NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.047 |
2.989 |
-0.058 |
-1.9% |
2.904 |
| High |
3.081 |
2.989 |
-0.092 |
-3.0% |
3.194 |
| Low |
2.933 |
2.794 |
-0.139 |
-4.7% |
2.777 |
| Close |
3.016 |
2.803 |
-0.213 |
-7.1% |
3.016 |
| Range |
0.148 |
0.195 |
0.047 |
31.8% |
0.417 |
| ATR |
0.147 |
0.153 |
0.005 |
3.6% |
0.000 |
| Volume |
89,620 |
57,324 |
-32,296 |
-36.0% |
337,812 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.447 |
3.320 |
2.910 |
|
| R3 |
3.252 |
3.125 |
2.857 |
|
| R2 |
3.057 |
3.057 |
2.839 |
|
| R1 |
2.930 |
2.930 |
2.821 |
2.896 |
| PP |
2.862 |
2.862 |
2.862 |
2.845 |
| S1 |
2.735 |
2.735 |
2.785 |
2.701 |
| S2 |
2.667 |
2.667 |
2.767 |
|
| S3 |
2.472 |
2.540 |
2.749 |
|
| S4 |
2.277 |
2.345 |
2.696 |
|
|
| 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 |
2.794 |
0.400 |
14.3% |
0.196 |
7.0% |
2% |
False |
True |
69,314 |
| 10 |
3.194 |
2.777 |
0.417 |
14.9% |
0.160 |
5.7% |
6% |
False |
False |
58,311 |
| 20 |
3.426 |
2.777 |
0.649 |
23.2% |
0.152 |
5.4% |
4% |
False |
False |
45,222 |
| 40 |
3.848 |
2.777 |
1.071 |
38.2% |
0.127 |
4.5% |
2% |
False |
False |
39,401 |
| 60 |
3.895 |
2.777 |
1.118 |
39.9% |
0.115 |
4.1% |
2% |
False |
False |
36,848 |
| 80 |
3.910 |
2.777 |
1.133 |
40.4% |
0.102 |
3.6% |
2% |
False |
False |
30,859 |
| 100 |
3.944 |
2.777 |
1.167 |
41.6% |
0.094 |
3.4% |
2% |
False |
False |
27,008 |
| 120 |
3.944 |
2.777 |
1.167 |
41.6% |
0.089 |
3.2% |
2% |
False |
False |
23,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.818 |
|
2.618 |
3.500 |
|
1.618 |
3.305 |
|
1.000 |
3.184 |
|
0.618 |
3.110 |
|
HIGH |
2.989 |
|
0.618 |
2.915 |
|
0.500 |
2.892 |
|
0.382 |
2.868 |
|
LOW |
2.794 |
|
0.618 |
2.673 |
|
1.000 |
2.599 |
|
1.618 |
2.478 |
|
2.618 |
2.283 |
|
4.250 |
1.965 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.892 |
2.994 |
| PP |
2.862 |
2.930 |
| S1 |
2.833 |
2.867 |
|