NYMEX Natural Gas Future June 2015
Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3.622 |
3.507 |
-0.115 |
-3.2% |
3.511 |
High |
3.622 |
3.528 |
-0.094 |
-2.6% |
3.558 |
Low |
3.493 |
3.424 |
-0.069 |
-2.0% |
3.422 |
Close |
3.505 |
3.433 |
-0.072 |
-2.1% |
3.553 |
Range |
0.129 |
0.104 |
-0.025 |
-19.4% |
0.136 |
ATR |
0.086 |
0.088 |
0.001 |
1.5% |
0.000 |
Volume |
2,893 |
2,933 |
40 |
1.4% |
16,872 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.774 |
3.707 |
3.490 |
|
R3 |
3.670 |
3.603 |
3.462 |
|
R2 |
3.566 |
3.566 |
3.452 |
|
R1 |
3.499 |
3.499 |
3.443 |
3.481 |
PP |
3.462 |
3.462 |
3.462 |
3.452 |
S1 |
3.395 |
3.395 |
3.423 |
3.377 |
S2 |
3.358 |
3.358 |
3.414 |
|
S3 |
3.254 |
3.291 |
3.404 |
|
S4 |
3.150 |
3.187 |
3.376 |
|
|
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 |
3.424 |
0.198 |
5.8% |
0.097 |
2.8% |
5% |
False |
True |
3,058 |
10 |
3.622 |
3.422 |
0.200 |
5.8% |
0.089 |
2.6% |
6% |
False |
False |
3,559 |
20 |
3.777 |
3.422 |
0.355 |
10.3% |
0.084 |
2.4% |
3% |
False |
False |
3,709 |
40 |
3.872 |
3.422 |
0.450 |
13.1% |
0.075 |
2.2% |
2% |
False |
False |
3,400 |
60 |
3.900 |
3.422 |
0.478 |
13.9% |
0.069 |
2.0% |
2% |
False |
False |
2,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.970 |
2.618 |
3.800 |
1.618 |
3.696 |
1.000 |
3.632 |
0.618 |
3.592 |
HIGH |
3.528 |
0.618 |
3.488 |
0.500 |
3.476 |
0.382 |
3.464 |
LOW |
3.424 |
0.618 |
3.360 |
1.000 |
3.320 |
1.618 |
3.256 |
2.618 |
3.152 |
4.250 |
2.982 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.476 |
3.523 |
PP |
3.462 |
3.493 |
S1 |
3.447 |
3.463 |
|