NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.954 |
2.868 |
-0.086 |
-2.9% |
2.924 |
| High |
2.966 |
2.957 |
-0.009 |
-0.3% |
3.200 |
| Low |
2.811 |
2.840 |
0.029 |
1.0% |
2.799 |
| Close |
2.821 |
2.925 |
0.104 |
3.7% |
3.024 |
| Range |
0.155 |
0.117 |
-0.038 |
-24.5% |
0.401 |
| ATR |
0.144 |
0.143 |
-0.001 |
-0.4% |
0.000 |
| Volume |
26,711 |
28,638 |
1,927 |
7.2% |
158,423 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.258 |
3.209 |
2.989 |
|
| R3 |
3.141 |
3.092 |
2.957 |
|
| R2 |
3.024 |
3.024 |
2.946 |
|
| R1 |
2.975 |
2.975 |
2.936 |
3.000 |
| PP |
2.907 |
2.907 |
2.907 |
2.920 |
| S1 |
2.858 |
2.858 |
2.914 |
2.883 |
| S2 |
2.790 |
2.790 |
2.904 |
|
| S3 |
2.673 |
2.741 |
2.893 |
|
| S4 |
2.556 |
2.624 |
2.861 |
|
|
| 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 |
13.3% |
0.176 |
6.0% |
29% |
False |
False |
32,768 |
| 10 |
3.200 |
2.799 |
0.401 |
13.7% |
0.147 |
5.0% |
31% |
False |
False |
28,340 |
| 20 |
3.215 |
2.798 |
0.417 |
14.3% |
0.140 |
4.8% |
30% |
False |
False |
21,773 |
| 40 |
3.775 |
2.798 |
0.977 |
33.4% |
0.116 |
4.0% |
13% |
False |
False |
17,775 |
| 60 |
3.853 |
2.798 |
1.055 |
36.1% |
0.106 |
3.6% |
12% |
False |
False |
15,683 |
| 80 |
3.880 |
2.798 |
1.082 |
37.0% |
0.094 |
3.2% |
12% |
False |
False |
12,983 |
| 100 |
3.885 |
2.798 |
1.087 |
37.2% |
0.086 |
2.9% |
12% |
False |
False |
11,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.454 |
|
2.618 |
3.263 |
|
1.618 |
3.146 |
|
1.000 |
3.074 |
|
0.618 |
3.029 |
|
HIGH |
2.957 |
|
0.618 |
2.912 |
|
0.500 |
2.899 |
|
0.382 |
2.885 |
|
LOW |
2.840 |
|
0.618 |
2.768 |
|
1.000 |
2.723 |
|
1.618 |
2.651 |
|
2.618 |
2.534 |
|
4.250 |
2.343 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.916 |
2.946 |
| PP |
2.907 |
2.939 |
| S1 |
2.899 |
2.932 |
|