NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.816 |
2.849 |
0.033 |
1.2% |
2.989 |
| High |
2.925 |
2.901 |
-0.024 |
-0.8% |
2.989 |
| Low |
2.816 |
2.800 |
-0.016 |
-0.6% |
2.754 |
| Close |
2.923 |
2.836 |
-0.087 |
-3.0% |
2.923 |
| Range |
0.109 |
0.101 |
-0.008 |
-7.3% |
0.235 |
| ATR |
0.153 |
0.151 |
-0.002 |
-1.4% |
0.000 |
| Volume |
60,755 |
46,591 |
-14,164 |
-23.3% |
232,833 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.149 |
3.093 |
2.892 |
|
| R3 |
3.048 |
2.992 |
2.864 |
|
| R2 |
2.947 |
2.947 |
2.855 |
|
| R1 |
2.891 |
2.891 |
2.845 |
2.869 |
| PP |
2.846 |
2.846 |
2.846 |
2.834 |
| S1 |
2.790 |
2.790 |
2.827 |
2.768 |
| S2 |
2.745 |
2.745 |
2.817 |
|
| S3 |
2.644 |
2.689 |
2.808 |
|
| S4 |
2.543 |
2.588 |
2.780 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.594 |
3.493 |
3.052 |
|
| R3 |
3.359 |
3.258 |
2.988 |
|
| R2 |
3.124 |
3.124 |
2.966 |
|
| R1 |
3.023 |
3.023 |
2.945 |
2.956 |
| PP |
2.889 |
2.889 |
2.889 |
2.855 |
| S1 |
2.788 |
2.788 |
2.901 |
2.721 |
| S2 |
2.654 |
2.654 |
2.880 |
|
| S3 |
2.419 |
2.553 |
2.858 |
|
| S4 |
2.184 |
2.318 |
2.794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.989 |
2.754 |
0.235 |
8.3% |
0.151 |
5.3% |
35% |
False |
False |
55,884 |
| 10 |
3.194 |
2.754 |
0.440 |
15.5% |
0.168 |
5.9% |
19% |
False |
False |
61,723 |
| 20 |
3.194 |
2.754 |
0.440 |
15.5% |
0.155 |
5.5% |
19% |
False |
False |
48,871 |
| 40 |
3.820 |
2.754 |
1.066 |
37.6% |
0.130 |
4.6% |
8% |
False |
False |
40,463 |
| 60 |
3.895 |
2.754 |
1.141 |
40.2% |
0.120 |
4.2% |
7% |
False |
False |
39,540 |
| 80 |
3.901 |
2.754 |
1.147 |
40.4% |
0.106 |
3.7% |
7% |
False |
False |
32,989 |
| 100 |
3.910 |
2.754 |
1.156 |
40.8% |
0.097 |
3.4% |
7% |
False |
False |
28,783 |
| 120 |
3.944 |
2.754 |
1.190 |
42.0% |
0.091 |
3.2% |
7% |
False |
False |
25,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.330 |
|
2.618 |
3.165 |
|
1.618 |
3.064 |
|
1.000 |
3.002 |
|
0.618 |
2.963 |
|
HIGH |
2.901 |
|
0.618 |
2.862 |
|
0.500 |
2.851 |
|
0.382 |
2.839 |
|
LOW |
2.800 |
|
0.618 |
2.738 |
|
1.000 |
2.699 |
|
1.618 |
2.637 |
|
2.618 |
2.536 |
|
4.250 |
2.371 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.851 |
2.861 |
| PP |
2.846 |
2.852 |
| S1 |
2.841 |
2.844 |
|