NYMEX Natural Gas Future May 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 |
3.052 |
2.900 |
-0.152 |
-5.0% |
3.038 |
| High |
3.053 |
3.035 |
-0.018 |
-0.6% |
3.128 |
| Low |
2.902 |
2.804 |
-0.098 |
-3.4% |
2.804 |
| Close |
2.904 |
2.967 |
0.063 |
2.2% |
2.967 |
| Range |
0.151 |
0.231 |
0.080 |
53.0% |
0.324 |
| ATR |
0.105 |
0.114 |
0.009 |
8.5% |
0.000 |
| Volume |
8,723 |
16,685 |
7,962 |
91.3% |
46,192 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.628 |
3.529 |
3.094 |
|
| R3 |
3.397 |
3.298 |
3.031 |
|
| R2 |
3.166 |
3.166 |
3.009 |
|
| R1 |
3.067 |
3.067 |
2.988 |
3.117 |
| PP |
2.935 |
2.935 |
2.935 |
2.960 |
| S1 |
2.836 |
2.836 |
2.946 |
2.886 |
| S2 |
2.704 |
2.704 |
2.925 |
|
| S3 |
2.473 |
2.605 |
2.903 |
|
| S4 |
2.242 |
2.374 |
2.840 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.938 |
3.777 |
3.145 |
|
| R3 |
3.614 |
3.453 |
3.056 |
|
| R2 |
3.290 |
3.290 |
3.026 |
|
| R1 |
3.129 |
3.129 |
2.997 |
3.048 |
| PP |
2.966 |
2.966 |
2.966 |
2.926 |
| S1 |
2.805 |
2.805 |
2.937 |
2.724 |
| S2 |
2.642 |
2.642 |
2.908 |
|
| S3 |
2.318 |
2.481 |
2.878 |
|
| S4 |
1.994 |
2.157 |
2.789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.128 |
2.804 |
0.324 |
10.9% |
0.134 |
4.5% |
50% |
False |
True |
11,978 |
| 10 |
3.471 |
2.804 |
0.667 |
22.5% |
0.122 |
4.1% |
24% |
False |
True |
13,071 |
| 20 |
3.600 |
2.804 |
0.796 |
26.8% |
0.108 |
3.6% |
20% |
False |
True |
14,223 |
| 40 |
3.853 |
2.804 |
1.049 |
35.4% |
0.099 |
3.3% |
16% |
False |
True |
14,169 |
| 60 |
3.853 |
2.804 |
1.049 |
35.4% |
0.087 |
2.9% |
16% |
False |
True |
11,086 |
| 80 |
3.883 |
2.804 |
1.079 |
36.4% |
0.079 |
2.7% |
15% |
False |
True |
9,497 |
| 100 |
3.885 |
2.804 |
1.081 |
36.4% |
0.074 |
2.5% |
15% |
False |
True |
8,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.017 |
|
2.618 |
3.640 |
|
1.618 |
3.409 |
|
1.000 |
3.266 |
|
0.618 |
3.178 |
|
HIGH |
3.035 |
|
0.618 |
2.947 |
|
0.500 |
2.920 |
|
0.382 |
2.892 |
|
LOW |
2.804 |
|
0.618 |
2.661 |
|
1.000 |
2.573 |
|
1.618 |
2.430 |
|
2.618 |
2.199 |
|
4.250 |
1.822 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.951 |
2.963 |
| PP |
2.935 |
2.959 |
| S1 |
2.920 |
2.955 |
|