NYMEX Natural Gas Future June 2015
Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3.158 |
3.081 |
-0.077 |
-2.4% |
3.247 |
High |
3.170 |
3.089 |
-0.081 |
-2.6% |
3.250 |
Low |
3.067 |
3.024 |
-0.043 |
-1.4% |
3.024 |
Close |
3.093 |
3.060 |
-0.033 |
-1.1% |
3.060 |
Range |
0.103 |
0.065 |
-0.038 |
-36.9% |
0.226 |
ATR |
0.095 |
0.093 |
-0.002 |
-2.0% |
0.000 |
Volume |
3,994 |
5,141 |
1,147 |
28.7% |
22,260 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.253 |
3.221 |
3.096 |
|
R3 |
3.188 |
3.156 |
3.078 |
|
R2 |
3.123 |
3.123 |
3.072 |
|
R1 |
3.091 |
3.091 |
3.066 |
3.075 |
PP |
3.058 |
3.058 |
3.058 |
3.049 |
S1 |
3.026 |
3.026 |
3.054 |
3.010 |
S2 |
2.993 |
2.993 |
3.048 |
|
S3 |
2.928 |
2.961 |
3.042 |
|
S4 |
2.863 |
2.896 |
3.024 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.789 |
3.651 |
3.184 |
|
R3 |
3.563 |
3.425 |
3.122 |
|
R2 |
3.337 |
3.337 |
3.101 |
|
R1 |
3.199 |
3.199 |
3.081 |
3.155 |
PP |
3.111 |
3.111 |
3.111 |
3.090 |
S1 |
2.973 |
2.973 |
3.039 |
2.929 |
S2 |
2.885 |
2.885 |
3.019 |
|
S3 |
2.659 |
2.747 |
2.998 |
|
S4 |
2.433 |
2.521 |
2.936 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.428 |
3.024 |
0.404 |
13.2% |
0.100 |
3.3% |
9% |
False |
True |
5,968 |
10 |
3.622 |
3.024 |
0.598 |
19.5% |
0.093 |
3.0% |
6% |
False |
True |
4,670 |
20 |
3.721 |
3.024 |
0.697 |
22.8% |
0.087 |
2.8% |
5% |
False |
True |
4,057 |
40 |
3.872 |
3.024 |
0.848 |
27.7% |
0.082 |
2.7% |
4% |
False |
True |
4,043 |
60 |
3.872 |
3.024 |
0.848 |
27.7% |
0.073 |
2.4% |
4% |
False |
True |
3,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.365 |
2.618 |
3.259 |
1.618 |
3.194 |
1.000 |
3.154 |
0.618 |
3.129 |
HIGH |
3.089 |
0.618 |
3.064 |
0.500 |
3.057 |
0.382 |
3.049 |
LOW |
3.024 |
0.618 |
2.984 |
1.000 |
2.959 |
1.618 |
2.919 |
2.618 |
2.854 |
4.250 |
2.748 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.059 |
3.111 |
PP |
3.058 |
3.094 |
S1 |
3.057 |
3.077 |
|