NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.958 |
3.075 |
0.117 |
4.0% |
3.033 |
| High |
3.051 |
3.075 |
0.024 |
0.8% |
3.264 |
| Low |
2.942 |
2.888 |
-0.054 |
-1.8% |
2.906 |
| Close |
3.021 |
2.950 |
-0.071 |
-2.4% |
3.102 |
| Range |
0.109 |
0.187 |
0.078 |
71.6% |
0.358 |
| ATR |
0.133 |
0.137 |
0.004 |
2.9% |
0.000 |
| Volume |
13,595 |
11,061 |
-2,534 |
-18.6% |
77,593 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.532 |
3.428 |
3.053 |
|
| R3 |
3.345 |
3.241 |
3.001 |
|
| R2 |
3.158 |
3.158 |
2.984 |
|
| R1 |
3.054 |
3.054 |
2.967 |
3.013 |
| PP |
2.971 |
2.971 |
2.971 |
2.950 |
| S1 |
2.867 |
2.867 |
2.933 |
2.826 |
| S2 |
2.784 |
2.784 |
2.916 |
|
| S3 |
2.597 |
2.680 |
2.899 |
|
| S4 |
2.410 |
2.493 |
2.847 |
|
|
| 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 |
2.888 |
0.376 |
12.7% |
0.155 |
5.3% |
16% |
False |
True |
14,341 |
| 10 |
3.264 |
2.888 |
0.376 |
12.7% |
0.143 |
4.8% |
16% |
False |
True |
13,211 |
| 20 |
3.264 |
2.888 |
0.376 |
12.7% |
0.131 |
4.4% |
16% |
False |
True |
8,534 |
| 40 |
3.806 |
2.888 |
0.918 |
31.1% |
0.107 |
3.6% |
7% |
False |
True |
6,087 |
| 60 |
3.900 |
2.888 |
1.012 |
34.3% |
0.095 |
3.2% |
6% |
False |
True |
5,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.870 |
|
2.618 |
3.565 |
|
1.618 |
3.378 |
|
1.000 |
3.262 |
|
0.618 |
3.191 |
|
HIGH |
3.075 |
|
0.618 |
3.004 |
|
0.500 |
2.982 |
|
0.382 |
2.959 |
|
LOW |
2.888 |
|
0.618 |
2.772 |
|
1.000 |
2.701 |
|
1.618 |
2.585 |
|
2.618 |
2.398 |
|
4.250 |
2.093 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.982 |
2.982 |
| PP |
2.971 |
2.971 |
| S1 |
2.961 |
2.961 |
|