NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3.105 |
3.052 |
-0.053 |
-1.7% |
3.212 |
| High |
3.105 |
3.053 |
-0.052 |
-1.7% |
3.215 |
| Low |
3.038 |
2.902 |
-0.136 |
-4.5% |
2.980 |
| Close |
3.051 |
2.904 |
-0.147 |
-4.8% |
3.008 |
| Range |
0.067 |
0.151 |
0.084 |
125.4% |
0.235 |
| ATR |
0.102 |
0.105 |
0.004 |
3.5% |
0.000 |
| Volume |
12,633 |
8,723 |
-3,910 |
-31.0% |
63,603 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.406 |
3.306 |
2.987 |
|
| R3 |
3.255 |
3.155 |
2.946 |
|
| R2 |
3.104 |
3.104 |
2.932 |
|
| R1 |
3.004 |
3.004 |
2.918 |
2.979 |
| PP |
2.953 |
2.953 |
2.953 |
2.940 |
| S1 |
2.853 |
2.853 |
2.890 |
2.828 |
| S2 |
2.802 |
2.802 |
2.876 |
|
| S3 |
2.651 |
2.702 |
2.862 |
|
| S4 |
2.500 |
2.551 |
2.821 |
|
|
| 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 |
3.130 |
2.902 |
0.228 |
7.9% |
0.109 |
3.7% |
1% |
False |
True |
11,517 |
| 10 |
3.471 |
2.902 |
0.569 |
19.6% |
0.104 |
3.6% |
0% |
False |
True |
12,686 |
| 20 |
3.600 |
2.902 |
0.698 |
24.0% |
0.099 |
3.4% |
0% |
False |
True |
13,909 |
| 40 |
3.853 |
2.902 |
0.951 |
32.7% |
0.095 |
3.3% |
0% |
False |
True |
14,015 |
| 60 |
3.853 |
2.902 |
0.951 |
32.7% |
0.084 |
2.9% |
0% |
False |
True |
10,890 |
| 80 |
3.883 |
2.902 |
0.981 |
33.8% |
0.077 |
2.7% |
0% |
False |
True |
9,332 |
| 100 |
3.885 |
2.902 |
0.983 |
33.8% |
0.072 |
2.5% |
0% |
False |
True |
8,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.695 |
|
2.618 |
3.448 |
|
1.618 |
3.297 |
|
1.000 |
3.204 |
|
0.618 |
3.146 |
|
HIGH |
3.053 |
|
0.618 |
2.995 |
|
0.500 |
2.978 |
|
0.382 |
2.960 |
|
LOW |
2.902 |
|
0.618 |
2.809 |
|
1.000 |
2.751 |
|
1.618 |
2.658 |
|
2.618 |
2.507 |
|
4.250 |
2.260 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2.978 |
3.015 |
| PP |
2.953 |
2.978 |
| S1 |
2.929 |
2.941 |
|