NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.995 |
2.880 |
-0.115 |
-3.8% |
3.035 |
| High |
3.076 |
2.891 |
-0.185 |
-6.0% |
3.123 |
| Low |
2.834 |
2.779 |
-0.055 |
-1.9% |
2.801 |
| Close |
2.840 |
2.875 |
0.035 |
1.2% |
2.946 |
| Range |
0.242 |
0.112 |
-0.130 |
-53.7% |
0.322 |
| ATR |
0.131 |
0.129 |
-0.001 |
-1.0% |
0.000 |
| Volume |
38,948 |
46,190 |
7,242 |
18.6% |
110,395 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.184 |
3.142 |
2.937 |
|
| R3 |
3.072 |
3.030 |
2.906 |
|
| R2 |
2.960 |
2.960 |
2.896 |
|
| R1 |
2.918 |
2.918 |
2.885 |
2.883 |
| PP |
2.848 |
2.848 |
2.848 |
2.831 |
| S1 |
2.806 |
2.806 |
2.865 |
2.771 |
| S2 |
2.736 |
2.736 |
2.854 |
|
| S3 |
2.624 |
2.694 |
2.844 |
|
| S4 |
2.512 |
2.582 |
2.813 |
|
|
| 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 |
3.102 |
2.779 |
0.323 |
11.2% |
0.167 |
5.8% |
30% |
False |
True |
36,524 |
| 10 |
3.218 |
2.779 |
0.439 |
15.3% |
0.140 |
4.9% |
22% |
False |
True |
33,441 |
| 20 |
3.613 |
2.779 |
0.834 |
29.0% |
0.123 |
4.3% |
12% |
False |
True |
32,503 |
| 40 |
3.873 |
2.779 |
1.094 |
38.1% |
0.112 |
3.9% |
9% |
False |
True |
34,858 |
| 60 |
3.895 |
2.779 |
1.116 |
38.8% |
0.099 |
3.5% |
9% |
False |
True |
29,687 |
| 80 |
3.910 |
2.779 |
1.131 |
39.3% |
0.090 |
3.1% |
8% |
False |
True |
25,246 |
| 100 |
3.944 |
2.779 |
1.165 |
40.5% |
0.085 |
2.9% |
8% |
False |
True |
22,319 |
| 120 |
3.944 |
2.779 |
1.165 |
40.5% |
0.080 |
2.8% |
8% |
False |
True |
19,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.367 |
|
2.618 |
3.184 |
|
1.618 |
3.072 |
|
1.000 |
3.003 |
|
0.618 |
2.960 |
|
HIGH |
2.891 |
|
0.618 |
2.848 |
|
0.500 |
2.835 |
|
0.382 |
2.822 |
|
LOW |
2.779 |
|
0.618 |
2.710 |
|
1.000 |
2.667 |
|
1.618 |
2.598 |
|
2.618 |
2.486 |
|
4.250 |
2.303 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.862 |
2.928 |
| PP |
2.848 |
2.910 |
| S1 |
2.835 |
2.893 |
|