NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.915 |
2.937 |
0.022 |
0.8% |
3.089 |
| High |
2.942 |
2.996 |
0.054 |
1.8% |
3.199 |
| Low |
2.803 |
2.819 |
0.016 |
0.6% |
2.810 |
| Close |
2.924 |
2.865 |
-0.059 |
-2.0% |
2.999 |
| Range |
0.139 |
0.177 |
0.038 |
27.3% |
0.389 |
| ATR |
0.181 |
0.181 |
0.000 |
-0.2% |
0.000 |
| Volume |
53,171 |
50,088 |
-3,083 |
-5.8% |
145,080 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.424 |
3.322 |
2.962 |
|
| R3 |
3.247 |
3.145 |
2.914 |
|
| R2 |
3.070 |
3.070 |
2.897 |
|
| R1 |
2.968 |
2.968 |
2.881 |
2.931 |
| PP |
2.893 |
2.893 |
2.893 |
2.875 |
| S1 |
2.791 |
2.791 |
2.849 |
2.754 |
| S2 |
2.716 |
2.716 |
2.833 |
|
| S3 |
2.539 |
2.614 |
2.816 |
|
| S4 |
2.362 |
2.437 |
2.768 |
|
|
| 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 |
3.154 |
2.803 |
0.351 |
12.3% |
0.221 |
7.7% |
18% |
False |
False |
46,994 |
| 10 |
3.256 |
2.803 |
0.453 |
15.8% |
0.175 |
6.1% |
14% |
False |
False |
43,790 |
| 20 |
3.907 |
2.803 |
1.104 |
38.5% |
0.167 |
5.8% |
6% |
False |
False |
46,460 |
| 40 |
4.530 |
2.803 |
1.727 |
60.3% |
0.174 |
6.1% |
4% |
False |
False |
46,484 |
| 60 |
4.530 |
2.803 |
1.727 |
60.3% |
0.154 |
5.4% |
4% |
False |
False |
40,597 |
| 80 |
4.530 |
2.803 |
1.727 |
60.3% |
0.138 |
4.8% |
4% |
False |
False |
35,135 |
| 100 |
4.530 |
2.803 |
1.727 |
60.3% |
0.126 |
4.4% |
4% |
False |
False |
30,729 |
| 120 |
4.530 |
2.803 |
1.727 |
60.3% |
0.117 |
4.1% |
4% |
False |
False |
27,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.748 |
|
2.618 |
3.459 |
|
1.618 |
3.282 |
|
1.000 |
3.173 |
|
0.618 |
3.105 |
|
HIGH |
2.996 |
|
0.618 |
2.928 |
|
0.500 |
2.908 |
|
0.382 |
2.887 |
|
LOW |
2.819 |
|
0.618 |
2.710 |
|
1.000 |
2.642 |
|
1.618 |
2.533 |
|
2.618 |
2.356 |
|
4.250 |
2.067 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.908 |
2.979 |
| PP |
2.893 |
2.941 |
| S1 |
2.879 |
2.903 |
|