NYMEX Natural Gas Future July 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
3.225 |
3.096 |
-0.129 |
-4.0% |
3.033 |
High |
3.264 |
3.152 |
-0.112 |
-3.4% |
3.264 |
Low |
3.053 |
3.027 |
-0.026 |
-0.9% |
2.906 |
Close |
3.121 |
3.102 |
-0.019 |
-0.6% |
3.102 |
Range |
0.211 |
0.125 |
-0.086 |
-40.8% |
0.358 |
ATR |
0.128 |
0.128 |
0.000 |
-0.2% |
0.000 |
Volume |
16,268 |
20,069 |
3,801 |
23.4% |
77,593 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.469 |
3.410 |
3.171 |
|
R3 |
3.344 |
3.285 |
3.136 |
|
R2 |
3.219 |
3.219 |
3.125 |
|
R1 |
3.160 |
3.160 |
3.113 |
3.190 |
PP |
3.094 |
3.094 |
3.094 |
3.108 |
S1 |
3.035 |
3.035 |
3.091 |
3.065 |
S2 |
2.969 |
2.969 |
3.079 |
|
S3 |
2.844 |
2.910 |
3.068 |
|
S4 |
2.719 |
2.785 |
3.033 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.165 |
3.991 |
3.299 |
|
R3 |
3.807 |
3.633 |
3.200 |
|
R2 |
3.449 |
3.449 |
3.168 |
|
R1 |
3.275 |
3.275 |
3.135 |
3.362 |
PP |
3.091 |
3.091 |
3.091 |
3.134 |
S1 |
2.917 |
2.917 |
3.069 |
3.004 |
S2 |
2.733 |
2.733 |
3.036 |
|
S3 |
2.375 |
2.559 |
3.004 |
|
S4 |
2.017 |
2.201 |
2.905 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.264 |
2.906 |
0.358 |
11.5% |
0.157 |
5.1% |
55% |
False |
False |
15,518 |
10 |
3.264 |
2.906 |
0.358 |
11.5% |
0.144 |
4.6% |
55% |
False |
False |
11,089 |
20 |
3.541 |
2.906 |
0.635 |
20.5% |
0.125 |
4.0% |
31% |
False |
False |
7,317 |
40 |
3.812 |
2.906 |
0.906 |
29.2% |
0.101 |
3.3% |
22% |
False |
False |
5,527 |
60 |
3.900 |
2.906 |
0.994 |
32.0% |
0.089 |
2.9% |
20% |
False |
False |
4,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.683 |
2.618 |
3.479 |
1.618 |
3.354 |
1.000 |
3.277 |
0.618 |
3.229 |
HIGH |
3.152 |
0.618 |
3.104 |
0.500 |
3.090 |
0.382 |
3.075 |
LOW |
3.027 |
0.618 |
2.950 |
1.000 |
2.902 |
1.618 |
2.825 |
2.618 |
2.700 |
4.250 |
2.496 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3.098 |
3.145 |
PP |
3.094 |
3.130 |
S1 |
3.090 |
3.116 |
|