NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3.079 |
3.038 |
-0.041 |
-1.3% |
3.212 |
High |
3.086 |
3.128 |
0.042 |
1.4% |
3.215 |
Low |
2.980 |
3.014 |
0.034 |
1.1% |
2.980 |
Close |
3.008 |
3.124 |
0.116 |
3.9% |
3.008 |
Range |
0.106 |
0.114 |
0.008 |
7.5% |
0.235 |
ATR |
0.102 |
0.103 |
0.001 |
1.3% |
0.000 |
Volume |
13,698 |
8,151 |
-5,547 |
-40.5% |
63,603 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.431 |
3.391 |
3.187 |
|
R3 |
3.317 |
3.277 |
3.155 |
|
R2 |
3.203 |
3.203 |
3.145 |
|
R1 |
3.163 |
3.163 |
3.134 |
3.183 |
PP |
3.089 |
3.089 |
3.089 |
3.099 |
S1 |
3.049 |
3.049 |
3.114 |
3.069 |
S2 |
2.975 |
2.975 |
3.103 |
|
S3 |
2.861 |
2.935 |
3.093 |
|
S4 |
2.747 |
2.821 |
3.061 |
|
|
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 |
3.215 |
2.980 |
0.235 |
7.5% |
0.108 |
3.5% |
61% |
False |
False |
14,350 |
10 |
3.600 |
2.980 |
0.620 |
19.8% |
0.107 |
3.4% |
23% |
False |
False |
12,844 |
20 |
3.632 |
2.980 |
0.652 |
20.9% |
0.096 |
3.1% |
22% |
False |
False |
14,006 |
40 |
3.853 |
2.980 |
0.873 |
27.9% |
0.092 |
3.0% |
16% |
False |
False |
13,716 |
60 |
3.853 |
2.980 |
0.873 |
27.9% |
0.082 |
2.6% |
16% |
False |
False |
10,789 |
80 |
3.883 |
2.980 |
0.903 |
28.9% |
0.076 |
2.4% |
16% |
False |
False |
9,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.613 |
2.618 |
3.426 |
1.618 |
3.312 |
1.000 |
3.242 |
0.618 |
3.198 |
HIGH |
3.128 |
0.618 |
3.084 |
0.500 |
3.071 |
0.382 |
3.058 |
LOW |
3.014 |
0.618 |
2.944 |
1.000 |
2.900 |
1.618 |
2.830 |
2.618 |
2.716 |
4.250 |
2.530 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.106 |
3.101 |
PP |
3.089 |
3.078 |
S1 |
3.071 |
3.055 |
|