NYMEX Natural Gas Future June 2015
Trading Metrics calculated at close of trading on 29-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
3.081 |
3.080 |
-0.001 |
0.0% |
3.247 |
High |
3.089 |
3.170 |
0.081 |
2.6% |
3.250 |
Low |
3.024 |
3.068 |
0.044 |
1.5% |
3.024 |
Close |
3.060 |
3.168 |
0.108 |
3.5% |
3.060 |
Range |
0.065 |
0.102 |
0.037 |
56.9% |
0.226 |
ATR |
0.093 |
0.095 |
0.001 |
1.3% |
0.000 |
Volume |
5,141 |
3,145 |
-1,996 |
-38.8% |
22,260 |
|
Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.441 |
3.407 |
3.224 |
|
R3 |
3.339 |
3.305 |
3.196 |
|
R2 |
3.237 |
3.237 |
3.187 |
|
R1 |
3.203 |
3.203 |
3.177 |
3.220 |
PP |
3.135 |
3.135 |
3.135 |
3.144 |
S1 |
3.101 |
3.101 |
3.159 |
3.118 |
S2 |
3.033 |
3.033 |
3.149 |
|
S3 |
2.931 |
2.999 |
3.140 |
|
S4 |
2.829 |
2.897 |
3.112 |
|
|
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 |
3.250 |
3.024 |
0.226 |
7.1% |
0.095 |
3.0% |
64% |
False |
False |
5,081 |
10 |
3.622 |
3.024 |
0.598 |
18.9% |
0.095 |
3.0% |
24% |
False |
False |
4,614 |
20 |
3.652 |
3.024 |
0.628 |
19.8% |
0.087 |
2.8% |
23% |
False |
False |
4,122 |
40 |
3.872 |
3.024 |
0.848 |
26.8% |
0.082 |
2.6% |
17% |
False |
False |
4,062 |
60 |
3.872 |
3.024 |
0.848 |
26.8% |
0.073 |
2.3% |
17% |
False |
False |
3,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.604 |
2.618 |
3.437 |
1.618 |
3.335 |
1.000 |
3.272 |
0.618 |
3.233 |
HIGH |
3.170 |
0.618 |
3.131 |
0.500 |
3.119 |
0.382 |
3.107 |
LOW |
3.068 |
0.618 |
3.005 |
1.000 |
2.966 |
1.618 |
2.903 |
2.618 |
2.801 |
4.250 |
2.635 |
|
|
Fisher Pivots for day following 29-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
3.152 |
3.144 |
PP |
3.135 |
3.121 |
S1 |
3.119 |
3.097 |
|