NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.119 |
3.120 |
0.001 |
0.0% |
3.592 |
| High |
3.161 |
3.130 |
-0.031 |
-1.0% |
3.600 |
| Low |
3.075 |
3.024 |
-0.051 |
-1.7% |
3.269 |
| Close |
3.133 |
3.044 |
-0.089 |
-2.8% |
3.283 |
| Range |
0.086 |
0.106 |
0.020 |
23.3% |
0.331 |
| ATR |
0.101 |
0.101 |
0.001 |
0.6% |
0.000 |
| Volume |
18,949 |
14,381 |
-4,568 |
-24.1% |
56,694 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.384 |
3.320 |
3.102 |
|
| R3 |
3.278 |
3.214 |
3.073 |
|
| R2 |
3.172 |
3.172 |
3.063 |
|
| R1 |
3.108 |
3.108 |
3.054 |
3.087 |
| PP |
3.066 |
3.066 |
3.066 |
3.056 |
| S1 |
3.002 |
3.002 |
3.034 |
2.981 |
| S2 |
2.960 |
2.960 |
3.025 |
|
| S3 |
2.854 |
2.896 |
3.015 |
|
| S4 |
2.748 |
2.790 |
2.986 |
|
|
| 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 |
3.024 |
0.447 |
14.7% |
0.110 |
3.6% |
4% |
False |
True |
14,164 |
| 10 |
3.600 |
3.024 |
0.576 |
18.9% |
0.103 |
3.4% |
3% |
False |
True |
14,401 |
| 20 |
3.775 |
3.024 |
0.751 |
24.7% |
0.093 |
3.1% |
3% |
False |
True |
13,843 |
| 40 |
3.853 |
3.024 |
0.829 |
27.2% |
0.091 |
3.0% |
2% |
False |
True |
13,445 |
| 60 |
3.865 |
3.024 |
0.841 |
27.6% |
0.081 |
2.7% |
2% |
False |
True |
10,677 |
| 80 |
3.883 |
3.024 |
0.859 |
28.2% |
0.074 |
2.4% |
2% |
False |
True |
8,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.581 |
|
2.618 |
3.408 |
|
1.618 |
3.302 |
|
1.000 |
3.236 |
|
0.618 |
3.196 |
|
HIGH |
3.130 |
|
0.618 |
3.090 |
|
0.500 |
3.077 |
|
0.382 |
3.064 |
|
LOW |
3.024 |
|
0.618 |
2.958 |
|
1.000 |
2.918 |
|
1.618 |
2.852 |
|
2.618 |
2.746 |
|
4.250 |
2.574 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.077 |
3.120 |
| PP |
3.066 |
3.094 |
| S1 |
3.055 |
3.069 |
|