NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.868 |
2.958 |
0.090 |
3.1% |
2.924 |
| High |
2.957 |
2.982 |
0.025 |
0.8% |
3.200 |
| Low |
2.840 |
2.783 |
-0.057 |
-2.0% |
2.799 |
| Close |
2.925 |
2.845 |
-0.080 |
-2.7% |
3.024 |
| Range |
0.117 |
0.199 |
0.082 |
70.1% |
0.401 |
| ATR |
0.143 |
0.147 |
0.004 |
2.8% |
0.000 |
| Volume |
28,638 |
29,118 |
480 |
1.7% |
158,423 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.467 |
3.355 |
2.954 |
|
| R3 |
3.268 |
3.156 |
2.900 |
|
| R2 |
3.069 |
3.069 |
2.881 |
|
| R1 |
2.957 |
2.957 |
2.863 |
2.914 |
| PP |
2.870 |
2.870 |
2.870 |
2.848 |
| S1 |
2.758 |
2.758 |
2.827 |
2.715 |
| S2 |
2.671 |
2.671 |
2.809 |
|
| S3 |
2.472 |
2.559 |
2.790 |
|
| S4 |
2.273 |
2.360 |
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 |
2.783 |
0.417 |
14.7% |
0.167 |
5.9% |
15% |
False |
True |
34,226 |
| 10 |
3.200 |
2.783 |
0.417 |
14.7% |
0.152 |
5.3% |
15% |
False |
True |
28,835 |
| 20 |
3.200 |
2.783 |
0.417 |
14.7% |
0.143 |
5.0% |
15% |
False |
True |
22,400 |
| 40 |
3.775 |
2.783 |
0.992 |
34.9% |
0.118 |
4.2% |
6% |
False |
True |
17,921 |
| 60 |
3.853 |
2.783 |
1.070 |
37.6% |
0.108 |
3.8% |
6% |
False |
True |
16,073 |
| 80 |
3.880 |
2.783 |
1.097 |
38.6% |
0.096 |
3.4% |
6% |
False |
True |
13,300 |
| 100 |
3.883 |
2.783 |
1.100 |
38.7% |
0.087 |
3.1% |
6% |
False |
True |
11,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.828 |
|
2.618 |
3.503 |
|
1.618 |
3.304 |
|
1.000 |
3.181 |
|
0.618 |
3.105 |
|
HIGH |
2.982 |
|
0.618 |
2.906 |
|
0.500 |
2.883 |
|
0.382 |
2.859 |
|
LOW |
2.783 |
|
0.618 |
2.660 |
|
1.000 |
2.584 |
|
1.618 |
2.461 |
|
2.618 |
2.262 |
|
4.250 |
1.937 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.883 |
2.883 |
| PP |
2.870 |
2.870 |
| S1 |
2.858 |
2.858 |
|