NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.880 |
2.881 |
0.001 |
0.0% |
3.035 |
| High |
2.891 |
2.949 |
0.058 |
2.0% |
3.123 |
| Low |
2.779 |
2.796 |
0.017 |
0.6% |
2.801 |
| Close |
2.875 |
2.835 |
-0.040 |
-1.4% |
2.946 |
| Range |
0.112 |
0.153 |
0.041 |
36.6% |
0.322 |
| ATR |
0.129 |
0.131 |
0.002 |
1.3% |
0.000 |
| Volume |
46,190 |
41,582 |
-4,608 |
-10.0% |
110,395 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.319 |
3.230 |
2.919 |
|
| R3 |
3.166 |
3.077 |
2.877 |
|
| R2 |
3.013 |
3.013 |
2.863 |
|
| R1 |
2.924 |
2.924 |
2.849 |
2.892 |
| PP |
2.860 |
2.860 |
2.860 |
2.844 |
| S1 |
2.771 |
2.771 |
2.821 |
2.739 |
| S2 |
2.707 |
2.707 |
2.807 |
|
| S3 |
2.554 |
2.618 |
2.793 |
|
| S4 |
2.401 |
2.465 |
2.751 |
|
|
| 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 |
3.076 |
2.779 |
0.297 |
10.5% |
0.183 |
6.4% |
19% |
False |
False |
39,199 |
| 10 |
3.155 |
2.779 |
0.376 |
13.3% |
0.142 |
5.0% |
15% |
False |
False |
33,401 |
| 20 |
3.613 |
2.779 |
0.834 |
29.4% |
0.124 |
4.4% |
7% |
False |
False |
32,706 |
| 40 |
3.873 |
2.779 |
1.094 |
38.6% |
0.113 |
4.0% |
5% |
False |
False |
34,384 |
| 60 |
3.895 |
2.779 |
1.116 |
39.4% |
0.101 |
3.6% |
5% |
False |
False |
30,110 |
| 80 |
3.910 |
2.779 |
1.131 |
39.9% |
0.092 |
3.2% |
5% |
False |
False |
25,621 |
| 100 |
3.944 |
2.779 |
1.165 |
41.1% |
0.086 |
3.0% |
5% |
False |
False |
22,610 |
| 120 |
3.944 |
2.779 |
1.165 |
41.1% |
0.081 |
2.8% |
5% |
False |
False |
19,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.599 |
|
2.618 |
3.350 |
|
1.618 |
3.197 |
|
1.000 |
3.102 |
|
0.618 |
3.044 |
|
HIGH |
2.949 |
|
0.618 |
2.891 |
|
0.500 |
2.873 |
|
0.382 |
2.854 |
|
LOW |
2.796 |
|
0.618 |
2.701 |
|
1.000 |
2.643 |
|
1.618 |
2.548 |
|
2.618 |
2.395 |
|
4.250 |
2.146 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.873 |
2.928 |
| PP |
2.860 |
2.897 |
| S1 |
2.848 |
2.866 |
|