NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
3.143 |
3.056 |
-0.087 |
-2.8% |
2.924 |
High |
3.200 |
3.080 |
-0.120 |
-3.8% |
3.200 |
Low |
2.971 |
2.945 |
-0.026 |
-0.9% |
2.799 |
Close |
3.043 |
3.024 |
-0.019 |
-0.6% |
3.024 |
Range |
0.229 |
0.135 |
-0.094 |
-41.0% |
0.401 |
ATR |
0.139 |
0.138 |
0.000 |
-0.2% |
0.000 |
Volume |
44,501 |
42,162 |
-2,339 |
-5.3% |
158,423 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.421 |
3.358 |
3.098 |
|
R3 |
3.286 |
3.223 |
3.061 |
|
R2 |
3.151 |
3.151 |
3.049 |
|
R1 |
3.088 |
3.088 |
3.036 |
3.052 |
PP |
3.016 |
3.016 |
3.016 |
2.999 |
S1 |
2.953 |
2.953 |
3.012 |
2.917 |
S2 |
2.881 |
2.881 |
2.999 |
|
S3 |
2.746 |
2.818 |
2.987 |
|
S4 |
2.611 |
2.683 |
2.950 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.211 |
4.018 |
3.245 |
|
R3 |
3.810 |
3.617 |
3.134 |
|
R2 |
3.409 |
3.409 |
3.098 |
|
R1 |
3.216 |
3.216 |
3.061 |
3.313 |
PP |
3.008 |
3.008 |
3.008 |
3.056 |
S1 |
2.815 |
2.815 |
2.987 |
2.912 |
S2 |
2.607 |
2.607 |
2.950 |
|
S3 |
2.206 |
2.414 |
2.914 |
|
S4 |
1.805 |
2.013 |
2.803 |
|
|
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 |
13.3% |
0.170 |
5.6% |
56% |
False |
False |
31,684 |
10 |
3.200 |
2.798 |
0.402 |
13.3% |
0.153 |
5.1% |
56% |
False |
False |
27,031 |
20 |
3.471 |
2.798 |
0.673 |
22.3% |
0.138 |
4.6% |
34% |
False |
False |
20,051 |
40 |
3.780 |
2.798 |
0.982 |
32.5% |
0.114 |
3.8% |
23% |
False |
False |
17,154 |
60 |
3.853 |
2.798 |
1.055 |
34.9% |
0.103 |
3.4% |
21% |
False |
False |
14,930 |
80 |
3.880 |
2.798 |
1.082 |
35.8% |
0.092 |
3.0% |
21% |
False |
False |
12,374 |
100 |
3.885 |
2.798 |
1.087 |
35.9% |
0.084 |
2.8% |
21% |
False |
False |
10,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.654 |
2.618 |
3.433 |
1.618 |
3.298 |
1.000 |
3.215 |
0.618 |
3.163 |
HIGH |
3.080 |
0.618 |
3.028 |
0.500 |
3.013 |
0.382 |
2.997 |
LOW |
2.945 |
0.618 |
2.862 |
1.000 |
2.810 |
1.618 |
2.727 |
2.618 |
2.592 |
4.250 |
2.371 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3.020 |
3.061 |
PP |
3.016 |
3.048 |
S1 |
3.013 |
3.036 |
|