NYMEX Natural Gas Future July 2015
Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
3.044 |
2.958 |
-0.086 |
-2.8% |
3.033 |
High |
3.054 |
3.051 |
-0.003 |
-0.1% |
3.264 |
Low |
2.909 |
2.942 |
0.033 |
1.1% |
2.906 |
Close |
2.917 |
3.021 |
0.104 |
3.6% |
3.102 |
Range |
0.145 |
0.109 |
-0.036 |
-24.8% |
0.358 |
ATR |
0.133 |
0.133 |
0.000 |
0.1% |
0.000 |
Volume |
10,715 |
13,595 |
2,880 |
26.9% |
77,593 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.332 |
3.285 |
3.081 |
|
R3 |
3.223 |
3.176 |
3.051 |
|
R2 |
3.114 |
3.114 |
3.041 |
|
R1 |
3.067 |
3.067 |
3.031 |
3.091 |
PP |
3.005 |
3.005 |
3.005 |
3.016 |
S1 |
2.958 |
2.958 |
3.011 |
2.982 |
S2 |
2.896 |
2.896 |
3.001 |
|
S3 |
2.787 |
2.849 |
2.991 |
|
S4 |
2.678 |
2.740 |
2.961 |
|
|
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 |
2.909 |
0.355 |
11.8% |
0.161 |
5.3% |
32% |
False |
False |
14,629 |
10 |
3.264 |
2.906 |
0.358 |
11.9% |
0.138 |
4.6% |
32% |
False |
False |
12,644 |
20 |
3.292 |
2.906 |
0.386 |
12.8% |
0.127 |
4.2% |
30% |
False |
False |
8,202 |
40 |
3.806 |
2.906 |
0.900 |
29.8% |
0.104 |
3.4% |
13% |
False |
False |
5,990 |
60 |
3.900 |
2.906 |
0.994 |
32.9% |
0.092 |
3.1% |
12% |
False |
False |
4,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.514 |
2.618 |
3.336 |
1.618 |
3.227 |
1.000 |
3.160 |
0.618 |
3.118 |
HIGH |
3.051 |
0.618 |
3.009 |
0.500 |
2.997 |
0.382 |
2.984 |
LOW |
2.942 |
0.618 |
2.875 |
1.000 |
2.833 |
1.618 |
2.766 |
2.618 |
2.657 |
4.250 |
2.479 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
3.013 |
3.031 |
PP |
3.005 |
3.027 |
S1 |
2.997 |
3.024 |
|