NYMEX Natural Gas Future June 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 |
3.136 |
3.080 |
-0.056 |
-1.8% |
3.247 |
| High |
3.146 |
3.080 |
-0.066 |
-2.1% |
3.250 |
| Low |
3.081 |
2.952 |
-0.129 |
-4.2% |
3.024 |
| Close |
3.096 |
2.953 |
-0.143 |
-4.6% |
3.060 |
| Range |
0.065 |
0.128 |
0.063 |
96.9% |
0.226 |
| ATR |
0.094 |
0.098 |
0.004 |
3.8% |
0.000 |
| Volume |
4,846 |
3,419 |
-1,427 |
-29.4% |
22,260 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.379 |
3.294 |
3.023 |
|
| R3 |
3.251 |
3.166 |
2.988 |
|
| R2 |
3.123 |
3.123 |
2.976 |
|
| R1 |
3.038 |
3.038 |
2.965 |
3.017 |
| PP |
2.995 |
2.995 |
2.995 |
2.984 |
| S1 |
2.910 |
2.910 |
2.941 |
2.889 |
| S2 |
2.867 |
2.867 |
2.930 |
|
| S3 |
2.739 |
2.782 |
2.918 |
|
| S4 |
2.611 |
2.654 |
2.883 |
|
|
| 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 |
3.170 |
2.952 |
0.218 |
7.4% |
0.093 |
3.1% |
0% |
False |
True |
4,109 |
| 10 |
3.495 |
2.952 |
0.543 |
18.4% |
0.091 |
3.1% |
0% |
False |
True |
4,858 |
| 20 |
3.622 |
2.952 |
0.670 |
22.7% |
0.090 |
3.0% |
0% |
False |
True |
4,208 |
| 40 |
3.872 |
2.952 |
0.920 |
31.2% |
0.084 |
2.9% |
0% |
False |
True |
4,171 |
| 60 |
3.872 |
2.952 |
0.920 |
31.2% |
0.075 |
2.5% |
0% |
False |
True |
3,374 |
| 80 |
3.905 |
2.952 |
0.953 |
32.3% |
0.069 |
2.3% |
0% |
False |
True |
2,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.624 |
|
2.618 |
3.415 |
|
1.618 |
3.287 |
|
1.000 |
3.208 |
|
0.618 |
3.159 |
|
HIGH |
3.080 |
|
0.618 |
3.031 |
|
0.500 |
3.016 |
|
0.382 |
3.001 |
|
LOW |
2.952 |
|
0.618 |
2.873 |
|
1.000 |
2.824 |
|
1.618 |
2.745 |
|
2.618 |
2.617 |
|
4.250 |
2.408 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.016 |
3.061 |
| PP |
2.995 |
3.025 |
| S1 |
2.974 |
2.989 |
|