NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.096 |
3.044 |
-0.052 |
-1.7% |
3.033 |
| High |
3.152 |
3.054 |
-0.098 |
-3.1% |
3.264 |
| Low |
3.027 |
2.909 |
-0.118 |
-3.9% |
2.906 |
| Close |
3.102 |
2.917 |
-0.185 |
-6.0% |
3.102 |
| Range |
0.125 |
0.145 |
0.020 |
16.0% |
0.358 |
| ATR |
0.128 |
0.133 |
0.005 |
3.6% |
0.000 |
| Volume |
20,069 |
10,715 |
-9,354 |
-46.6% |
77,593 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.395 |
3.301 |
2.997 |
|
| R3 |
3.250 |
3.156 |
2.957 |
|
| R2 |
3.105 |
3.105 |
2.944 |
|
| R1 |
3.011 |
3.011 |
2.930 |
2.986 |
| PP |
2.960 |
2.960 |
2.960 |
2.947 |
| S1 |
2.866 |
2.866 |
2.904 |
2.841 |
| S2 |
2.815 |
2.815 |
2.890 |
|
| S3 |
2.670 |
2.721 |
2.877 |
|
| S4 |
2.525 |
2.576 |
2.837 |
|
|
| 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 |
2.909 |
0.355 |
12.2% |
0.160 |
5.5% |
2% |
False |
True |
15,157 |
| 10 |
3.264 |
2.906 |
0.358 |
12.3% |
0.136 |
4.7% |
3% |
False |
False |
11,877 |
| 20 |
3.464 |
2.906 |
0.558 |
19.1% |
0.128 |
4.4% |
2% |
False |
False |
7,710 |
| 40 |
3.812 |
2.906 |
0.906 |
31.1% |
0.103 |
3.5% |
1% |
False |
False |
5,733 |
| 60 |
3.900 |
2.906 |
0.994 |
34.1% |
0.091 |
3.1% |
1% |
False |
False |
4,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.670 |
|
2.618 |
3.434 |
|
1.618 |
3.289 |
|
1.000 |
3.199 |
|
0.618 |
3.144 |
|
HIGH |
3.054 |
|
0.618 |
2.999 |
|
0.500 |
2.982 |
|
0.382 |
2.964 |
|
LOW |
2.909 |
|
0.618 |
2.819 |
|
1.000 |
2.764 |
|
1.618 |
2.674 |
|
2.618 |
2.529 |
|
4.250 |
2.293 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.982 |
3.087 |
| PP |
2.960 |
3.030 |
| S1 |
2.939 |
2.974 |
|