NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 30-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3.038 |
3.105 |
0.067 |
2.2% |
3.212 |
High |
3.128 |
3.105 |
-0.023 |
-0.7% |
3.215 |
Low |
3.014 |
3.038 |
0.024 |
0.8% |
2.980 |
Close |
3.124 |
3.051 |
-0.073 |
-2.3% |
3.008 |
Range |
0.114 |
0.067 |
-0.047 |
-41.2% |
0.235 |
ATR |
0.103 |
0.102 |
-0.001 |
-1.2% |
0.000 |
Volume |
8,151 |
12,633 |
4,482 |
55.0% |
63,603 |
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.266 |
3.225 |
3.088 |
|
R3 |
3.199 |
3.158 |
3.069 |
|
R2 |
3.132 |
3.132 |
3.063 |
|
R1 |
3.091 |
3.091 |
3.057 |
3.078 |
PP |
3.065 |
3.065 |
3.065 |
3.058 |
S1 |
3.024 |
3.024 |
3.045 |
3.011 |
S2 |
2.998 |
2.998 |
3.039 |
|
S3 |
2.931 |
2.957 |
3.033 |
|
S4 |
2.864 |
2.890 |
3.014 |
|
|
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 |
3.161 |
2.980 |
0.181 |
5.9% |
0.096 |
3.1% |
39% |
False |
False |
13,562 |
10 |
3.498 |
2.980 |
0.518 |
17.0% |
0.099 |
3.3% |
14% |
False |
False |
13,023 |
20 |
3.616 |
2.980 |
0.636 |
20.8% |
0.096 |
3.1% |
11% |
False |
False |
14,097 |
40 |
3.853 |
2.980 |
0.873 |
28.6% |
0.092 |
3.0% |
8% |
False |
False |
13,949 |
60 |
3.853 |
2.980 |
0.873 |
28.6% |
0.083 |
2.7% |
8% |
False |
False |
10,869 |
80 |
3.883 |
2.980 |
0.903 |
29.6% |
0.076 |
2.5% |
8% |
False |
False |
9,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.390 |
2.618 |
3.280 |
1.618 |
3.213 |
1.000 |
3.172 |
0.618 |
3.146 |
HIGH |
3.105 |
0.618 |
3.079 |
0.500 |
3.072 |
0.382 |
3.064 |
LOW |
3.038 |
0.618 |
2.997 |
1.000 |
2.971 |
1.618 |
2.930 |
2.618 |
2.863 |
4.250 |
2.753 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.072 |
3.054 |
PP |
3.065 |
3.053 |
S1 |
3.058 |
3.052 |
|