NYMEX Natural Gas Future July 2015
Trading Metrics calculated at close of trading on 14-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
2.923 |
3.025 |
0.102 |
3.5% |
3.150 |
High |
3.030 |
3.239 |
0.209 |
6.9% |
3.180 |
Low |
2.923 |
3.025 |
0.102 |
3.5% |
2.908 |
Close |
3.014 |
3.199 |
0.185 |
6.1% |
3.054 |
Range |
0.107 |
0.214 |
0.107 |
100.0% |
0.272 |
ATR |
0.114 |
0.122 |
0.008 |
7.0% |
0.000 |
Volume |
16,232 |
12,502 |
-3,730 |
-23.0% |
33,301 |
|
Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.796 |
3.712 |
3.317 |
|
R3 |
3.582 |
3.498 |
3.258 |
|
R2 |
3.368 |
3.368 |
3.238 |
|
R1 |
3.284 |
3.284 |
3.219 |
3.326 |
PP |
3.154 |
3.154 |
3.154 |
3.176 |
S1 |
3.070 |
3.070 |
3.179 |
3.112 |
S2 |
2.940 |
2.940 |
3.160 |
|
S3 |
2.726 |
2.856 |
3.140 |
|
S4 |
2.512 |
2.642 |
3.081 |
|
|
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 |
3.239 |
2.906 |
0.333 |
10.4% |
0.130 |
4.1% |
88% |
True |
False |
12,080 |
10 |
3.239 |
2.906 |
0.333 |
10.4% |
0.145 |
4.5% |
88% |
True |
False |
8,046 |
20 |
3.554 |
2.906 |
0.648 |
20.3% |
0.115 |
3.6% |
45% |
False |
False |
5,875 |
40 |
3.812 |
2.906 |
0.906 |
28.3% |
0.096 |
3.0% |
32% |
False |
False |
4,758 |
60 |
3.900 |
2.906 |
0.994 |
31.1% |
0.085 |
2.7% |
29% |
False |
False |
3,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.149 |
2.618 |
3.799 |
1.618 |
3.585 |
1.000 |
3.453 |
0.618 |
3.371 |
HIGH |
3.239 |
0.618 |
3.157 |
0.500 |
3.132 |
0.382 |
3.107 |
LOW |
3.025 |
0.618 |
2.893 |
1.000 |
2.811 |
1.618 |
2.679 |
2.618 |
2.465 |
4.250 |
2.116 |
|
|
Fisher Pivots for day following 14-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3.177 |
3.157 |
PP |
3.154 |
3.115 |
S1 |
3.132 |
3.073 |
|