NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.852 |
2.929 |
0.077 |
2.7% |
2.904 |
| High |
2.955 |
2.967 |
0.012 |
0.4% |
3.194 |
| Low |
2.820 |
2.754 |
-0.066 |
-2.3% |
2.777 |
| Close |
2.906 |
2.817 |
-0.089 |
-3.1% |
3.016 |
| Range |
0.135 |
0.213 |
0.078 |
57.8% |
0.417 |
| ATR |
0.152 |
0.157 |
0.004 |
2.8% |
0.000 |
| Volume |
56,342 |
58,412 |
2,070 |
3.7% |
337,812 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.485 |
3.364 |
2.934 |
|
| R3 |
3.272 |
3.151 |
2.876 |
|
| R2 |
3.059 |
3.059 |
2.856 |
|
| R1 |
2.938 |
2.938 |
2.837 |
2.892 |
| PP |
2.846 |
2.846 |
2.846 |
2.823 |
| S1 |
2.725 |
2.725 |
2.797 |
2.679 |
| S2 |
2.633 |
2.633 |
2.778 |
|
| S3 |
2.420 |
2.512 |
2.758 |
|
| S4 |
2.207 |
2.299 |
2.700 |
|
|
| 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 |
2.754 |
0.440 |
15.6% |
0.186 |
6.6% |
14% |
False |
True |
72,627 |
| 10 |
3.194 |
2.754 |
0.440 |
15.6% |
0.168 |
6.0% |
14% |
False |
True |
61,009 |
| 20 |
3.194 |
2.754 |
0.440 |
15.6% |
0.155 |
5.5% |
14% |
False |
True |
47,205 |
| 40 |
3.820 |
2.754 |
1.066 |
37.8% |
0.130 |
4.6% |
6% |
False |
True |
39,398 |
| 60 |
3.895 |
2.754 |
1.141 |
40.5% |
0.119 |
4.2% |
6% |
False |
True |
38,226 |
| 80 |
3.910 |
2.754 |
1.156 |
41.0% |
0.105 |
3.7% |
5% |
False |
True |
32,004 |
| 100 |
3.910 |
2.754 |
1.156 |
41.0% |
0.096 |
3.4% |
5% |
False |
True |
27,927 |
| 120 |
3.944 |
2.754 |
1.190 |
42.2% |
0.090 |
3.2% |
5% |
False |
True |
24,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.872 |
|
2.618 |
3.525 |
|
1.618 |
3.312 |
|
1.000 |
3.180 |
|
0.618 |
3.099 |
|
HIGH |
2.967 |
|
0.618 |
2.886 |
|
0.500 |
2.861 |
|
0.382 |
2.835 |
|
LOW |
2.754 |
|
0.618 |
2.622 |
|
1.000 |
2.541 |
|
1.618 |
2.409 |
|
2.618 |
2.196 |
|
4.250 |
1.849 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.861 |
2.872 |
| PP |
2.846 |
2.853 |
| S1 |
2.832 |
2.835 |
|