NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.954 |
3.301 |
0.347 |
11.7% |
3.076 |
| High |
3.337 |
3.352 |
0.015 |
0.4% |
3.176 |
| Low |
2.932 |
3.057 |
0.125 |
4.3% |
2.811 |
| Close |
3.233 |
3.158 |
-0.075 |
-2.3% |
2.946 |
| Range |
0.405 |
0.295 |
-0.110 |
-27.2% |
0.365 |
| ATR |
0.197 |
0.204 |
0.007 |
3.6% |
0.000 |
| Volume |
233,230 |
219,151 |
-14,079 |
-6.0% |
643,077 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
3.911 |
3.320 |
|
| R3 |
3.779 |
3.616 |
3.239 |
|
| R2 |
3.484 |
3.484 |
3.212 |
|
| R1 |
3.321 |
3.321 |
3.185 |
3.255 |
| PP |
3.189 |
3.189 |
3.189 |
3.156 |
| S1 |
3.026 |
3.026 |
3.131 |
2.960 |
| S2 |
2.894 |
2.894 |
3.104 |
|
| S3 |
2.599 |
2.731 |
3.077 |
|
| S4 |
2.304 |
2.436 |
2.996 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.073 |
3.874 |
3.147 |
|
| R3 |
3.708 |
3.509 |
3.046 |
|
| R2 |
3.343 |
3.343 |
3.013 |
|
| R1 |
3.144 |
3.144 |
2.979 |
3.061 |
| PP |
2.978 |
2.978 |
2.978 |
2.936 |
| S1 |
2.779 |
2.779 |
2.913 |
2.696 |
| S2 |
2.613 |
2.613 |
2.879 |
|
| S3 |
2.248 |
2.414 |
2.846 |
|
| S4 |
1.883 |
2.049 |
2.745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.352 |
2.783 |
0.569 |
18.0% |
0.226 |
7.2% |
66% |
True |
False |
165,604 |
| 10 |
3.352 |
2.783 |
0.569 |
18.0% |
0.220 |
7.0% |
66% |
True |
False |
147,289 |
| 20 |
3.823 |
2.783 |
1.040 |
32.9% |
0.193 |
6.1% |
36% |
False |
False |
112,697 |
| 40 |
4.639 |
2.783 |
1.856 |
58.8% |
0.189 |
6.0% |
20% |
False |
False |
78,012 |
| 60 |
4.639 |
2.783 |
1.856 |
58.8% |
0.172 |
5.4% |
20% |
False |
False |
59,759 |
| 80 |
4.639 |
2.783 |
1.856 |
58.8% |
0.153 |
4.8% |
20% |
False |
False |
47,379 |
| 100 |
4.639 |
2.783 |
1.856 |
58.8% |
0.140 |
4.4% |
20% |
False |
False |
39,323 |
| 120 |
4.639 |
2.783 |
1.856 |
58.8% |
0.131 |
4.1% |
20% |
False |
False |
33,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.606 |
|
2.618 |
4.124 |
|
1.618 |
3.829 |
|
1.000 |
3.647 |
|
0.618 |
3.534 |
|
HIGH |
3.352 |
|
0.618 |
3.239 |
|
0.500 |
3.205 |
|
0.382 |
3.170 |
|
LOW |
3.057 |
|
0.618 |
2.875 |
|
1.000 |
2.762 |
|
1.618 |
2.580 |
|
2.618 |
2.285 |
|
4.250 |
1.803 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.205 |
3.130 |
| PP |
3.189 |
3.102 |
| S1 |
3.174 |
3.074 |
|