NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.056 |
2.874 |
-0.182 |
-6.0% |
3.035 |
| High |
3.063 |
3.023 |
-0.040 |
-1.3% |
3.123 |
| Low |
2.878 |
2.801 |
-0.077 |
-2.7% |
2.801 |
| Close |
2.881 |
2.946 |
0.065 |
2.3% |
2.946 |
| Range |
0.185 |
0.222 |
0.037 |
20.0% |
0.322 |
| ATR |
0.114 |
0.122 |
0.008 |
6.7% |
0.000 |
| Volume |
24,113 |
45,166 |
21,053 |
87.3% |
110,395 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.589 |
3.490 |
3.068 |
|
| R3 |
3.367 |
3.268 |
3.007 |
|
| R2 |
3.145 |
3.145 |
2.987 |
|
| R1 |
3.046 |
3.046 |
2.966 |
3.096 |
| PP |
2.923 |
2.923 |
2.923 |
2.948 |
| S1 |
2.824 |
2.824 |
2.926 |
2.874 |
| S2 |
2.701 |
2.701 |
2.905 |
|
| S3 |
2.479 |
2.602 |
2.885 |
|
| S4 |
2.257 |
2.380 |
2.824 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.923 |
3.756 |
3.123 |
|
| R3 |
3.601 |
3.434 |
3.035 |
|
| R2 |
3.279 |
3.279 |
3.005 |
|
| R1 |
3.112 |
3.112 |
2.976 |
3.035 |
| PP |
2.957 |
2.957 |
2.957 |
2.918 |
| S1 |
2.790 |
2.790 |
2.916 |
2.713 |
| S2 |
2.635 |
2.635 |
2.887 |
|
| S3 |
2.313 |
2.468 |
2.857 |
|
| S4 |
1.991 |
2.146 |
2.769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.123 |
2.801 |
0.322 |
10.9% |
0.140 |
4.8% |
45% |
False |
True |
26,655 |
| 10 |
3.500 |
2.801 |
0.699 |
23.7% |
0.131 |
4.5% |
21% |
False |
True |
30,212 |
| 20 |
3.613 |
2.801 |
0.812 |
27.6% |
0.116 |
3.9% |
18% |
False |
True |
31,253 |
| 40 |
3.895 |
2.801 |
1.094 |
37.1% |
0.109 |
3.7% |
13% |
False |
True |
34,749 |
| 60 |
3.895 |
2.801 |
1.094 |
37.1% |
0.095 |
3.2% |
13% |
False |
True |
28,666 |
| 80 |
3.910 |
2.801 |
1.109 |
37.6% |
0.087 |
3.0% |
13% |
False |
True |
24,580 |
| 100 |
3.944 |
2.801 |
1.143 |
38.8% |
0.082 |
2.8% |
13% |
False |
True |
21,574 |
| 120 |
3.965 |
2.801 |
1.164 |
39.5% |
0.078 |
2.6% |
12% |
False |
True |
19,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.967 |
|
2.618 |
3.604 |
|
1.618 |
3.382 |
|
1.000 |
3.245 |
|
0.618 |
3.160 |
|
HIGH |
3.023 |
|
0.618 |
2.938 |
|
0.500 |
2.912 |
|
0.382 |
2.886 |
|
LOW |
2.801 |
|
0.618 |
2.664 |
|
1.000 |
2.579 |
|
1.618 |
2.442 |
|
2.618 |
2.220 |
|
4.250 |
1.858 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.935 |
2.952 |
| PP |
2.923 |
2.950 |
| S1 |
2.912 |
2.948 |
|