NYMEX Natural Gas Future April 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 |
2.802 |
2.908 |
0.106 |
3.8% |
2.995 |
| High |
2.922 |
3.165 |
0.243 |
8.3% |
3.076 |
| Low |
2.798 |
2.893 |
0.095 |
3.4% |
2.779 |
| Close |
2.898 |
3.115 |
0.217 |
7.5% |
2.931 |
| Range |
0.124 |
0.272 |
0.148 |
119.4% |
0.297 |
| ATR |
0.130 |
0.140 |
0.010 |
7.8% |
0.000 |
| Volume |
49,630 |
48,559 |
-1,071 |
-2.2% |
226,924 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.874 |
3.766 |
3.265 |
|
| R3 |
3.602 |
3.494 |
3.190 |
|
| R2 |
3.330 |
3.330 |
3.165 |
|
| R1 |
3.222 |
3.222 |
3.140 |
3.276 |
| PP |
3.058 |
3.058 |
3.058 |
3.085 |
| S1 |
2.950 |
2.950 |
3.090 |
3.004 |
| S2 |
2.786 |
2.786 |
3.065 |
|
| S3 |
2.514 |
2.678 |
3.040 |
|
| S4 |
2.242 |
2.406 |
2.965 |
|
|
| 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 |
3.165 |
2.777 |
0.388 |
12.5% |
0.151 |
4.8% |
87% |
True |
False |
49,391 |
| 10 |
3.165 |
2.777 |
0.388 |
12.5% |
0.167 |
5.4% |
87% |
True |
False |
44,295 |
| 20 |
3.512 |
2.777 |
0.735 |
23.6% |
0.137 |
4.4% |
46% |
False |
False |
36,346 |
| 40 |
3.848 |
2.777 |
1.071 |
34.4% |
0.120 |
3.8% |
32% |
False |
False |
35,570 |
| 60 |
3.895 |
2.777 |
1.118 |
35.9% |
0.108 |
3.5% |
30% |
False |
False |
33,284 |
| 80 |
3.910 |
2.777 |
1.133 |
36.4% |
0.097 |
3.1% |
30% |
False |
False |
28,037 |
| 100 |
3.944 |
2.777 |
1.167 |
37.5% |
0.090 |
2.9% |
29% |
False |
False |
24,738 |
| 120 |
3.944 |
2.777 |
1.167 |
37.5% |
0.085 |
2.7% |
29% |
False |
False |
21,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.321 |
|
2.618 |
3.877 |
|
1.618 |
3.605 |
|
1.000 |
3.437 |
|
0.618 |
3.333 |
|
HIGH |
3.165 |
|
0.618 |
3.061 |
|
0.500 |
3.029 |
|
0.382 |
2.997 |
|
LOW |
2.893 |
|
0.618 |
2.725 |
|
1.000 |
2.621 |
|
1.618 |
2.453 |
|
2.618 |
2.181 |
|
4.250 |
1.737 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.086 |
3.067 |
| PP |
3.058 |
3.019 |
| S1 |
3.029 |
2.971 |
|