NYMEX Natural Gas Future June 2015
Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3.501 |
3.622 |
0.121 |
3.5% |
3.511 |
High |
3.558 |
3.622 |
0.064 |
1.8% |
3.558 |
Low |
3.475 |
3.493 |
0.018 |
0.5% |
3.422 |
Close |
3.553 |
3.505 |
-0.048 |
-1.4% |
3.553 |
Range |
0.083 |
0.129 |
0.046 |
55.4% |
0.136 |
ATR |
0.083 |
0.086 |
0.003 |
4.0% |
0.000 |
Volume |
3,704 |
2,893 |
-811 |
-21.9% |
16,872 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.927 |
3.845 |
3.576 |
|
R3 |
3.798 |
3.716 |
3.540 |
|
R2 |
3.669 |
3.669 |
3.529 |
|
R1 |
3.587 |
3.587 |
3.517 |
3.564 |
PP |
3.540 |
3.540 |
3.540 |
3.528 |
S1 |
3.458 |
3.458 |
3.493 |
3.435 |
S2 |
3.411 |
3.411 |
3.481 |
|
S3 |
3.282 |
3.329 |
3.470 |
|
S4 |
3.153 |
3.200 |
3.434 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.919 |
3.872 |
3.628 |
|
R3 |
3.783 |
3.736 |
3.590 |
|
R2 |
3.647 |
3.647 |
3.578 |
|
R1 |
3.600 |
3.600 |
3.565 |
3.624 |
PP |
3.511 |
3.511 |
3.511 |
3.523 |
S1 |
3.464 |
3.464 |
3.541 |
3.488 |
S2 |
3.375 |
3.375 |
3.528 |
|
S3 |
3.239 |
3.328 |
3.516 |
|
S4 |
3.103 |
3.192 |
3.478 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.622 |
3.432 |
0.190 |
5.4% |
0.088 |
2.5% |
38% |
True |
False |
3,112 |
10 |
3.642 |
3.422 |
0.220 |
6.3% |
0.087 |
2.5% |
38% |
False |
False |
3,670 |
20 |
3.777 |
3.422 |
0.355 |
10.1% |
0.082 |
2.3% |
23% |
False |
False |
3,680 |
40 |
3.872 |
3.422 |
0.450 |
12.8% |
0.074 |
2.1% |
18% |
False |
False |
3,352 |
60 |
3.900 |
3.422 |
0.478 |
13.6% |
0.068 |
1.9% |
17% |
False |
False |
2,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.170 |
2.618 |
3.960 |
1.618 |
3.831 |
1.000 |
3.751 |
0.618 |
3.702 |
HIGH |
3.622 |
0.618 |
3.573 |
0.500 |
3.558 |
0.382 |
3.542 |
LOW |
3.493 |
0.618 |
3.413 |
1.000 |
3.364 |
1.618 |
3.284 |
2.618 |
3.155 |
4.250 |
2.945 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.558 |
3.534 |
PP |
3.540 |
3.524 |
S1 |
3.523 |
3.515 |
|