NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.056 |
2.954 |
-0.102 |
-3.3% |
2.924 |
| High |
3.080 |
2.966 |
-0.114 |
-3.7% |
3.200 |
| Low |
2.945 |
2.811 |
-0.134 |
-4.6% |
2.799 |
| Close |
3.024 |
2.821 |
-0.203 |
-6.7% |
3.024 |
| Range |
0.135 |
0.155 |
0.020 |
14.8% |
0.401 |
| ATR |
0.138 |
0.144 |
0.005 |
3.9% |
0.000 |
| Volume |
42,162 |
26,711 |
-15,451 |
-36.6% |
158,423 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.331 |
3.231 |
2.906 |
|
| R3 |
3.176 |
3.076 |
2.864 |
|
| R2 |
3.021 |
3.021 |
2.849 |
|
| R1 |
2.921 |
2.921 |
2.835 |
2.894 |
| PP |
2.866 |
2.866 |
2.866 |
2.852 |
| S1 |
2.766 |
2.766 |
2.807 |
2.739 |
| S2 |
2.711 |
2.711 |
2.793 |
|
| S3 |
2.556 |
2.611 |
2.778 |
|
| S4 |
2.401 |
2.456 |
2.736 |
|
|
| 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 |
2.811 |
0.389 |
13.8% |
0.176 |
6.3% |
3% |
False |
True |
32,198 |
| 10 |
3.200 |
2.798 |
0.402 |
14.3% |
0.146 |
5.2% |
6% |
False |
False |
27,664 |
| 20 |
3.416 |
2.798 |
0.618 |
21.9% |
0.141 |
5.0% |
4% |
False |
False |
21,069 |
| 40 |
3.780 |
2.798 |
0.982 |
34.8% |
0.115 |
4.1% |
2% |
False |
False |
17,598 |
| 60 |
3.853 |
2.798 |
1.055 |
37.4% |
0.105 |
3.7% |
2% |
False |
False |
15,281 |
| 80 |
3.880 |
2.798 |
1.082 |
38.4% |
0.093 |
3.3% |
2% |
False |
False |
12,668 |
| 100 |
3.885 |
2.798 |
1.087 |
38.5% |
0.085 |
3.0% |
2% |
False |
False |
10,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.625 |
|
2.618 |
3.372 |
|
1.618 |
3.217 |
|
1.000 |
3.121 |
|
0.618 |
3.062 |
|
HIGH |
2.966 |
|
0.618 |
2.907 |
|
0.500 |
2.889 |
|
0.382 |
2.870 |
|
LOW |
2.811 |
|
0.618 |
2.715 |
|
1.000 |
2.656 |
|
1.618 |
2.560 |
|
2.618 |
2.405 |
|
4.250 |
2.152 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.889 |
3.006 |
| PP |
2.866 |
2.944 |
| S1 |
2.844 |
2.883 |
|