NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.921 |
2.949 |
0.028 |
1.0% |
3.084 |
| High |
2.955 |
3.012 |
0.057 |
1.9% |
3.211 |
| Low |
2.811 |
2.825 |
0.014 |
0.5% |
2.805 |
| Close |
2.938 |
2.871 |
-0.067 |
-2.3% |
3.003 |
| Range |
0.144 |
0.187 |
0.043 |
29.9% |
0.406 |
| ATR |
0.192 |
0.191 |
0.000 |
-0.2% |
0.000 |
| Volume |
111,338 |
134,826 |
23,488 |
21.1% |
385,531 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.464 |
3.354 |
2.974 |
|
| R3 |
3.277 |
3.167 |
2.922 |
|
| R2 |
3.090 |
3.090 |
2.905 |
|
| R1 |
2.980 |
2.980 |
2.888 |
2.942 |
| PP |
2.903 |
2.903 |
2.903 |
2.883 |
| S1 |
2.793 |
2.793 |
2.854 |
2.755 |
| S2 |
2.716 |
2.716 |
2.837 |
|
| S3 |
2.529 |
2.606 |
2.820 |
|
| S4 |
2.342 |
2.419 |
2.768 |
|
|
| 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 |
3.176 |
2.805 |
0.371 |
12.9% |
0.234 |
8.2% |
18% |
False |
False |
122,529 |
| 10 |
3.274 |
2.805 |
0.469 |
16.3% |
0.187 |
6.5% |
14% |
False |
False |
95,804 |
| 20 |
3.950 |
2.805 |
1.145 |
39.9% |
0.178 |
6.2% |
6% |
False |
False |
82,542 |
| 40 |
4.639 |
2.805 |
1.834 |
63.9% |
0.183 |
6.4% |
4% |
False |
False |
57,741 |
| 60 |
4.639 |
2.805 |
1.834 |
63.9% |
0.161 |
5.6% |
4% |
False |
False |
44,469 |
| 80 |
4.639 |
2.805 |
1.834 |
63.9% |
0.144 |
5.0% |
4% |
False |
False |
35,748 |
| 100 |
4.639 |
2.805 |
1.834 |
63.9% |
0.132 |
4.6% |
4% |
False |
False |
29,812 |
| 120 |
4.639 |
2.805 |
1.834 |
63.9% |
0.123 |
4.3% |
4% |
False |
False |
25,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.807 |
|
2.618 |
3.502 |
|
1.618 |
3.315 |
|
1.000 |
3.199 |
|
0.618 |
3.128 |
|
HIGH |
3.012 |
|
0.618 |
2.941 |
|
0.500 |
2.919 |
|
0.382 |
2.896 |
|
LOW |
2.825 |
|
0.618 |
2.709 |
|
1.000 |
2.638 |
|
1.618 |
2.522 |
|
2.618 |
2.335 |
|
4.250 |
2.030 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.919 |
2.994 |
| PP |
2.903 |
2.953 |
| S1 |
2.887 |
2.912 |
|