NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.966 |
2.842 |
-0.124 |
-4.2% |
3.013 |
| High |
3.010 |
2.967 |
-0.043 |
-1.4% |
3.013 |
| Low |
2.762 |
2.840 |
0.078 |
2.8% |
2.762 |
| Close |
2.827 |
2.958 |
0.131 |
4.6% |
2.958 |
| Range |
0.248 |
0.127 |
-0.121 |
-48.8% |
0.251 |
| ATR |
0.199 |
0.195 |
-0.004 |
-2.1% |
0.000 |
| Volume |
137,572 |
105,806 |
-31,766 |
-23.1% |
518,556 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.303 |
3.257 |
3.028 |
|
| R3 |
3.176 |
3.130 |
2.993 |
|
| R2 |
3.049 |
3.049 |
2.981 |
|
| R1 |
3.003 |
3.003 |
2.970 |
3.026 |
| PP |
2.922 |
2.922 |
2.922 |
2.933 |
| S1 |
2.876 |
2.876 |
2.946 |
2.899 |
| S2 |
2.795 |
2.795 |
2.935 |
|
| S3 |
2.668 |
2.749 |
2.923 |
|
| S4 |
2.541 |
2.622 |
2.888 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.664 |
3.562 |
3.096 |
|
| R3 |
3.413 |
3.311 |
3.027 |
|
| R2 |
3.162 |
3.162 |
3.004 |
|
| R1 |
3.060 |
3.060 |
2.981 |
2.986 |
| PP |
2.911 |
2.911 |
2.911 |
2.874 |
| S1 |
2.809 |
2.809 |
2.935 |
2.735 |
| S2 |
2.660 |
2.660 |
2.912 |
|
| S3 |
2.409 |
2.558 |
2.889 |
|
| S4 |
2.158 |
2.307 |
2.820 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.178 |
2.762 |
0.416 |
14.1% |
0.182 |
6.2% |
47% |
False |
False |
123,764 |
| 10 |
3.299 |
2.762 |
0.537 |
18.2% |
0.196 |
6.6% |
36% |
False |
False |
121,071 |
| 20 |
3.299 |
2.762 |
0.537 |
18.2% |
0.187 |
6.3% |
36% |
False |
False |
82,043 |
| 40 |
4.412 |
2.762 |
1.650 |
55.8% |
0.174 |
5.9% |
12% |
False |
False |
64,137 |
| 60 |
4.530 |
2.762 |
1.768 |
59.8% |
0.172 |
5.8% |
11% |
False |
False |
58,343 |
| 80 |
4.530 |
2.762 |
1.768 |
59.8% |
0.152 |
5.1% |
11% |
False |
False |
49,003 |
| 100 |
4.530 |
2.762 |
1.768 |
59.8% |
0.139 |
4.7% |
11% |
False |
False |
42,287 |
| 120 |
4.530 |
2.762 |
1.768 |
59.8% |
0.128 |
4.3% |
11% |
False |
False |
36,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.507 |
|
2.618 |
3.299 |
|
1.618 |
3.172 |
|
1.000 |
3.094 |
|
0.618 |
3.045 |
|
HIGH |
2.967 |
|
0.618 |
2.918 |
|
0.500 |
2.904 |
|
0.382 |
2.889 |
|
LOW |
2.840 |
|
0.618 |
2.762 |
|
1.000 |
2.713 |
|
1.618 |
2.635 |
|
2.618 |
2.508 |
|
4.250 |
2.300 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.940 |
2.934 |
| PP |
2.922 |
2.910 |
| S1 |
2.904 |
2.886 |
|