NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.874 |
2.995 |
0.121 |
4.2% |
3.035 |
| High |
3.023 |
3.076 |
0.053 |
1.8% |
3.123 |
| Low |
2.801 |
2.834 |
0.033 |
1.2% |
2.801 |
| Close |
2.946 |
2.840 |
-0.106 |
-3.6% |
2.946 |
| Range |
0.222 |
0.242 |
0.020 |
9.0% |
0.322 |
| ATR |
0.122 |
0.131 |
0.009 |
7.0% |
0.000 |
| Volume |
45,166 |
38,948 |
-6,218 |
-13.8% |
110,395 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.643 |
3.483 |
2.973 |
|
| R3 |
3.401 |
3.241 |
2.907 |
|
| R2 |
3.159 |
3.159 |
2.884 |
|
| R1 |
2.999 |
2.999 |
2.862 |
2.958 |
| PP |
2.917 |
2.917 |
2.917 |
2.896 |
| S1 |
2.757 |
2.757 |
2.818 |
2.716 |
| S2 |
2.675 |
2.675 |
2.796 |
|
| S3 |
2.433 |
2.515 |
2.773 |
|
| S4 |
2.191 |
2.273 |
2.707 |
|
|
| 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 |
11.3% |
0.169 |
6.0% |
12% |
False |
False |
29,868 |
| 10 |
3.426 |
2.801 |
0.625 |
22.0% |
0.145 |
5.1% |
6% |
False |
False |
32,133 |
| 20 |
3.613 |
2.801 |
0.812 |
28.6% |
0.123 |
4.3% |
5% |
False |
False |
31,786 |
| 40 |
3.873 |
2.801 |
1.072 |
37.7% |
0.112 |
4.0% |
4% |
False |
False |
34,738 |
| 60 |
3.895 |
2.801 |
1.094 |
38.5% |
0.099 |
3.5% |
4% |
False |
False |
29,084 |
| 80 |
3.910 |
2.801 |
1.109 |
39.0% |
0.090 |
3.2% |
4% |
False |
False |
24,762 |
| 100 |
3.944 |
2.801 |
1.143 |
40.2% |
0.085 |
3.0% |
3% |
False |
False |
21,927 |
| 120 |
3.944 |
2.801 |
1.143 |
40.2% |
0.079 |
2.8% |
3% |
False |
False |
19,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.105 |
|
2.618 |
3.710 |
|
1.618 |
3.468 |
|
1.000 |
3.318 |
|
0.618 |
3.226 |
|
HIGH |
3.076 |
|
0.618 |
2.984 |
|
0.500 |
2.955 |
|
0.382 |
2.926 |
|
LOW |
2.834 |
|
0.618 |
2.684 |
|
1.000 |
2.592 |
|
1.618 |
2.442 |
|
2.618 |
2.200 |
|
4.250 |
1.806 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.955 |
2.939 |
| PP |
2.917 |
2.906 |
| S1 |
2.878 |
2.873 |
|