NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.921 |
3.143 |
0.222 |
7.6% |
3.020 |
| High |
3.167 |
3.200 |
0.033 |
1.0% |
3.085 |
| Low |
2.921 |
2.971 |
0.050 |
1.7% |
2.798 |
| Close |
3.120 |
3.043 |
-0.077 |
-2.5% |
2.948 |
| Range |
0.246 |
0.229 |
-0.017 |
-6.9% |
0.287 |
| ATR |
0.132 |
0.139 |
0.007 |
5.3% |
0.000 |
| Volume |
21,829 |
44,501 |
22,672 |
103.9% |
111,894 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.758 |
3.630 |
3.169 |
|
| R3 |
3.529 |
3.401 |
3.106 |
|
| R2 |
3.300 |
3.300 |
3.085 |
|
| R1 |
3.172 |
3.172 |
3.064 |
3.122 |
| PP |
3.071 |
3.071 |
3.071 |
3.046 |
| S1 |
2.943 |
2.943 |
3.022 |
2.893 |
| S2 |
2.842 |
2.842 |
3.001 |
|
| S3 |
2.613 |
2.714 |
2.980 |
|
| S4 |
2.384 |
2.485 |
2.917 |
|
|
| 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 |
3.200 |
2.799 |
0.401 |
13.2% |
0.159 |
5.2% |
61% |
True |
False |
27,920 |
| 10 |
3.200 |
2.798 |
0.402 |
13.2% |
0.163 |
5.4% |
61% |
True |
False |
24,484 |
| 20 |
3.471 |
2.798 |
0.673 |
22.1% |
0.133 |
4.4% |
36% |
False |
False |
18,585 |
| 40 |
3.782 |
2.798 |
0.984 |
32.3% |
0.113 |
3.7% |
25% |
False |
False |
16,457 |
| 60 |
3.853 |
2.798 |
1.055 |
34.7% |
0.101 |
3.3% |
23% |
False |
False |
14,297 |
| 80 |
3.880 |
2.798 |
1.082 |
35.6% |
0.091 |
3.0% |
23% |
False |
False |
11,875 |
| 100 |
3.885 |
2.798 |
1.087 |
35.7% |
0.083 |
2.7% |
23% |
False |
False |
10,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.173 |
|
2.618 |
3.800 |
|
1.618 |
3.571 |
|
1.000 |
3.429 |
|
0.618 |
3.342 |
|
HIGH |
3.200 |
|
0.618 |
3.113 |
|
0.500 |
3.086 |
|
0.382 |
3.058 |
|
LOW |
2.971 |
|
0.618 |
2.829 |
|
1.000 |
2.742 |
|
1.618 |
2.600 |
|
2.618 |
2.371 |
|
4.250 |
1.998 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.086 |
3.032 |
| PP |
3.071 |
3.022 |
| S1 |
3.057 |
3.011 |
|