NYMEX Natural Gas Future May 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 |
2.894 |
2.883 |
-0.011 |
-0.4% |
3.038 |
| High |
2.902 |
2.958 |
0.056 |
1.9% |
3.128 |
| Low |
2.798 |
2.813 |
0.015 |
0.5% |
2.804 |
| Close |
2.887 |
2.849 |
-0.038 |
-1.3% |
2.967 |
| Range |
0.104 |
0.145 |
0.041 |
39.4% |
0.324 |
| ATR |
0.121 |
0.123 |
0.002 |
1.4% |
0.000 |
| Volume |
21,874 |
24,176 |
2,302 |
10.5% |
46,192 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.308 |
3.224 |
2.929 |
|
| R3 |
3.163 |
3.079 |
2.889 |
|
| R2 |
3.018 |
3.018 |
2.876 |
|
| R1 |
2.934 |
2.934 |
2.862 |
2.904 |
| PP |
2.873 |
2.873 |
2.873 |
2.858 |
| S1 |
2.789 |
2.789 |
2.836 |
2.759 |
| S2 |
2.728 |
2.728 |
2.822 |
|
| S3 |
2.583 |
2.644 |
2.809 |
|
| S4 |
2.438 |
2.499 |
2.769 |
|
|
| 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 |
3.085 |
2.798 |
0.287 |
10.1% |
0.173 |
6.1% |
18% |
False |
False |
18,368 |
| 10 |
3.161 |
2.798 |
0.363 |
12.7% |
0.134 |
4.7% |
14% |
False |
False |
15,965 |
| 20 |
3.600 |
2.798 |
0.802 |
28.2% |
0.116 |
4.1% |
6% |
False |
False |
15,170 |
| 40 |
3.800 |
2.798 |
1.002 |
35.2% |
0.103 |
3.6% |
5% |
False |
False |
14,502 |
| 60 |
3.853 |
2.798 |
1.055 |
37.0% |
0.093 |
3.3% |
5% |
False |
False |
11,932 |
| 80 |
3.883 |
2.798 |
1.085 |
38.1% |
0.083 |
2.9% |
5% |
False |
False |
10,123 |
| 100 |
3.885 |
2.798 |
1.087 |
38.2% |
0.077 |
2.7% |
5% |
False |
False |
8,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.574 |
|
2.618 |
3.338 |
|
1.618 |
3.193 |
|
1.000 |
3.103 |
|
0.618 |
3.048 |
|
HIGH |
2.958 |
|
0.618 |
2.903 |
|
0.500 |
2.886 |
|
0.382 |
2.868 |
|
LOW |
2.813 |
|
0.618 |
2.723 |
|
1.000 |
2.668 |
|
1.618 |
2.578 |
|
2.618 |
2.433 |
|
4.250 |
2.197 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.886 |
2.942 |
| PP |
2.873 |
2.911 |
| S1 |
2.861 |
2.880 |
|