NYMEX Natural Gas Future May 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 |
2.850 |
2.941 |
0.091 |
3.2% |
3.020 |
| High |
2.940 |
2.963 |
0.023 |
0.8% |
3.085 |
| Low |
2.817 |
2.887 |
0.070 |
2.5% |
2.798 |
| Close |
2.911 |
2.948 |
0.037 |
1.3% |
2.948 |
| Range |
0.123 |
0.076 |
-0.047 |
-38.2% |
0.287 |
| ATR |
0.123 |
0.120 |
-0.003 |
-2.7% |
0.000 |
| Volume |
22,117 |
23,343 |
1,226 |
5.5% |
111,894 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.161 |
3.130 |
2.990 |
|
| R3 |
3.085 |
3.054 |
2.969 |
|
| R2 |
3.009 |
3.009 |
2.962 |
|
| R1 |
2.978 |
2.978 |
2.955 |
2.994 |
| PP |
2.933 |
2.933 |
2.933 |
2.940 |
| S1 |
2.902 |
2.902 |
2.941 |
2.918 |
| S2 |
2.857 |
2.857 |
2.934 |
|
| S3 |
2.781 |
2.826 |
2.927 |
|
| S4 |
2.705 |
2.750 |
2.906 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.805 |
3.663 |
3.106 |
|
| R3 |
3.518 |
3.376 |
3.027 |
|
| R2 |
3.231 |
3.231 |
3.001 |
|
| R1 |
3.089 |
3.089 |
2.974 |
3.017 |
| PP |
2.944 |
2.944 |
2.944 |
2.907 |
| S1 |
2.802 |
2.802 |
2.922 |
2.730 |
| S2 |
2.657 |
2.657 |
2.895 |
|
| S3 |
2.370 |
2.515 |
2.869 |
|
| S4 |
2.083 |
2.228 |
2.790 |
|
|
| 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 |
9.7% |
0.136 |
4.6% |
52% |
False |
False |
22,378 |
| 10 |
3.128 |
2.798 |
0.330 |
11.2% |
0.135 |
4.6% |
45% |
False |
False |
17,178 |
| 20 |
3.600 |
2.798 |
0.802 |
27.2% |
0.119 |
4.0% |
19% |
False |
False |
15,789 |
| 40 |
3.782 |
2.798 |
0.984 |
33.4% |
0.103 |
3.5% |
15% |
False |
False |
14,691 |
| 60 |
3.853 |
2.798 |
1.055 |
35.8% |
0.094 |
3.2% |
14% |
False |
False |
12,613 |
| 80 |
3.883 |
2.798 |
1.085 |
36.8% |
0.084 |
2.9% |
14% |
False |
False |
10,629 |
| 100 |
3.885 |
2.798 |
1.087 |
36.9% |
0.078 |
2.7% |
14% |
False |
False |
9,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.286 |
|
2.618 |
3.162 |
|
1.618 |
3.086 |
|
1.000 |
3.039 |
|
0.618 |
3.010 |
|
HIGH |
2.963 |
|
0.618 |
2.934 |
|
0.500 |
2.925 |
|
0.382 |
2.916 |
|
LOW |
2.887 |
|
0.618 |
2.840 |
|
1.000 |
2.811 |
|
1.618 |
2.764 |
|
2.618 |
2.688 |
|
4.250 |
2.564 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.940 |
2.928 |
| PP |
2.933 |
2.908 |
| S1 |
2.925 |
2.888 |
|