NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.895 |
2.917 |
0.022 |
0.8% |
3.045 |
| High |
3.005 |
2.930 |
-0.075 |
-2.5% |
3.048 |
| Low |
2.888 |
2.828 |
-0.060 |
-2.1% |
2.766 |
| Close |
2.981 |
2.866 |
-0.115 |
-3.9% |
2.986 |
| Range |
0.117 |
0.102 |
-0.015 |
-12.8% |
0.282 |
| ATR |
0.200 |
0.196 |
-0.003 |
-1.7% |
0.000 |
| Volume |
55,623 |
12,652 |
-42,971 |
-77.3% |
602,217 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.181 |
3.125 |
2.922 |
|
| R3 |
3.079 |
3.023 |
2.894 |
|
| R2 |
2.977 |
2.977 |
2.885 |
|
| R1 |
2.921 |
2.921 |
2.875 |
2.898 |
| PP |
2.875 |
2.875 |
2.875 |
2.863 |
| S1 |
2.819 |
2.819 |
2.857 |
2.796 |
| S2 |
2.773 |
2.773 |
2.847 |
|
| S3 |
2.671 |
2.717 |
2.838 |
|
| S4 |
2.569 |
2.615 |
2.810 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.779 |
3.665 |
3.141 |
|
| R3 |
3.497 |
3.383 |
3.064 |
|
| R2 |
3.215 |
3.215 |
3.038 |
|
| R1 |
3.101 |
3.101 |
3.012 |
3.017 |
| PP |
2.933 |
2.933 |
2.933 |
2.892 |
| S1 |
2.819 |
2.819 |
2.960 |
2.735 |
| S2 |
2.651 |
2.651 |
2.934 |
|
| S3 |
2.369 |
2.537 |
2.908 |
|
| S4 |
2.087 |
2.255 |
2.831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.048 |
2.766 |
0.282 |
9.8% |
0.151 |
5.3% |
35% |
False |
False |
79,874 |
| 10 |
3.352 |
2.766 |
0.586 |
20.4% |
0.203 |
7.1% |
17% |
False |
False |
133,777 |
| 20 |
3.352 |
2.766 |
0.586 |
20.4% |
0.194 |
6.8% |
17% |
False |
False |
127,178 |
| 40 |
4.040 |
2.766 |
1.274 |
44.5% |
0.177 |
6.2% |
8% |
False |
False |
93,595 |
| 60 |
4.639 |
2.766 |
1.873 |
65.4% |
0.182 |
6.3% |
5% |
False |
False |
72,746 |
| 80 |
4.639 |
2.766 |
1.873 |
65.4% |
0.159 |
5.6% |
5% |
False |
False |
57,558 |
| 100 |
4.639 |
2.766 |
1.873 |
65.4% |
0.146 |
5.1% |
5% |
False |
False |
47,678 |
| 120 |
4.639 |
2.766 |
1.873 |
65.4% |
0.136 |
4.8% |
5% |
False |
False |
40,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.364 |
|
2.618 |
3.197 |
|
1.618 |
3.095 |
|
1.000 |
3.032 |
|
0.618 |
2.993 |
|
HIGH |
2.930 |
|
0.618 |
2.891 |
|
0.500 |
2.879 |
|
0.382 |
2.867 |
|
LOW |
2.828 |
|
0.618 |
2.765 |
|
1.000 |
2.726 |
|
1.618 |
2.663 |
|
2.618 |
2.561 |
|
4.250 |
2.395 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.879 |
2.917 |
| PP |
2.875 |
2.900 |
| S1 |
2.870 |
2.883 |
|