NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.989 |
2.852 |
-0.137 |
-4.6% |
2.904 |
| High |
2.989 |
2.955 |
-0.034 |
-1.1% |
3.194 |
| Low |
2.794 |
2.820 |
0.026 |
0.9% |
2.777 |
| Close |
2.803 |
2.906 |
0.103 |
3.7% |
3.016 |
| Range |
0.195 |
0.135 |
-0.060 |
-30.8% |
0.417 |
| ATR |
0.153 |
0.152 |
0.000 |
0.0% |
0.000 |
| Volume |
57,324 |
56,342 |
-982 |
-1.7% |
337,812 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.299 |
3.237 |
2.980 |
|
| R3 |
3.164 |
3.102 |
2.943 |
|
| R2 |
3.029 |
3.029 |
2.931 |
|
| R1 |
2.967 |
2.967 |
2.918 |
2.998 |
| PP |
2.894 |
2.894 |
2.894 |
2.909 |
| S1 |
2.832 |
2.832 |
2.894 |
2.863 |
| S2 |
2.759 |
2.759 |
2.881 |
|
| S3 |
2.624 |
2.697 |
2.869 |
|
| S4 |
2.489 |
2.562 |
2.832 |
|
|
| 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 |
13.8% |
0.198 |
6.8% |
28% |
False |
False |
70,657 |
| 10 |
3.194 |
2.777 |
0.417 |
14.3% |
0.162 |
5.6% |
31% |
False |
False |
59,326 |
| 20 |
3.218 |
2.777 |
0.441 |
15.2% |
0.151 |
5.2% |
29% |
False |
False |
46,383 |
| 40 |
3.823 |
2.777 |
1.046 |
36.0% |
0.127 |
4.4% |
12% |
False |
False |
39,322 |
| 60 |
3.895 |
2.777 |
1.118 |
38.5% |
0.116 |
4.0% |
12% |
False |
False |
37,575 |
| 80 |
3.910 |
2.777 |
1.133 |
39.0% |
0.103 |
3.5% |
11% |
False |
False |
31,441 |
| 100 |
3.944 |
2.777 |
1.167 |
40.2% |
0.095 |
3.3% |
11% |
False |
False |
27,486 |
| 120 |
3.944 |
2.777 |
1.167 |
40.2% |
0.089 |
3.1% |
11% |
False |
False |
24,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.529 |
|
2.618 |
3.308 |
|
1.618 |
3.173 |
|
1.000 |
3.090 |
|
0.618 |
3.038 |
|
HIGH |
2.955 |
|
0.618 |
2.903 |
|
0.500 |
2.888 |
|
0.382 |
2.872 |
|
LOW |
2.820 |
|
0.618 |
2.737 |
|
1.000 |
2.685 |
|
1.618 |
2.602 |
|
2.618 |
2.467 |
|
4.250 |
2.246 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.900 |
2.938 |
| PP |
2.894 |
2.927 |
| S1 |
2.888 |
2.917 |
|