NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.301 |
3.191 |
-0.110 |
-3.3% |
2.917 |
| High |
3.352 |
3.228 |
-0.124 |
-3.7% |
3.352 |
| Low |
3.057 |
3.024 |
-0.033 |
-1.1% |
2.783 |
| Close |
3.158 |
3.127 |
-0.031 |
-1.0% |
3.127 |
| Range |
0.295 |
0.204 |
-0.091 |
-30.8% |
0.569 |
| ATR |
0.204 |
0.204 |
0.000 |
0.0% |
0.000 |
| Volume |
219,151 |
152,323 |
-66,828 |
-30.5% |
873,014 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.738 |
3.637 |
3.239 |
|
| R3 |
3.534 |
3.433 |
3.183 |
|
| R2 |
3.330 |
3.330 |
3.164 |
|
| R1 |
3.229 |
3.229 |
3.146 |
3.178 |
| PP |
3.126 |
3.126 |
3.126 |
3.101 |
| S1 |
3.025 |
3.025 |
3.108 |
2.974 |
| S2 |
2.922 |
2.922 |
3.090 |
|
| S3 |
2.718 |
2.821 |
3.071 |
|
| S4 |
2.514 |
2.617 |
3.015 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.794 |
4.530 |
3.440 |
|
| R3 |
4.225 |
3.961 |
3.283 |
|
| R2 |
3.656 |
3.656 |
3.231 |
|
| R1 |
3.392 |
3.392 |
3.179 |
3.524 |
| PP |
3.087 |
3.087 |
3.087 |
3.154 |
| S1 |
2.823 |
2.823 |
3.075 |
2.955 |
| S2 |
2.518 |
2.518 |
3.023 |
|
| S3 |
1.949 |
2.254 |
2.971 |
|
| S4 |
1.380 |
1.685 |
2.814 |
|
|
| 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 |
18.2% |
0.246 |
7.9% |
60% |
False |
False |
174,602 |
| 10 |
3.352 |
2.783 |
0.569 |
18.2% |
0.212 |
6.8% |
60% |
False |
False |
151,609 |
| 20 |
3.823 |
2.783 |
1.040 |
33.3% |
0.199 |
6.3% |
33% |
False |
False |
117,381 |
| 40 |
4.639 |
2.783 |
1.856 |
59.4% |
0.189 |
6.0% |
19% |
False |
False |
81,168 |
| 60 |
4.639 |
2.783 |
1.856 |
59.4% |
0.174 |
5.6% |
19% |
False |
False |
62,089 |
| 80 |
4.639 |
2.783 |
1.856 |
59.4% |
0.155 |
4.9% |
19% |
False |
False |
49,202 |
| 100 |
4.639 |
2.783 |
1.856 |
59.4% |
0.141 |
4.5% |
19% |
False |
False |
40,825 |
| 120 |
4.639 |
2.783 |
1.856 |
59.4% |
0.131 |
4.2% |
19% |
False |
False |
34,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.095 |
|
2.618 |
3.762 |
|
1.618 |
3.558 |
|
1.000 |
3.432 |
|
0.618 |
3.354 |
|
HIGH |
3.228 |
|
0.618 |
3.150 |
|
0.500 |
3.126 |
|
0.382 |
3.102 |
|
LOW |
3.024 |
|
0.618 |
2.898 |
|
1.000 |
2.820 |
|
1.618 |
2.694 |
|
2.618 |
2.490 |
|
4.250 |
2.157 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.127 |
3.142 |
| PP |
3.126 |
3.137 |
| S1 |
3.126 |
3.132 |
|