
2.999 |
3.109 |
|
S4 |
2.865 |
2.913 |
3.086 |
|
|
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 |
3.471 |
3.075 |
0.396 |
12.6% |
0.099 |
3.1% |
15% |
False |
True |
13,855 |
10 |
3.600 |
3.075 |
0.525 |
16.8% |
0.101 |
3.2% |
11% |
False |
True |
14,478 |
20 |
3.775 |
3.075 |
0.700 |
22.3% |
0.092 |
2.9% |
8% |
False |
True |
13,666 |
40 |
3.853 |
3.075 |
0.778 |
24.8% |
0.090 |
2.9% |
7% |
False |
True |
13,213 |
60 |
3.867 |
3.075 |
0.792 |
25.3% |
0.080 |
2.6% |
7% |
False |
True |
10,537 |
80 |
3.883 |
3.075 |
0.808 |
25.8% |
0.074 |
2.4% |
7% |
False |
True |
8,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.527 |
2.618 |
3.386 |
1.618 |
3.300 |
1.000 |
3.247 |
0.618 |
3.214 |
HIGH |
3.161 |
0.618 |
3.128 |
0.500 |
3.118 |
0.382 |
3.108 |
LOW |
3.075 |
0.618 |
3.022 |
1.000 |
2.989 |
1.618 |
2.936 |
2.618 |
2.850 |
4.250 |
2.710 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.128 |
3.246 |
PP |
3.123 |
3.208 |
S1 |
3.118 |
3.171 |
|