NYMEX Natural Gas Future May 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 |
2.900 |
3.020 |
0.120 |
4.1% |
3.038 |
| High |
3.035 |
3.085 |
0.050 |
1.6% |
3.128 |
| Low |
2.804 |
2.851 |
0.047 |
1.7% |
2.804 |
| Close |
2.967 |
2.860 |
-0.107 |
-3.6% |
2.967 |
| Range |
0.231 |
0.234 |
0.003 |
1.3% |
0.324 |
| ATR |
0.114 |
0.123 |
0.009 |
7.5% |
0.000 |
| Volume |
16,685 |
20,384 |
3,699 |
22.2% |
46,192 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.634 |
3.481 |
2.989 |
|
| R3 |
3.400 |
3.247 |
2.924 |
|
| R2 |
3.166 |
3.166 |
2.903 |
|
| R1 |
3.013 |
3.013 |
2.881 |
2.973 |
| PP |
2.932 |
2.932 |
2.932 |
2.912 |
| S1 |
2.779 |
2.779 |
2.839 |
2.739 |
| S2 |
2.698 |
2.698 |
2.817 |
|
| S3 |
2.464 |
2.545 |
2.796 |
|
| S4 |
2.230 |
2.311 |
2.731 |
|
|
| 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 |
11.3% |
0.159 |
5.6% |
17% |
False |
False |
13,315 |
| 10 |
3.416 |
2.804 |
0.612 |
21.4% |
0.137 |
4.8% |
9% |
False |
False |
14,475 |
| 20 |
3.600 |
2.804 |
0.796 |
27.8% |
0.114 |
4.0% |
7% |
False |
False |
14,642 |
| 40 |
3.809 |
2.804 |
1.005 |
35.1% |
0.101 |
3.5% |
6% |
False |
False |
14,397 |
| 60 |
3.853 |
2.804 |
1.049 |
36.7% |
0.090 |
3.2% |
5% |
False |
False |
11,312 |
| 80 |
3.883 |
2.804 |
1.079 |
37.7% |
0.082 |
2.9% |
5% |
False |
False |
9,624 |
| 100 |
3.885 |
2.804 |
1.081 |
37.8% |
0.076 |
2.6% |
5% |
False |
False |
8,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.080 |
|
2.618 |
3.698 |
|
1.618 |
3.464 |
|
1.000 |
3.319 |
|
0.618 |
3.230 |
|
HIGH |
3.085 |
|
0.618 |
2.996 |
|
0.500 |
2.968 |
|
0.382 |
2.940 |
|
LOW |
2.851 |
|
0.618 |
2.706 |
|
1.000 |
2.617 |
|
1.618 |
2.472 |
|
2.618 |
2.238 |
|
4.250 |
1.857 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.968 |
2.945 |
| PP |
2.932 |
2.916 |
| S1 |
2.896 |
2.888 |
|