NYMEX Natural Gas Future May 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 |
3.020 |
2.894 |
-0.126 |
-4.2% |
3.038 |
| High |
3.085 |
2.902 |
-0.183 |
-5.9% |
3.128 |
| Low |
2.851 |
2.798 |
-0.053 |
-1.9% |
2.804 |
| Close |
2.860 |
2.887 |
0.027 |
0.9% |
2.967 |
| Range |
0.234 |
0.104 |
-0.130 |
-55.6% |
0.324 |
| ATR |
0.123 |
0.121 |
-0.001 |
-1.1% |
0.000 |
| Volume |
20,384 |
21,874 |
1,490 |
7.3% |
46,192 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.174 |
3.135 |
2.944 |
|
| R3 |
3.070 |
3.031 |
2.916 |
|
| R2 |
2.966 |
2.966 |
2.906 |
|
| R1 |
2.927 |
2.927 |
2.897 |
2.895 |
| PP |
2.862 |
2.862 |
2.862 |
2.846 |
| S1 |
2.823 |
2.823 |
2.877 |
2.791 |
| S2 |
2.758 |
2.758 |
2.868 |
|
| S3 |
2.654 |
2.719 |
2.858 |
|
| S4 |
2.550 |
2.615 |
2.830 |
|
|
| 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 |
3.105 |
2.798 |
0.307 |
10.6% |
0.157 |
5.5% |
29% |
False |
True |
16,059 |
| 10 |
3.215 |
2.798 |
0.417 |
14.4% |
0.133 |
4.6% |
21% |
False |
True |
15,205 |
| 20 |
3.600 |
2.798 |
0.802 |
27.8% |
0.115 |
4.0% |
11% |
False |
True |
14,839 |
| 40 |
3.800 |
2.798 |
1.002 |
34.7% |
0.101 |
3.5% |
9% |
False |
True |
14,413 |
| 60 |
3.853 |
2.798 |
1.055 |
36.5% |
0.091 |
3.2% |
8% |
False |
True |
11,615 |
| 80 |
3.883 |
2.798 |
1.085 |
37.6% |
0.082 |
2.8% |
8% |
False |
True |
9,864 |
| 100 |
3.885 |
2.798 |
1.087 |
37.7% |
0.076 |
2.6% |
8% |
False |
True |
8,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.344 |
|
2.618 |
3.174 |
|
1.618 |
3.070 |
|
1.000 |
3.006 |
|
0.618 |
2.966 |
|
HIGH |
2.902 |
|
0.618 |
2.862 |
|
0.500 |
2.850 |
|
0.382 |
2.838 |
|
LOW |
2.798 |
|
0.618 |
2.734 |
|
1.000 |
2.694 |
|
1.618 |
2.630 |
|
2.618 |
2.526 |
|
4.250 |
2.356 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.875 |
2.942 |
| PP |
2.862 |
2.923 |
| S1 |
2.850 |
2.905 |
|