NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.955 |
2.990 |
0.035 |
1.2% |
3.044 |
| High |
3.041 |
3.016 |
-0.025 |
-0.8% |
3.075 |
| Low |
2.955 |
2.937 |
-0.018 |
-0.6% |
2.888 |
| Close |
3.041 |
2.970 |
-0.071 |
-2.3% |
3.041 |
| Range |
0.086 |
0.079 |
-0.007 |
-8.1% |
0.187 |
| ATR |
0.133 |
0.131 |
-0.002 |
-1.6% |
0.000 |
| Volume |
12,829 |
8,733 |
-4,096 |
-31.9% |
48,200 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.211 |
3.170 |
3.013 |
|
| R3 |
3.132 |
3.091 |
2.992 |
|
| R2 |
3.053 |
3.053 |
2.984 |
|
| R1 |
3.012 |
3.012 |
2.977 |
2.993 |
| PP |
2.974 |
2.974 |
2.974 |
2.965 |
| S1 |
2.933 |
2.933 |
2.963 |
2.914 |
| S2 |
2.895 |
2.895 |
2.956 |
|
| S3 |
2.816 |
2.854 |
2.948 |
|
| S4 |
2.737 |
2.775 |
2.927 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.562 |
3.489 |
3.144 |
|
| R3 |
3.375 |
3.302 |
3.092 |
|
| R2 |
3.188 |
3.188 |
3.075 |
|
| R1 |
3.115 |
3.115 |
3.058 |
3.058 |
| PP |
3.001 |
3.001 |
3.001 |
2.973 |
| S1 |
2.928 |
2.928 |
3.024 |
2.871 |
| S2 |
2.814 |
2.814 |
3.007 |
|
| S3 |
2.627 |
2.741 |
2.990 |
|
| S4 |
2.440 |
2.554 |
2.938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.075 |
2.888 |
0.187 |
6.3% |
0.121 |
4.1% |
44% |
False |
False |
11,386 |
| 10 |
3.264 |
2.888 |
0.376 |
12.7% |
0.139 |
4.7% |
22% |
False |
False |
13,452 |
| 20 |
3.264 |
2.888 |
0.376 |
12.7% |
0.130 |
4.4% |
22% |
False |
False |
9,141 |
| 40 |
3.806 |
2.888 |
0.918 |
30.9% |
0.107 |
3.6% |
9% |
False |
False |
6,413 |
| 60 |
3.900 |
2.888 |
1.012 |
34.1% |
0.095 |
3.2% |
8% |
False |
False |
5,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.352 |
|
2.618 |
3.223 |
|
1.618 |
3.144 |
|
1.000 |
3.095 |
|
0.618 |
3.065 |
|
HIGH |
3.016 |
|
0.618 |
2.986 |
|
0.500 |
2.977 |
|
0.382 |
2.967 |
|
LOW |
2.937 |
|
0.618 |
2.888 |
|
1.000 |
2.858 |
|
1.618 |
2.809 |
|
2.618 |
2.730 |
|
4.250 |
2.601 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.977 |
2.982 |
| PP |
2.974 |
2.978 |
| S1 |
2.972 |
2.974 |
|