NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.076 |
2.921 |
-0.155 |
-5.0% |
3.084 |
| High |
3.176 |
2.955 |
-0.221 |
-7.0% |
3.211 |
| Low |
2.875 |
2.811 |
-0.064 |
-2.2% |
2.805 |
| Close |
2.882 |
2.938 |
0.056 |
1.9% |
3.003 |
| Range |
0.301 |
0.144 |
-0.157 |
-52.2% |
0.406 |
| ATR |
0.195 |
0.192 |
-0.004 |
-1.9% |
0.000 |
| Volume |
141,783 |
111,338 |
-30,445 |
-21.5% |
385,531 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.280 |
3.017 |
|
| R3 |
3.189 |
3.136 |
2.978 |
|
| R2 |
3.045 |
3.045 |
2.964 |
|
| R1 |
2.992 |
2.992 |
2.951 |
3.019 |
| PP |
2.901 |
2.901 |
2.901 |
2.915 |
| S1 |
2.848 |
2.848 |
2.925 |
2.875 |
| S2 |
2.757 |
2.757 |
2.912 |
|
| S3 |
2.613 |
2.704 |
2.898 |
|
| S4 |
2.469 |
2.560 |
2.859 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.224 |
4.020 |
3.226 |
|
| R3 |
3.818 |
3.614 |
3.115 |
|
| R2 |
3.412 |
3.412 |
3.077 |
|
| R1 |
3.208 |
3.208 |
3.040 |
3.107 |
| PP |
3.006 |
3.006 |
3.006 |
2.956 |
| S1 |
2.802 |
2.802 |
2.966 |
2.701 |
| S2 |
2.600 |
2.600 |
2.929 |
|
| S3 |
2.194 |
2.396 |
2.891 |
|
| S4 |
1.788 |
1.990 |
2.780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.178 |
2.805 |
0.373 |
12.7% |
0.217 |
7.4% |
36% |
False |
False |
109,507 |
| 10 |
3.400 |
2.805 |
0.595 |
20.3% |
0.192 |
6.5% |
22% |
False |
False |
94,143 |
| 20 |
3.950 |
2.805 |
1.145 |
39.0% |
0.178 |
6.1% |
12% |
False |
False |
78,292 |
| 40 |
4.639 |
2.805 |
1.834 |
62.4% |
0.183 |
6.2% |
7% |
False |
False |
55,742 |
| 60 |
4.639 |
2.805 |
1.834 |
62.4% |
0.158 |
5.4% |
7% |
False |
False |
42,466 |
| 80 |
4.639 |
2.805 |
1.834 |
62.4% |
0.142 |
4.8% |
7% |
False |
False |
34,208 |
| 100 |
4.639 |
2.805 |
1.834 |
62.4% |
0.132 |
4.5% |
7% |
False |
False |
28,505 |
| 120 |
4.639 |
2.805 |
1.834 |
62.4% |
0.123 |
4.2% |
7% |
False |
False |
24,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.567 |
|
2.618 |
3.332 |
|
1.618 |
3.188 |
|
1.000 |
3.099 |
|
0.618 |
3.044 |
|
HIGH |
2.955 |
|
0.618 |
2.900 |
|
0.500 |
2.883 |
|
0.382 |
2.866 |
|
LOW |
2.811 |
|
0.618 |
2.722 |
|
1.000 |
2.667 |
|
1.618 |
2.578 |
|
2.618 |
2.434 |
|
4.250 |
2.199 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.920 |
2.991 |
| PP |
2.901 |
2.973 |
| S1 |
2.883 |
2.956 |
|