NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.045 |
2.892 |
-0.153 |
-5.0% |
2.917 |
| High |
3.045 |
3.015 |
-0.030 |
-1.0% |
3.352 |
| Low |
2.821 |
2.867 |
0.046 |
1.6% |
2.783 |
| Close |
2.831 |
2.974 |
0.143 |
5.1% |
3.127 |
| Range |
0.224 |
0.148 |
-0.076 |
-33.9% |
0.569 |
| ATR |
0.211 |
0.209 |
-0.002 |
-0.9% |
0.000 |
| Volume |
169,833 |
163,866 |
-5,967 |
-3.5% |
873,014 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.396 |
3.333 |
3.055 |
|
| R3 |
3.248 |
3.185 |
3.015 |
|
| R2 |
3.100 |
3.100 |
3.001 |
|
| R1 |
3.037 |
3.037 |
2.988 |
3.069 |
| PP |
2.952 |
2.952 |
2.952 |
2.968 |
| S1 |
2.889 |
2.889 |
2.960 |
2.921 |
| S2 |
2.804 |
2.804 |
2.947 |
|
| S3 |
2.656 |
2.741 |
2.933 |
|
| S4 |
2.508 |
2.593 |
2.893 |
|
|
| 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 |
2.821 |
0.531 |
17.9% |
0.255 |
8.6% |
29% |
False |
False |
187,680 |
| 10 |
3.352 |
2.783 |
0.569 |
19.1% |
0.204 |
6.9% |
34% |
False |
False |
159,666 |
| 20 |
3.400 |
2.783 |
0.617 |
20.7% |
0.198 |
6.7% |
31% |
False |
False |
126,905 |
| 40 |
4.639 |
2.783 |
1.856 |
62.4% |
0.186 |
6.2% |
10% |
False |
False |
87,494 |
| 60 |
4.639 |
2.783 |
1.856 |
62.4% |
0.178 |
6.0% |
10% |
False |
False |
67,279 |
| 80 |
4.639 |
2.783 |
1.856 |
62.4% |
0.157 |
5.3% |
10% |
False |
False |
53,186 |
| 100 |
4.639 |
2.783 |
1.856 |
62.4% |
0.143 |
4.8% |
10% |
False |
False |
44,055 |
| 120 |
4.639 |
2.783 |
1.856 |
62.4% |
0.133 |
4.5% |
10% |
False |
False |
37,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.644 |
|
2.618 |
3.402 |
|
1.618 |
3.254 |
|
1.000 |
3.163 |
|
0.618 |
3.106 |
|
HIGH |
3.015 |
|
0.618 |
2.958 |
|
0.500 |
2.941 |
|
0.382 |
2.924 |
|
LOW |
2.867 |
|
0.618 |
2.776 |
|
1.000 |
2.719 |
|
1.618 |
2.628 |
|
2.618 |
2.480 |
|
4.250 |
2.238 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.963 |
3.025 |
| PP |
2.952 |
3.008 |
| S1 |
2.941 |
2.991 |
|