NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.849 |
2.850 |
0.001 |
0.0% |
2.989 |
| High |
2.901 |
2.929 |
0.028 |
1.0% |
2.989 |
| Low |
2.800 |
2.849 |
0.049 |
1.8% |
2.754 |
| Close |
2.836 |
2.913 |
0.077 |
2.7% |
2.923 |
| Range |
0.101 |
0.080 |
-0.021 |
-20.8% |
0.235 |
| ATR |
0.151 |
0.147 |
-0.004 |
-2.7% |
0.000 |
| Volume |
46,591 |
44,128 |
-2,463 |
-5.3% |
232,833 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.137 |
3.105 |
2.957 |
|
| R3 |
3.057 |
3.025 |
2.935 |
|
| R2 |
2.977 |
2.977 |
2.928 |
|
| R1 |
2.945 |
2.945 |
2.920 |
2.961 |
| PP |
2.897 |
2.897 |
2.897 |
2.905 |
| S1 |
2.865 |
2.865 |
2.906 |
2.881 |
| S2 |
2.817 |
2.817 |
2.898 |
|
| S3 |
2.737 |
2.785 |
2.891 |
|
| S4 |
2.657 |
2.705 |
2.869 |
|
|
| 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 |
2.967 |
2.754 |
0.213 |
7.3% |
0.128 |
4.4% |
75% |
False |
False |
53,245 |
| 10 |
3.194 |
2.754 |
0.440 |
15.1% |
0.162 |
5.5% |
36% |
False |
False |
61,280 |
| 20 |
3.194 |
2.754 |
0.440 |
15.1% |
0.154 |
5.3% |
36% |
False |
False |
49,934 |
| 40 |
3.753 |
2.754 |
0.999 |
34.3% |
0.130 |
4.5% |
16% |
False |
False |
40,826 |
| 60 |
3.895 |
2.754 |
1.141 |
39.2% |
0.119 |
4.1% |
14% |
False |
False |
39,890 |
| 80 |
3.895 |
2.754 |
1.141 |
39.2% |
0.106 |
3.6% |
14% |
False |
False |
33,331 |
| 100 |
3.910 |
2.754 |
1.156 |
39.7% |
0.097 |
3.3% |
14% |
False |
False |
29,077 |
| 120 |
3.944 |
2.754 |
1.190 |
40.9% |
0.091 |
3.1% |
13% |
False |
False |
25,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.269 |
|
2.618 |
3.138 |
|
1.618 |
3.058 |
|
1.000 |
3.009 |
|
0.618 |
2.978 |
|
HIGH |
2.929 |
|
0.618 |
2.898 |
|
0.500 |
2.889 |
|
0.382 |
2.880 |
|
LOW |
2.849 |
|
0.618 |
2.800 |
|
1.000 |
2.769 |
|
1.618 |
2.720 |
|
2.618 |
2.640 |
|
4.250 |
2.509 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.905 |
2.897 |
| PP |
2.897 |
2.881 |
| S1 |
2.889 |
2.865 |
|