NYMEX Natural Gas Future April 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 |
2.904 |
2.802 |
-0.102 |
-3.5% |
2.995 |
| High |
2.918 |
2.922 |
0.004 |
0.1% |
3.076 |
| Low |
2.777 |
2.798 |
0.021 |
0.8% |
2.779 |
| Close |
2.788 |
2.898 |
0.110 |
3.9% |
2.931 |
| Range |
0.141 |
0.124 |
-0.017 |
-12.1% |
0.297 |
| ATR |
0.130 |
0.130 |
0.000 |
0.2% |
0.000 |
| Volume |
48,563 |
49,630 |
1,067 |
2.2% |
226,924 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.245 |
3.195 |
2.966 |
|
| R3 |
3.121 |
3.071 |
2.932 |
|
| R2 |
2.997 |
2.997 |
2.921 |
|
| R1 |
2.947 |
2.947 |
2.909 |
2.972 |
| PP |
2.873 |
2.873 |
2.873 |
2.885 |
| S1 |
2.823 |
2.823 |
2.887 |
2.848 |
| S2 |
2.749 |
2.749 |
2.875 |
|
| S3 |
2.625 |
2.699 |
2.864 |
|
| S4 |
2.501 |
2.575 |
2.830 |
|
|
| 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 |
6.0% |
0.127 |
4.4% |
70% |
False |
False |
47,995 |
| 10 |
3.102 |
2.777 |
0.325 |
11.2% |
0.147 |
5.1% |
37% |
False |
False |
42,260 |
| 20 |
3.613 |
2.777 |
0.836 |
28.8% |
0.131 |
4.5% |
14% |
False |
False |
35,363 |
| 40 |
3.848 |
2.777 |
1.071 |
37.0% |
0.115 |
4.0% |
11% |
False |
False |
35,263 |
| 60 |
3.895 |
2.777 |
1.118 |
38.6% |
0.105 |
3.6% |
11% |
False |
False |
32,739 |
| 80 |
3.910 |
2.777 |
1.133 |
39.1% |
0.094 |
3.2% |
11% |
False |
False |
27,599 |
| 100 |
3.944 |
2.777 |
1.167 |
40.3% |
0.088 |
3.0% |
10% |
False |
False |
24,307 |
| 120 |
3.944 |
2.777 |
1.167 |
40.3% |
0.084 |
2.9% |
10% |
False |
False |
21,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.449 |
|
2.618 |
3.247 |
|
1.618 |
3.123 |
|
1.000 |
3.046 |
|
0.618 |
2.999 |
|
HIGH |
2.922 |
|
0.618 |
2.875 |
|
0.500 |
2.860 |
|
0.382 |
2.845 |
|
LOW |
2.798 |
|
0.618 |
2.721 |
|
1.000 |
2.674 |
|
1.618 |
2.597 |
|
2.618 |
2.473 |
|
4.250 |
2.271 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.885 |
2.887 |
| PP |
2.873 |
2.875 |
| S1 |
2.860 |
2.864 |
|