NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.103 |
2.850 |
-0.253 |
-8.2% |
3.089 |
| High |
3.116 |
3.087 |
-0.029 |
-0.9% |
3.199 |
| Low |
2.891 |
2.810 |
-0.081 |
-2.8% |
2.810 |
| Close |
2.896 |
2.999 |
0.103 |
3.6% |
2.999 |
| Range |
0.225 |
0.277 |
0.052 |
23.1% |
0.389 |
| ATR |
0.169 |
0.176 |
0.008 |
4.6% |
0.000 |
| Volume |
30,626 |
54,341 |
23,715 |
77.4% |
145,080 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.796 |
3.675 |
3.151 |
|
| R3 |
3.519 |
3.398 |
3.075 |
|
| R2 |
3.242 |
3.242 |
3.050 |
|
| R1 |
3.121 |
3.121 |
3.024 |
3.182 |
| PP |
2.965 |
2.965 |
2.965 |
2.996 |
| S1 |
2.844 |
2.844 |
2.974 |
2.905 |
| S2 |
2.688 |
2.688 |
2.948 |
|
| S3 |
2.411 |
2.567 |
2.923 |
|
| S4 |
2.134 |
2.290 |
2.847 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.170 |
3.973 |
3.213 |
|
| R3 |
3.781 |
3.584 |
3.106 |
|
| R2 |
3.392 |
3.392 |
3.070 |
|
| R1 |
3.195 |
3.195 |
3.035 |
3.099 |
| PP |
3.003 |
3.003 |
3.003 |
2.955 |
| S1 |
2.806 |
2.806 |
2.963 |
2.710 |
| S2 |
2.614 |
2.614 |
2.928 |
|
| S3 |
2.225 |
2.417 |
2.892 |
|
| S4 |
1.836 |
2.028 |
2.785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.199 |
2.810 |
0.389 |
13.0% |
0.173 |
5.8% |
49% |
False |
True |
35,918 |
| 10 |
3.770 |
2.810 |
0.960 |
32.0% |
0.171 |
5.7% |
20% |
False |
True |
41,160 |
| 20 |
3.907 |
2.810 |
1.097 |
36.6% |
0.163 |
5.4% |
17% |
False |
True |
46,170 |
| 40 |
4.530 |
2.810 |
1.720 |
57.4% |
0.174 |
5.8% |
11% |
False |
True |
47,315 |
| 60 |
4.530 |
2.810 |
1.720 |
57.4% |
0.148 |
4.9% |
11% |
False |
True |
39,362 |
| 80 |
4.530 |
2.810 |
1.720 |
57.4% |
0.133 |
4.4% |
11% |
False |
True |
33,952 |
| 100 |
4.530 |
2.810 |
1.720 |
57.4% |
0.122 |
4.1% |
11% |
False |
True |
29,606 |
| 120 |
4.530 |
2.810 |
1.720 |
57.4% |
0.114 |
3.8% |
11% |
False |
True |
26,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.264 |
|
2.618 |
3.812 |
|
1.618 |
3.535 |
|
1.000 |
3.364 |
|
0.618 |
3.258 |
|
HIGH |
3.087 |
|
0.618 |
2.981 |
|
0.500 |
2.949 |
|
0.382 |
2.916 |
|
LOW |
2.810 |
|
0.618 |
2.639 |
|
1.000 |
2.533 |
|
1.618 |
2.362 |
|
2.618 |
2.085 |
|
4.250 |
1.633 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.982 |
2.996 |
| PP |
2.965 |
2.993 |
| S1 |
2.949 |
2.991 |
|