NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.941 |
2.924 |
-0.017 |
-0.6% |
3.020 |
| High |
2.963 |
2.924 |
-0.039 |
-1.3% |
3.085 |
| Low |
2.887 |
2.799 |
-0.088 |
-3.0% |
2.798 |
| Close |
2.948 |
2.808 |
-0.140 |
-4.7% |
2.948 |
| Range |
0.076 |
0.125 |
0.049 |
64.5% |
0.287 |
| ATR |
0.120 |
0.122 |
0.002 |
1.7% |
0.000 |
| Volume |
23,343 |
24,142 |
799 |
3.4% |
111,894 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.219 |
3.138 |
2.877 |
|
| R3 |
3.094 |
3.013 |
2.842 |
|
| R2 |
2.969 |
2.969 |
2.831 |
|
| R1 |
2.888 |
2.888 |
2.819 |
2.866 |
| PP |
2.844 |
2.844 |
2.844 |
2.833 |
| S1 |
2.763 |
2.763 |
2.797 |
2.741 |
| S2 |
2.719 |
2.719 |
2.785 |
|
| S3 |
2.594 |
2.638 |
2.774 |
|
| S4 |
2.469 |
2.513 |
2.739 |
|
|
| 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 |
2.963 |
2.798 |
0.165 |
5.9% |
0.115 |
4.1% |
6% |
False |
False |
23,130 |
| 10 |
3.128 |
2.798 |
0.330 |
11.8% |
0.137 |
4.9% |
3% |
False |
False |
18,222 |
| 20 |
3.600 |
2.798 |
0.802 |
28.6% |
0.121 |
4.3% |
1% |
False |
False |
16,042 |
| 40 |
3.782 |
2.798 |
0.984 |
35.0% |
0.105 |
3.7% |
1% |
False |
False |
14,942 |
| 60 |
3.853 |
2.798 |
1.055 |
37.6% |
0.095 |
3.4% |
1% |
False |
False |
12,932 |
| 80 |
3.880 |
2.798 |
1.082 |
38.5% |
0.085 |
3.0% |
1% |
False |
False |
10,865 |
| 100 |
3.885 |
2.798 |
1.087 |
38.7% |
0.079 |
2.8% |
1% |
False |
False |
9,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.455 |
|
2.618 |
3.251 |
|
1.618 |
3.126 |
|
1.000 |
3.049 |
|
0.618 |
3.001 |
|
HIGH |
2.924 |
|
0.618 |
2.876 |
|
0.500 |
2.862 |
|
0.382 |
2.847 |
|
LOW |
2.799 |
|
0.618 |
2.722 |
|
1.000 |
2.674 |
|
1.618 |
2.597 |
|
2.618 |
2.472 |
|
4.250 |
2.268 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.862 |
2.881 |
| PP |
2.844 |
2.857 |
| S1 |
2.826 |
2.832 |
|