NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.120 |
3.079 |
-0.041 |
-1.3% |
3.212 |
| High |
3.130 |
3.086 |
-0.044 |
-1.4% |
3.215 |
| Low |
3.024 |
2.980 |
-0.044 |
-1.5% |
2.980 |
| Close |
3.044 |
3.008 |
-0.036 |
-1.2% |
3.008 |
| Range |
0.106 |
0.106 |
0.000 |
0.0% |
0.235 |
| ATR |
0.101 |
0.102 |
0.000 |
0.3% |
0.000 |
| Volume |
14,381 |
13,698 |
-683 |
-4.7% |
63,603 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.343 |
3.281 |
3.066 |
|
| R3 |
3.237 |
3.175 |
3.037 |
|
| R2 |
3.131 |
3.131 |
3.027 |
|
| R1 |
3.069 |
3.069 |
3.018 |
3.047 |
| PP |
3.025 |
3.025 |
3.025 |
3.014 |
| S1 |
2.963 |
2.963 |
2.998 |
2.941 |
| S2 |
2.919 |
2.919 |
2.989 |
|
| S3 |
2.813 |
2.857 |
2.979 |
|
| S4 |
2.707 |
2.751 |
2.950 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.773 |
3.625 |
3.137 |
|
| R3 |
3.538 |
3.390 |
3.073 |
|
| R2 |
3.303 |
3.303 |
3.051 |
|
| R1 |
3.155 |
3.155 |
3.030 |
3.112 |
| PP |
3.068 |
3.068 |
3.068 |
3.046 |
| S1 |
2.920 |
2.920 |
2.986 |
2.877 |
| S2 |
2.833 |
2.833 |
2.965 |
|
| S3 |
2.598 |
2.685 |
2.943 |
|
| S4 |
2.363 |
2.450 |
2.879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.416 |
2.980 |
0.436 |
14.5% |
0.115 |
3.8% |
6% |
False |
True |
15,635 |
| 10 |
3.600 |
2.980 |
0.620 |
20.6% |
0.104 |
3.5% |
5% |
False |
True |
13,861 |
| 20 |
3.685 |
2.980 |
0.705 |
23.4% |
0.094 |
3.1% |
4% |
False |
True |
14,031 |
| 40 |
3.853 |
2.980 |
0.873 |
29.0% |
0.091 |
3.0% |
3% |
False |
True |
13,677 |
| 60 |
3.853 |
2.980 |
0.873 |
29.0% |
0.081 |
2.7% |
3% |
False |
True |
10,769 |
| 80 |
3.883 |
2.980 |
0.903 |
30.0% |
0.075 |
2.5% |
3% |
False |
True |
9,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.537 |
|
2.618 |
3.364 |
|
1.618 |
3.258 |
|
1.000 |
3.192 |
|
0.618 |
3.152 |
|
HIGH |
3.086 |
|
0.618 |
3.046 |
|
0.500 |
3.033 |
|
0.382 |
3.020 |
|
LOW |
2.980 |
|
0.618 |
2.914 |
|
1.000 |
2.874 |
|
1.618 |
2.808 |
|
2.618 |
2.702 |
|
4.250 |
2.530 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.033 |
3.071 |
| PP |
3.025 |
3.050 |
| S1 |
3.016 |
3.029 |
|