NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.044 |
2.958 |
-0.086 |
-2.8% |
3.033 |
| High |
3.054 |
3.051 |
-0.003 |
-0.1% |
3.264 |
| Low |
2.909 |
2.942 |
0.033 |
1.1% |
2.906 |
| Close |
2.917 |
3.021 |
0.104 |
3.6% |
3.102 |
| Range |
0.145 |
0.109 |
-0.036 |
-24.8% |
0.358 |
| ATR |
0.133 |
0.133 |
0.000 |
0.1% |
0.000 |
| Volume |
10,715 |
13,595 |
2,880 |
26.9% |
77,593 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.332 |
3.285 |
3.081 |
|
| R3 |
3.223 |
3.176 |
3.051 |
|
| R2 |
3.114 |
3.114 |
3.041 |
|
| R1 |
3.067 |
3.067 |
3.031 |
3.091 |
| PP |
3.005 |
3.005 |
3.005 |
3.016 |
| S1 |
2.958 |
2.958 |
3.011 |
2.982 |
| S2 |
2.896 |
2.896 |
3.001 |
|
| S3 |
2.787 |
2.849 |
2.991 |
|
| S4 |
2.678 |
2.740 |
2.961 |
|
|
| 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 |
11.8% |
0.161 |
5.3% |
32% |
False |
False |
14,629 |
| 10 |
3.264 |
2.906 |
0.358 |
11.9% |
0.138 |
4.6% |
32% |
False |
False |
12,644 |
| 20 |
3.292 |
2.906 |
0.386 |
12.8% |
0.127 |
4.2% |
30% |
False |
False |
8,202 |
| 40 |
3.806 |
2.906 |
0.900 |
29.8% |
0.104 |
3.4% |
13% |
False |
False |
5,990 |
| 60 |
3.900 |
2.906 |
0.994 |
32.9% |
0.092 |
3.1% |
12% |
False |
False |
4,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.514 |
|
2.618 |
3.336 |
|
1.618 |
3.227 |
|
1.000 |
3.160 |
|
0.618 |
3.118 |
|
HIGH |
3.051 |
|
0.618 |
3.009 |
|
0.500 |
2.997 |
|
0.382 |
2.984 |
|
LOW |
2.942 |
|
0.618 |
2.875 |
|
1.000 |
2.833 |
|
1.618 |
2.766 |
|
2.618 |
2.657 |
|
4.250 |
2.479 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.013 |
3.031 |
| PP |
3.005 |
3.027 |
| S1 |
2.997 |
3.024 |
|