NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.834 |
2.921 |
0.087 |
3.1% |
3.020 |
| High |
2.939 |
3.167 |
0.228 |
7.8% |
3.085 |
| Low |
2.822 |
2.921 |
0.099 |
3.5% |
2.798 |
| Close |
2.916 |
3.120 |
0.204 |
7.0% |
2.948 |
| Range |
0.117 |
0.246 |
0.129 |
110.3% |
0.287 |
| ATR |
0.123 |
0.132 |
0.009 |
7.5% |
0.000 |
| Volume |
25,789 |
21,829 |
-3,960 |
-15.4% |
111,894 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.807 |
3.710 |
3.255 |
|
| R3 |
3.561 |
3.464 |
3.188 |
|
| R2 |
3.315 |
3.315 |
3.165 |
|
| R1 |
3.218 |
3.218 |
3.143 |
3.267 |
| PP |
3.069 |
3.069 |
3.069 |
3.094 |
| S1 |
2.972 |
2.972 |
3.097 |
3.021 |
| S2 |
2.823 |
2.823 |
3.075 |
|
| S3 |
2.577 |
2.726 |
3.052 |
|
| S4 |
2.331 |
2.480 |
2.985 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.805 |
3.663 |
3.106 |
|
| R3 |
3.518 |
3.376 |
3.027 |
|
| R2 |
3.231 |
3.231 |
3.001 |
|
| R1 |
3.089 |
3.089 |
2.974 |
3.017 |
| PP |
2.944 |
2.944 |
2.944 |
2.907 |
| S1 |
2.802 |
2.802 |
2.922 |
2.730 |
| S2 |
2.657 |
2.657 |
2.895 |
|
| S3 |
2.370 |
2.515 |
2.869 |
|
| S4 |
2.083 |
2.228 |
2.790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.167 |
2.799 |
0.368 |
11.8% |
0.137 |
4.4% |
87% |
True |
False |
23,444 |
| 10 |
3.167 |
2.798 |
0.369 |
11.8% |
0.155 |
5.0% |
87% |
True |
False |
20,906 |
| 20 |
3.498 |
2.798 |
0.700 |
22.4% |
0.127 |
4.1% |
46% |
False |
False |
16,964 |
| 40 |
3.782 |
2.798 |
0.984 |
31.5% |
0.109 |
3.5% |
33% |
False |
False |
15,547 |
| 60 |
3.853 |
2.798 |
1.055 |
33.8% |
0.098 |
3.2% |
31% |
False |
False |
13,612 |
| 80 |
3.880 |
2.798 |
1.082 |
34.7% |
0.089 |
2.8% |
30% |
False |
False |
11,365 |
| 100 |
3.885 |
2.798 |
1.087 |
34.8% |
0.081 |
2.6% |
30% |
False |
False |
9,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.213 |
|
2.618 |
3.811 |
|
1.618 |
3.565 |
|
1.000 |
3.413 |
|
0.618 |
3.319 |
|
HIGH |
3.167 |
|
0.618 |
3.073 |
|
0.500 |
3.044 |
|
0.382 |
3.015 |
|
LOW |
2.921 |
|
0.618 |
2.769 |
|
1.000 |
2.675 |
|
1.618 |
2.523 |
|
2.618 |
2.277 |
|
4.250 |
1.876 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.095 |
3.074 |
| PP |
3.069 |
3.029 |
| S1 |
3.044 |
2.983 |
|