NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.140 |
3.047 |
-0.093 |
-3.0% |
2.904 |
| High |
3.194 |
3.081 |
-0.113 |
-3.5% |
3.194 |
| Low |
2.955 |
2.933 |
-0.022 |
-0.7% |
2.777 |
| Close |
3.036 |
3.016 |
-0.020 |
-0.7% |
3.016 |
| Range |
0.239 |
0.148 |
-0.091 |
-38.1% |
0.417 |
| ATR |
0.147 |
0.147 |
0.000 |
0.0% |
0.000 |
| Volume |
101,440 |
89,620 |
-11,820 |
-11.7% |
337,812 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.454 |
3.383 |
3.097 |
|
| R3 |
3.306 |
3.235 |
3.057 |
|
| R2 |
3.158 |
3.158 |
3.043 |
|
| R1 |
3.087 |
3.087 |
3.030 |
3.049 |
| PP |
3.010 |
3.010 |
3.010 |
2.991 |
| S1 |
2.939 |
2.939 |
3.002 |
2.901 |
| S2 |
2.862 |
2.862 |
2.989 |
|
| S3 |
2.714 |
2.791 |
2.975 |
|
| S4 |
2.566 |
2.643 |
2.935 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.247 |
4.048 |
3.245 |
|
| R3 |
3.830 |
3.631 |
3.131 |
|
| R2 |
3.413 |
3.413 |
3.092 |
|
| R1 |
3.214 |
3.214 |
3.054 |
3.314 |
| PP |
2.996 |
2.996 |
2.996 |
3.045 |
| S1 |
2.797 |
2.797 |
2.978 |
2.897 |
| S2 |
2.579 |
2.579 |
2.940 |
|
| S3 |
2.162 |
2.380 |
2.901 |
|
| S4 |
1.745 |
1.963 |
2.787 |
|
|
| 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 |
13.8% |
0.185 |
6.1% |
57% |
False |
False |
67,562 |
| 10 |
3.194 |
2.777 |
0.417 |
13.8% |
0.165 |
5.5% |
57% |
False |
False |
56,473 |
| 20 |
3.500 |
2.777 |
0.723 |
24.0% |
0.148 |
4.9% |
33% |
False |
False |
43,343 |
| 40 |
3.848 |
2.777 |
1.071 |
35.5% |
0.125 |
4.1% |
22% |
False |
False |
38,836 |
| 60 |
3.895 |
2.777 |
1.118 |
37.1% |
0.113 |
3.7% |
21% |
False |
False |
36,111 |
| 80 |
3.910 |
2.777 |
1.133 |
37.6% |
0.100 |
3.3% |
21% |
False |
False |
30,231 |
| 100 |
3.944 |
2.777 |
1.167 |
38.7% |
0.093 |
3.1% |
20% |
False |
False |
26,517 |
| 120 |
3.944 |
2.777 |
1.167 |
38.7% |
0.087 |
2.9% |
20% |
False |
False |
23,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.710 |
|
2.618 |
3.468 |
|
1.618 |
3.320 |
|
1.000 |
3.229 |
|
0.618 |
3.172 |
|
HIGH |
3.081 |
|
0.618 |
3.024 |
|
0.500 |
3.007 |
|
0.382 |
2.990 |
|
LOW |
2.933 |
|
0.618 |
2.842 |
|
1.000 |
2.785 |
|
1.618 |
2.694 |
|
2.618 |
2.546 |
|
4.250 |
2.304 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.013 |
3.044 |
| PP |
3.010 |
3.034 |
| S1 |
3.007 |
3.025 |
|