NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.908 |
3.140 |
0.232 |
8.0% |
2.995 |
| High |
3.165 |
3.194 |
0.029 |
0.9% |
3.076 |
| Low |
2.893 |
2.955 |
0.062 |
2.1% |
2.779 |
| Close |
3.115 |
3.036 |
-0.079 |
-2.5% |
2.931 |
| Range |
0.272 |
0.239 |
-0.033 |
-12.1% |
0.297 |
| ATR |
0.140 |
0.147 |
0.007 |
5.0% |
0.000 |
| Volume |
48,559 |
101,440 |
52,881 |
108.9% |
226,924 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.779 |
3.646 |
3.167 |
|
| R3 |
3.540 |
3.407 |
3.102 |
|
| R2 |
3.301 |
3.301 |
3.080 |
|
| R1 |
3.168 |
3.168 |
3.058 |
3.115 |
| PP |
3.062 |
3.062 |
3.062 |
3.035 |
| S1 |
2.929 |
2.929 |
3.014 |
2.876 |
| S2 |
2.823 |
2.823 |
2.992 |
|
| S3 |
2.584 |
2.690 |
2.970 |
|
| S4 |
2.345 |
2.451 |
2.905 |
|
|
| 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 |
3.194 |
2.777 |
0.417 |
13.7% |
0.171 |
5.6% |
62% |
True |
False |
59,695 |
| 10 |
3.194 |
2.777 |
0.417 |
13.7% |
0.172 |
5.7% |
62% |
True |
False |
52,028 |
| 20 |
3.500 |
2.777 |
0.723 |
23.8% |
0.143 |
4.7% |
36% |
False |
False |
40,078 |
| 40 |
3.848 |
2.777 |
1.071 |
35.3% |
0.124 |
4.1% |
24% |
False |
False |
37,489 |
| 60 |
3.895 |
2.777 |
1.118 |
36.8% |
0.111 |
3.7% |
23% |
False |
False |
34,787 |
| 80 |
3.910 |
2.777 |
1.133 |
37.3% |
0.099 |
3.3% |
23% |
False |
False |
29,209 |
| 100 |
3.944 |
2.777 |
1.167 |
38.4% |
0.092 |
3.0% |
22% |
False |
False |
25,669 |
| 120 |
3.944 |
2.777 |
1.167 |
38.4% |
0.087 |
2.9% |
22% |
False |
False |
22,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.210 |
|
2.618 |
3.820 |
|
1.618 |
3.581 |
|
1.000 |
3.433 |
|
0.618 |
3.342 |
|
HIGH |
3.194 |
|
0.618 |
3.103 |
|
0.500 |
3.075 |
|
0.382 |
3.046 |
|
LOW |
2.955 |
|
0.618 |
2.807 |
|
1.000 |
2.716 |
|
1.618 |
2.568 |
|
2.618 |
2.329 |
|
4.250 |
1.939 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.075 |
3.023 |
| PP |
3.062 |
3.009 |
| S1 |
3.049 |
2.996 |
|