NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.894 |
2.894 |
0.000 |
0.0% |
2.954 |
| High |
2.951 |
2.902 |
-0.049 |
-1.7% |
2.982 |
| Low |
2.889 |
2.812 |
-0.077 |
-2.7% |
2.783 |
| Close |
2.938 |
2.858 |
-0.080 |
-2.7% |
2.946 |
| Range |
0.062 |
0.090 |
0.028 |
45.2% |
0.199 |
| ATR |
0.138 |
0.137 |
-0.001 |
-0.6% |
0.000 |
| Volume |
29,172 |
18,986 |
-10,186 |
-34.9% |
116,505 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.127 |
3.083 |
2.908 |
|
| R3 |
3.037 |
2.993 |
2.883 |
|
| R2 |
2.947 |
2.947 |
2.875 |
|
| R1 |
2.903 |
2.903 |
2.866 |
2.880 |
| PP |
2.857 |
2.857 |
2.857 |
2.846 |
| S1 |
2.813 |
2.813 |
2.850 |
2.790 |
| S2 |
2.767 |
2.767 |
2.842 |
|
| S3 |
2.677 |
2.723 |
2.833 |
|
| S4 |
2.587 |
2.633 |
2.809 |
|
|
| 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 |
7.0% |
0.110 |
3.8% |
38% |
False |
False |
26,221 |
| 10 |
3.200 |
2.783 |
0.417 |
14.6% |
0.143 |
5.0% |
18% |
False |
False |
29,495 |
| 20 |
3.200 |
2.783 |
0.417 |
14.6% |
0.140 |
4.9% |
18% |
False |
False |
24,740 |
| 40 |
3.632 |
2.783 |
0.849 |
29.7% |
0.118 |
4.1% |
9% |
False |
False |
19,373 |
| 60 |
3.853 |
2.783 |
1.070 |
37.4% |
0.108 |
3.8% |
7% |
False |
False |
17,391 |
| 80 |
3.853 |
2.783 |
1.070 |
37.4% |
0.097 |
3.4% |
7% |
False |
False |
14,277 |
| 100 |
3.883 |
2.783 |
1.100 |
38.5% |
0.089 |
3.1% |
7% |
False |
False |
12,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.285 |
|
2.618 |
3.138 |
|
1.618 |
3.048 |
|
1.000 |
2.992 |
|
0.618 |
2.958 |
|
HIGH |
2.902 |
|
0.618 |
2.868 |
|
0.500 |
2.857 |
|
0.382 |
2.846 |
|
LOW |
2.812 |
|
0.618 |
2.756 |
|
1.000 |
2.722 |
|
1.618 |
2.666 |
|
2.618 |
2.576 |
|
4.250 |
2.430 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.858 |
2.882 |
| PP |
2.857 |
2.874 |
| S1 |
2.857 |
2.866 |
|