NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.894 |
2.873 |
-0.021 |
-0.7% |
2.954 |
| High |
2.902 |
2.926 |
0.024 |
0.8% |
2.982 |
| Low |
2.812 |
2.695 |
-0.117 |
-4.2% |
2.783 |
| Close |
2.858 |
2.746 |
-0.112 |
-3.9% |
2.946 |
| Range |
0.090 |
0.231 |
0.141 |
156.7% |
0.199 |
| ATR |
0.137 |
0.144 |
0.007 |
4.9% |
0.000 |
| Volume |
18,986 |
20,789 |
1,803 |
9.5% |
116,505 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.482 |
3.345 |
2.873 |
|
| R3 |
3.251 |
3.114 |
2.810 |
|
| R2 |
3.020 |
3.020 |
2.788 |
|
| R1 |
2.883 |
2.883 |
2.767 |
2.836 |
| PP |
2.789 |
2.789 |
2.789 |
2.766 |
| S1 |
2.652 |
2.652 |
2.725 |
2.605 |
| S2 |
2.558 |
2.558 |
2.704 |
|
| S3 |
2.327 |
2.421 |
2.682 |
|
| S4 |
2.096 |
2.190 |
2.619 |
|
|
| 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 |
2.951 |
2.695 |
0.256 |
9.3% |
0.116 |
4.2% |
20% |
False |
True |
24,556 |
| 10 |
3.200 |
2.695 |
0.505 |
18.4% |
0.142 |
5.2% |
10% |
False |
True |
29,391 |
| 20 |
3.200 |
2.695 |
0.505 |
18.4% |
0.148 |
5.4% |
10% |
False |
True |
25,148 |
| 40 |
3.616 |
2.695 |
0.921 |
33.5% |
0.122 |
4.4% |
6% |
False |
True |
19,623 |
| 60 |
3.853 |
2.695 |
1.158 |
42.2% |
0.111 |
4.0% |
4% |
False |
True |
17,682 |
| 80 |
3.853 |
2.695 |
1.158 |
42.2% |
0.099 |
3.6% |
4% |
False |
True |
14,439 |
| 100 |
3.883 |
2.695 |
1.188 |
43.3% |
0.091 |
3.3% |
4% |
False |
True |
12,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.908 |
|
2.618 |
3.531 |
|
1.618 |
3.300 |
|
1.000 |
3.157 |
|
0.618 |
3.069 |
|
HIGH |
2.926 |
|
0.618 |
2.838 |
|
0.500 |
2.811 |
|
0.382 |
2.783 |
|
LOW |
2.695 |
|
0.618 |
2.552 |
|
1.000 |
2.464 |
|
1.618 |
2.321 |
|
2.618 |
2.090 |
|
4.250 |
1.713 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.811 |
2.823 |
| PP |
2.789 |
2.797 |
| S1 |
2.768 |
2.772 |
|