NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.958 |
2.845 |
-0.113 |
-3.8% |
2.954 |
| High |
2.982 |
2.948 |
-0.034 |
-1.1% |
2.982 |
| Low |
2.783 |
2.845 |
0.062 |
2.2% |
2.783 |
| Close |
2.845 |
2.946 |
0.101 |
3.6% |
2.946 |
| Range |
0.199 |
0.103 |
-0.096 |
-48.2% |
0.199 |
| ATR |
0.147 |
0.144 |
-0.003 |
-2.1% |
0.000 |
| Volume |
29,118 |
32,038 |
2,920 |
10.0% |
116,505 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.222 |
3.187 |
3.003 |
|
| R3 |
3.119 |
3.084 |
2.974 |
|
| R2 |
3.016 |
3.016 |
2.965 |
|
| R1 |
2.981 |
2.981 |
2.955 |
2.999 |
| PP |
2.913 |
2.913 |
2.913 |
2.922 |
| S1 |
2.878 |
2.878 |
2.937 |
2.896 |
| S2 |
2.810 |
2.810 |
2.927 |
|
| S3 |
2.707 |
2.775 |
2.918 |
|
| S4 |
2.604 |
2.672 |
2.889 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.501 |
3.422 |
3.055 |
|
| R3 |
3.302 |
3.223 |
3.001 |
|
| R2 |
3.103 |
3.103 |
2.982 |
|
| R1 |
3.024 |
3.024 |
2.964 |
2.964 |
| PP |
2.904 |
2.904 |
2.904 |
2.874 |
| S1 |
2.825 |
2.825 |
2.928 |
2.765 |
| S2 |
2.705 |
2.705 |
2.910 |
|
| S3 |
2.506 |
2.626 |
2.891 |
|
| S4 |
2.307 |
2.427 |
2.837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.080 |
2.783 |
0.297 |
10.1% |
0.142 |
4.8% |
55% |
False |
False |
31,733 |
| 10 |
3.200 |
2.783 |
0.417 |
14.2% |
0.150 |
5.1% |
39% |
False |
False |
29,827 |
| 20 |
3.200 |
2.783 |
0.417 |
14.2% |
0.144 |
4.9% |
39% |
False |
False |
23,054 |
| 40 |
3.775 |
2.783 |
0.992 |
33.7% |
0.118 |
4.0% |
16% |
False |
False |
18,360 |
| 60 |
3.853 |
2.783 |
1.070 |
36.3% |
0.108 |
3.7% |
15% |
False |
False |
16,494 |
| 80 |
3.867 |
2.783 |
1.084 |
36.8% |
0.096 |
3.3% |
15% |
False |
False |
13,666 |
| 100 |
3.883 |
2.783 |
1.100 |
37.3% |
0.088 |
3.0% |
15% |
False |
False |
11,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.386 |
|
2.618 |
3.218 |
|
1.618 |
3.115 |
|
1.000 |
3.051 |
|
0.618 |
3.012 |
|
HIGH |
2.948 |
|
0.618 |
2.909 |
|
0.500 |
2.897 |
|
0.382 |
2.884 |
|
LOW |
2.845 |
|
0.618 |
2.781 |
|
1.000 |
2.742 |
|
1.618 |
2.678 |
|
2.618 |
2.575 |
|
4.250 |
2.407 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.930 |
2.925 |
| PP |
2.913 |
2.904 |
| S1 |
2.897 |
2.883 |
|