NYMEX Natural Gas Future July 2015
Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
3.033 |
2.923 |
-0.110 |
-3.6% |
3.150 |
High |
3.033 |
3.030 |
-0.003 |
-0.1% |
3.180 |
Low |
2.906 |
2.923 |
0.017 |
0.6% |
2.908 |
Close |
2.913 |
3.014 |
0.101 |
3.5% |
3.054 |
Range |
0.127 |
0.107 |
-0.020 |
-15.7% |
0.272 |
ATR |
0.114 |
0.114 |
0.000 |
0.2% |
0.000 |
Volume |
12,522 |
16,232 |
3,710 |
29.6% |
33,301 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.310 |
3.269 |
3.073 |
|
R3 |
3.203 |
3.162 |
3.043 |
|
R2 |
3.096 |
3.096 |
3.034 |
|
R1 |
3.055 |
3.055 |
3.024 |
3.076 |
PP |
2.989 |
2.989 |
2.989 |
2.999 |
S1 |
2.948 |
2.948 |
3.004 |
2.969 |
S2 |
2.882 |
2.882 |
2.994 |
|
S3 |
2.775 |
2.841 |
2.985 |
|
S4 |
2.668 |
2.734 |
2.955 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.863 |
3.731 |
3.204 |
|
R3 |
3.591 |
3.459 |
3.129 |
|
R2 |
3.319 |
3.319 |
3.104 |
|
R1 |
3.187 |
3.187 |
3.079 |
3.117 |
PP |
3.047 |
3.047 |
3.047 |
3.013 |
S1 |
2.915 |
2.915 |
3.029 |
2.845 |
S2 |
2.775 |
2.775 |
3.004 |
|
S3 |
2.503 |
2.643 |
2.979 |
|
S4 |
2.231 |
2.371 |
2.904 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.063 |
2.906 |
0.157 |
5.2% |
0.115 |
3.8% |
69% |
False |
False |
10,658 |
10 |
3.197 |
2.906 |
0.291 |
9.7% |
0.129 |
4.3% |
37% |
False |
False |
7,173 |
20 |
3.650 |
2.906 |
0.744 |
24.7% |
0.110 |
3.7% |
15% |
False |
False |
5,462 |
40 |
3.812 |
2.906 |
0.906 |
30.1% |
0.092 |
3.1% |
12% |
False |
False |
4,525 |
60 |
3.900 |
2.906 |
0.994 |
33.0% |
0.082 |
2.7% |
11% |
False |
False |
3,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.485 |
2.618 |
3.310 |
1.618 |
3.203 |
1.000 |
3.137 |
0.618 |
3.096 |
HIGH |
3.030 |
0.618 |
2.989 |
0.500 |
2.977 |
0.382 |
2.964 |
LOW |
2.923 |
0.618 |
2.857 |
1.000 |
2.816 |
1.618 |
2.750 |
2.618 |
2.643 |
4.250 |
2.468 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3.002 |
3.004 |
PP |
2.989 |
2.994 |
S1 |
2.977 |
2.985 |
|