NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.928 |
2.904 |
-0.024 |
-0.8% |
2.995 |
| High |
2.950 |
2.918 |
-0.032 |
-1.1% |
3.076 |
| Low |
2.869 |
2.777 |
-0.092 |
-3.2% |
2.779 |
| Close |
2.931 |
2.788 |
-0.143 |
-4.9% |
2.931 |
| Range |
0.081 |
0.141 |
0.060 |
74.1% |
0.297 |
| ATR |
0.128 |
0.130 |
0.002 |
1.5% |
0.000 |
| Volume |
50,287 |
48,563 |
-1,724 |
-3.4% |
226,924 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.251 |
3.160 |
2.866 |
|
| R3 |
3.110 |
3.019 |
2.827 |
|
| R2 |
2.969 |
2.969 |
2.814 |
|
| R1 |
2.878 |
2.878 |
2.801 |
2.853 |
| PP |
2.828 |
2.828 |
2.828 |
2.815 |
| S1 |
2.737 |
2.737 |
2.775 |
2.712 |
| S2 |
2.687 |
2.687 |
2.762 |
|
| S3 |
2.546 |
2.596 |
2.749 |
|
| S4 |
2.405 |
2.455 |
2.710 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.820 |
3.672 |
3.094 |
|
| R3 |
3.523 |
3.375 |
3.013 |
|
| R2 |
3.226 |
3.226 |
2.985 |
|
| R1 |
3.078 |
3.078 |
2.958 |
3.004 |
| PP |
2.929 |
2.929 |
2.929 |
2.891 |
| S1 |
2.781 |
2.781 |
2.904 |
2.707 |
| S2 |
2.632 |
2.632 |
2.877 |
|
| S3 |
2.335 |
2.484 |
2.849 |
|
| S4 |
2.038 |
2.187 |
2.768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.950 |
2.777 |
0.173 |
6.2% |
0.125 |
4.5% |
6% |
False |
True |
47,307 |
| 10 |
3.123 |
2.777 |
0.346 |
12.4% |
0.147 |
5.3% |
3% |
False |
True |
38,588 |
| 20 |
3.613 |
2.777 |
0.836 |
30.0% |
0.129 |
4.6% |
1% |
False |
True |
34,591 |
| 40 |
3.848 |
2.777 |
1.071 |
38.4% |
0.115 |
4.1% |
1% |
False |
True |
34,669 |
| 60 |
3.895 |
2.777 |
1.118 |
40.1% |
0.104 |
3.7% |
1% |
False |
True |
32,081 |
| 80 |
3.910 |
2.777 |
1.133 |
40.6% |
0.094 |
3.4% |
1% |
False |
True |
27,114 |
| 100 |
3.944 |
2.777 |
1.167 |
41.9% |
0.088 |
3.1% |
1% |
False |
True |
23,864 |
| 120 |
3.944 |
2.777 |
1.167 |
41.9% |
0.083 |
3.0% |
1% |
False |
True |
21,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.517 |
|
2.618 |
3.287 |
|
1.618 |
3.146 |
|
1.000 |
3.059 |
|
0.618 |
3.005 |
|
HIGH |
2.918 |
|
0.618 |
2.864 |
|
0.500 |
2.848 |
|
0.382 |
2.831 |
|
LOW |
2.777 |
|
0.618 |
2.690 |
|
1.000 |
2.636 |
|
1.618 |
2.549 |
|
2.618 |
2.408 |
|
4.250 |
2.178 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.848 |
2.864 |
| PP |
2.828 |
2.838 |
| S1 |
2.808 |
2.813 |
|