NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.990 |
2.998 |
0.008 |
0.3% |
3.044 |
| High |
3.016 |
3.045 |
0.029 |
1.0% |
3.075 |
| Low |
2.937 |
2.989 |
0.052 |
1.8% |
2.888 |
| Close |
2.970 |
3.035 |
0.065 |
2.2% |
3.041 |
| Range |
0.079 |
0.056 |
-0.023 |
-29.1% |
0.187 |
| ATR |
0.131 |
0.127 |
-0.004 |
-3.1% |
0.000 |
| Volume |
8,733 |
8,888 |
155 |
1.8% |
48,200 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.191 |
3.169 |
3.066 |
|
| R3 |
3.135 |
3.113 |
3.050 |
|
| R2 |
3.079 |
3.079 |
3.045 |
|
| R1 |
3.057 |
3.057 |
3.040 |
3.068 |
| PP |
3.023 |
3.023 |
3.023 |
3.029 |
| S1 |
3.001 |
3.001 |
3.030 |
3.012 |
| S2 |
2.967 |
2.967 |
3.025 |
|
| S3 |
2.911 |
2.945 |
3.020 |
|
| S4 |
2.855 |
2.889 |
3.004 |
|
|
| 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 |
6.2% |
0.103 |
3.4% |
79% |
False |
False |
11,021 |
| 10 |
3.264 |
2.888 |
0.376 |
12.4% |
0.132 |
4.3% |
39% |
False |
False |
13,089 |
| 20 |
3.264 |
2.888 |
0.376 |
12.4% |
0.130 |
4.3% |
39% |
False |
False |
9,437 |
| 40 |
3.732 |
2.888 |
0.844 |
27.8% |
0.106 |
3.5% |
17% |
False |
False |
6,560 |
| 60 |
3.900 |
2.888 |
1.012 |
33.3% |
0.095 |
3.1% |
15% |
False |
False |
5,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.283 |
|
2.618 |
3.192 |
|
1.618 |
3.136 |
|
1.000 |
3.101 |
|
0.618 |
3.080 |
|
HIGH |
3.045 |
|
0.618 |
3.024 |
|
0.500 |
3.017 |
|
0.382 |
3.010 |
|
LOW |
2.989 |
|
0.618 |
2.954 |
|
1.000 |
2.933 |
|
1.618 |
2.898 |
|
2.618 |
2.842 |
|
4.250 |
2.751 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.029 |
3.020 |
| PP |
3.023 |
3.006 |
| S1 |
3.017 |
2.991 |
|