NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.862 |
2.928 |
0.066 |
2.3% |
2.995 |
| High |
2.929 |
2.950 |
0.021 |
0.7% |
3.076 |
| Low |
2.793 |
2.869 |
0.076 |
2.7% |
2.779 |
| Close |
2.896 |
2.931 |
0.035 |
1.2% |
2.931 |
| Range |
0.136 |
0.081 |
-0.055 |
-40.4% |
0.297 |
| ATR |
0.131 |
0.128 |
-0.004 |
-2.7% |
0.000 |
| Volume |
49,917 |
50,287 |
370 |
0.7% |
226,924 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.160 |
3.126 |
2.976 |
|
| R3 |
3.079 |
3.045 |
2.953 |
|
| R2 |
2.998 |
2.998 |
2.946 |
|
| R1 |
2.964 |
2.964 |
2.938 |
2.981 |
| PP |
2.917 |
2.917 |
2.917 |
2.925 |
| S1 |
2.883 |
2.883 |
2.924 |
2.900 |
| S2 |
2.836 |
2.836 |
2.916 |
|
| S3 |
2.755 |
2.802 |
2.909 |
|
| S4 |
2.674 |
2.721 |
2.886 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.820 |
3.672 |
3.094 |
|
| R3 |
3.523 |
3.375 |
3.013 |
|
| R2 |
3.226 |
3.226 |
2.985 |
|
| R1 |
3.078 |
3.078 |
2.958 |
3.004 |
| PP |
2.929 |
2.929 |
2.929 |
2.891 |
| S1 |
2.781 |
2.781 |
2.904 |
2.707 |
| S2 |
2.632 |
2.632 |
2.877 |
|
| S3 |
2.335 |
2.484 |
2.849 |
|
| S4 |
2.038 |
2.187 |
2.768 |
|
|
| 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 |
10.1% |
0.145 |
4.9% |
51% |
False |
False |
45,384 |
| 10 |
3.123 |
2.779 |
0.344 |
11.7% |
0.142 |
4.9% |
44% |
False |
False |
36,020 |
| 20 |
3.613 |
2.779 |
0.834 |
28.5% |
0.128 |
4.4% |
18% |
False |
False |
34,008 |
| 40 |
3.848 |
2.779 |
1.069 |
36.5% |
0.113 |
3.9% |
14% |
False |
False |
34,340 |
| 60 |
3.895 |
2.779 |
1.116 |
38.1% |
0.102 |
3.5% |
14% |
False |
False |
31,510 |
| 80 |
3.910 |
2.779 |
1.131 |
38.6% |
0.092 |
3.2% |
13% |
False |
False |
26,655 |
| 100 |
3.944 |
2.779 |
1.165 |
39.7% |
0.087 |
3.0% |
13% |
False |
False |
23,422 |
| 120 |
3.944 |
2.779 |
1.165 |
39.7% |
0.082 |
2.8% |
13% |
False |
False |
20,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.294 |
|
2.618 |
3.162 |
|
1.618 |
3.081 |
|
1.000 |
3.031 |
|
0.618 |
3.000 |
|
HIGH |
2.950 |
|
0.618 |
2.919 |
|
0.500 |
2.910 |
|
0.382 |
2.900 |
|
LOW |
2.869 |
|
0.618 |
2.819 |
|
1.000 |
2.788 |
|
1.618 |
2.738 |
|
2.618 |
2.657 |
|
4.250 |
2.525 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.924 |
2.911 |
| PP |
2.917 |
2.891 |
| S1 |
2.910 |
2.872 |
|