NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.924 |
2.834 |
-0.090 |
-3.1% |
3.020 |
| High |
2.924 |
2.939 |
0.015 |
0.5% |
3.085 |
| Low |
2.799 |
2.822 |
0.023 |
0.8% |
2.798 |
| Close |
2.808 |
2.916 |
0.108 |
3.8% |
2.948 |
| Range |
0.125 |
0.117 |
-0.008 |
-6.4% |
0.287 |
| ATR |
0.122 |
0.123 |
0.001 |
0.5% |
0.000 |
| Volume |
24,142 |
25,789 |
1,647 |
6.8% |
111,894 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.243 |
3.197 |
2.980 |
|
| R3 |
3.126 |
3.080 |
2.948 |
|
| R2 |
3.009 |
3.009 |
2.937 |
|
| R1 |
2.963 |
2.963 |
2.927 |
2.986 |
| PP |
2.892 |
2.892 |
2.892 |
2.904 |
| S1 |
2.846 |
2.846 |
2.905 |
2.869 |
| S2 |
2.775 |
2.775 |
2.895 |
|
| S3 |
2.658 |
2.729 |
2.884 |
|
| S4 |
2.541 |
2.612 |
2.852 |
|
|
| 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 |
2.799 |
0.164 |
5.6% |
0.117 |
4.0% |
71% |
False |
False |
23,913 |
| 10 |
3.105 |
2.798 |
0.307 |
10.5% |
0.137 |
4.7% |
38% |
False |
False |
19,986 |
| 20 |
3.600 |
2.798 |
0.802 |
27.5% |
0.122 |
4.2% |
15% |
False |
False |
16,415 |
| 40 |
3.782 |
2.798 |
0.984 |
33.7% |
0.105 |
3.6% |
12% |
False |
False |
15,348 |
| 60 |
3.853 |
2.798 |
1.055 |
36.2% |
0.095 |
3.3% |
11% |
False |
False |
13,313 |
| 80 |
3.880 |
2.798 |
1.082 |
37.1% |
0.086 |
2.9% |
11% |
False |
False |
11,143 |
| 100 |
3.885 |
2.798 |
1.087 |
37.3% |
0.080 |
2.7% |
11% |
False |
False |
9,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.436 |
|
2.618 |
3.245 |
|
1.618 |
3.128 |
|
1.000 |
3.056 |
|
0.618 |
3.011 |
|
HIGH |
2.939 |
|
0.618 |
2.894 |
|
0.500 |
2.881 |
|
0.382 |
2.867 |
|
LOW |
2.822 |
|
0.618 |
2.750 |
|
1.000 |
2.705 |
|
1.618 |
2.633 |
|
2.618 |
2.516 |
|
4.250 |
2.325 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.904 |
2.904 |
| PP |
2.892 |
2.893 |
| S1 |
2.881 |
2.881 |
|