NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.895 |
2.894 |
-0.001 |
0.0% |
2.954 |
| High |
2.925 |
2.951 |
0.026 |
0.9% |
2.982 |
| Low |
2.831 |
2.889 |
0.058 |
2.0% |
2.783 |
| Close |
2.864 |
2.938 |
0.074 |
2.6% |
2.946 |
| Range |
0.094 |
0.062 |
-0.032 |
-34.0% |
0.199 |
| ATR |
0.142 |
0.138 |
-0.004 |
-2.8% |
0.000 |
| Volume |
21,795 |
29,172 |
7,377 |
33.8% |
116,505 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.112 |
3.087 |
2.972 |
|
| R3 |
3.050 |
3.025 |
2.955 |
|
| R2 |
2.988 |
2.988 |
2.949 |
|
| R1 |
2.963 |
2.963 |
2.944 |
2.976 |
| PP |
2.926 |
2.926 |
2.926 |
2.932 |
| S1 |
2.901 |
2.901 |
2.932 |
2.914 |
| S2 |
2.864 |
2.864 |
2.927 |
|
| S3 |
2.802 |
2.839 |
2.921 |
|
| S4 |
2.740 |
2.777 |
2.904 |
|
|
| 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 |
6.8% |
0.115 |
3.9% |
78% |
False |
False |
28,152 |
| 10 |
3.200 |
2.783 |
0.417 |
14.2% |
0.146 |
5.0% |
37% |
False |
False |
30,175 |
| 20 |
3.200 |
2.783 |
0.417 |
14.2% |
0.141 |
4.8% |
37% |
False |
False |
24,199 |
| 40 |
3.685 |
2.783 |
0.902 |
30.7% |
0.118 |
4.0% |
17% |
False |
False |
19,115 |
| 60 |
3.853 |
2.783 |
1.070 |
36.4% |
0.108 |
3.7% |
14% |
False |
False |
17,184 |
| 80 |
3.853 |
2.783 |
1.070 |
36.4% |
0.096 |
3.3% |
14% |
False |
False |
14,126 |
| 100 |
3.883 |
2.783 |
1.100 |
37.4% |
0.088 |
3.0% |
14% |
False |
False |
12,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.215 |
|
2.618 |
3.113 |
|
1.618 |
3.051 |
|
1.000 |
3.013 |
|
0.618 |
2.989 |
|
HIGH |
2.951 |
|
0.618 |
2.927 |
|
0.500 |
2.920 |
|
0.382 |
2.913 |
|
LOW |
2.889 |
|
0.618 |
2.851 |
|
1.000 |
2.827 |
|
1.618 |
2.789 |
|
2.618 |
2.727 |
|
4.250 |
2.626 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.932 |
2.922 |
| PP |
2.926 |
2.907 |
| S1 |
2.920 |
2.891 |
|