NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.225 |
3.096 |
-0.129 |
-4.0% |
3.033 |
| High |
3.264 |
3.152 |
-0.112 |
-3.4% |
3.264 |
| Low |
3.053 |
3.027 |
-0.026 |
-0.9% |
2.906 |
| Close |
3.121 |
3.102 |
-0.019 |
-0.6% |
3.102 |
| Range |
0.211 |
0.125 |
-0.086 |
-40.8% |
0.358 |
| ATR |
0.128 |
0.128 |
0.000 |
-0.2% |
0.000 |
| Volume |
16,268 |
20,069 |
3,801 |
23.4% |
77,593 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.469 |
3.410 |
3.171 |
|
| R3 |
3.344 |
3.285 |
3.136 |
|
| R2 |
3.219 |
3.219 |
3.125 |
|
| R1 |
3.160 |
3.160 |
3.113 |
3.190 |
| PP |
3.094 |
3.094 |
3.094 |
3.108 |
| S1 |
3.035 |
3.035 |
3.091 |
3.065 |
| S2 |
2.969 |
2.969 |
3.079 |
|
| S3 |
2.844 |
2.910 |
3.068 |
|
| S4 |
2.719 |
2.785 |
3.033 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.165 |
3.991 |
3.299 |
|
| R3 |
3.807 |
3.633 |
3.200 |
|
| R2 |
3.449 |
3.449 |
3.168 |
|
| R1 |
3.275 |
3.275 |
3.135 |
3.362 |
| PP |
3.091 |
3.091 |
3.091 |
3.134 |
| S1 |
2.917 |
2.917 |
3.069 |
3.004 |
| S2 |
2.733 |
2.733 |
3.036 |
|
| S3 |
2.375 |
2.559 |
3.004 |
|
| S4 |
2.017 |
2.201 |
2.905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.264 |
2.906 |
0.358 |
11.5% |
0.157 |
5.1% |
55% |
False |
False |
15,518 |
| 10 |
3.264 |
2.906 |
0.358 |
11.5% |
0.144 |
4.6% |
55% |
False |
False |
11,089 |
| 20 |
3.541 |
2.906 |
0.635 |
20.5% |
0.125 |
4.0% |
31% |
False |
False |
7,317 |
| 40 |
3.812 |
2.906 |
0.906 |
29.2% |
0.101 |
3.3% |
22% |
False |
False |
5,527 |
| 60 |
3.900 |
2.906 |
0.994 |
32.0% |
0.089 |
2.9% |
20% |
False |
False |
4,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.683 |
|
2.618 |
3.479 |
|
1.618 |
3.354 |
|
1.000 |
3.277 |
|
0.618 |
3.229 |
|
HIGH |
3.152 |
|
0.618 |
3.104 |
|
0.500 |
3.090 |
|
0.382 |
3.075 |
|
LOW |
3.027 |
|
0.618 |
2.950 |
|
1.000 |
2.902 |
|
1.618 |
2.825 |
|
2.618 |
2.700 |
|
4.250 |
2.496 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.098 |
3.145 |
| PP |
3.094 |
3.130 |
| S1 |
3.090 |
3.116 |
|