NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.845 |
2.895 |
0.050 |
1.8% |
2.954 |
| High |
2.948 |
2.925 |
-0.023 |
-0.8% |
2.982 |
| Low |
2.845 |
2.831 |
-0.014 |
-0.5% |
2.783 |
| Close |
2.946 |
2.864 |
-0.082 |
-2.8% |
2.946 |
| Range |
0.103 |
0.094 |
-0.009 |
-8.7% |
0.199 |
| ATR |
0.144 |
0.142 |
-0.002 |
-1.4% |
0.000 |
| Volume |
32,038 |
21,795 |
-10,243 |
-32.0% |
116,505 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.155 |
3.104 |
2.916 |
|
| R3 |
3.061 |
3.010 |
2.890 |
|
| R2 |
2.967 |
2.967 |
2.881 |
|
| R1 |
2.916 |
2.916 |
2.873 |
2.895 |
| PP |
2.873 |
2.873 |
2.873 |
2.863 |
| S1 |
2.822 |
2.822 |
2.855 |
2.801 |
| S2 |
2.779 |
2.779 |
2.847 |
|
| S3 |
2.685 |
2.728 |
2.838 |
|
| S4 |
2.591 |
2.634 |
2.812 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.501 |
3.422 |
3.055 |
|
| R3 |
3.302 |
3.223 |
3.001 |
|
| R2 |
3.103 |
3.103 |
2.982 |
|
| R1 |
3.024 |
3.024 |
2.964 |
2.964 |
| PP |
2.904 |
2.904 |
2.904 |
2.874 |
| S1 |
2.825 |
2.825 |
2.928 |
2.765 |
| S2 |
2.705 |
2.705 |
2.910 |
|
| S3 |
2.506 |
2.626 |
2.891 |
|
| S4 |
2.307 |
2.427 |
2.837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.982 |
2.783 |
0.199 |
6.9% |
0.134 |
4.7% |
41% |
False |
False |
27,660 |
| 10 |
3.200 |
2.783 |
0.417 |
14.6% |
0.152 |
5.3% |
19% |
False |
False |
29,672 |
| 20 |
3.200 |
2.783 |
0.417 |
14.6% |
0.144 |
5.0% |
19% |
False |
False |
23,425 |
| 40 |
3.775 |
2.783 |
0.992 |
34.6% |
0.118 |
4.1% |
8% |
False |
False |
18,634 |
| 60 |
3.853 |
2.783 |
1.070 |
37.4% |
0.108 |
3.8% |
8% |
False |
False |
16,771 |
| 80 |
3.865 |
2.783 |
1.082 |
37.8% |
0.097 |
3.4% |
7% |
False |
False |
13,864 |
| 100 |
3.883 |
2.783 |
1.100 |
38.4% |
0.088 |
3.1% |
7% |
False |
False |
11,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.325 |
|
2.618 |
3.171 |
|
1.618 |
3.077 |
|
1.000 |
3.019 |
|
0.618 |
2.983 |
|
HIGH |
2.925 |
|
0.618 |
2.889 |
|
0.500 |
2.878 |
|
0.382 |
2.867 |
|
LOW |
2.831 |
|
0.618 |
2.773 |
|
1.000 |
2.737 |
|
1.618 |
2.679 |
|
2.618 |
2.585 |
|
4.250 |
2.432 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.878 |
2.883 |
| PP |
2.873 |
2.876 |
| S1 |
2.869 |
2.870 |
|