NYMEX Natural Gas Future March 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 |
2.862 |
2.887 |
0.025 |
0.9% |
3.013 |
| High |
2.966 |
2.895 |
-0.071 |
-2.4% |
3.013 |
| Low |
2.853 |
2.793 |
-0.060 |
-2.1% |
2.762 |
| Close |
2.935 |
2.842 |
-0.093 |
-3.2% |
2.958 |
| Range |
0.113 |
0.102 |
-0.011 |
-9.7% |
0.251 |
| ATR |
0.186 |
0.183 |
-0.003 |
-1.7% |
0.000 |
| Volume |
117,315 |
127,186 |
9,871 |
8.4% |
518,556 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.149 |
3.098 |
2.898 |
|
| R3 |
3.047 |
2.996 |
2.870 |
|
| R2 |
2.945 |
2.945 |
2.861 |
|
| R1 |
2.894 |
2.894 |
2.851 |
2.869 |
| PP |
2.843 |
2.843 |
2.843 |
2.831 |
| S1 |
2.792 |
2.792 |
2.833 |
2.767 |
| S2 |
2.741 |
2.741 |
2.823 |
|
| S3 |
2.639 |
2.690 |
2.814 |
|
| S4 |
2.537 |
2.588 |
2.786 |
|
|
| 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 |
3.010 |
2.762 |
0.248 |
8.7% |
0.142 |
5.0% |
32% |
False |
False |
118,396 |
| 10 |
3.299 |
2.762 |
0.537 |
18.9% |
0.188 |
6.6% |
15% |
False |
False |
130,108 |
| 20 |
3.299 |
2.762 |
0.537 |
18.9% |
0.182 |
6.4% |
15% |
False |
False |
94,953 |
| 40 |
3.984 |
2.762 |
1.222 |
43.0% |
0.167 |
5.9% |
7% |
False |
False |
70,325 |
| 60 |
4.530 |
2.762 |
1.768 |
62.2% |
0.172 |
6.1% |
5% |
False |
False |
62,931 |
| 80 |
4.530 |
2.762 |
1.768 |
62.2% |
0.152 |
5.3% |
5% |
False |
False |
52,440 |
| 100 |
4.530 |
2.762 |
1.768 |
62.2% |
0.140 |
4.9% |
5% |
False |
False |
45,286 |
| 120 |
4.530 |
2.762 |
1.768 |
62.2% |
0.130 |
4.6% |
5% |
False |
False |
39,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.329 |
|
2.618 |
3.162 |
|
1.618 |
3.060 |
|
1.000 |
2.997 |
|
0.618 |
2.958 |
|
HIGH |
2.895 |
|
0.618 |
2.856 |
|
0.500 |
2.844 |
|
0.382 |
2.832 |
|
LOW |
2.793 |
|
0.618 |
2.730 |
|
1.000 |
2.691 |
|
1.618 |
2.628 |
|
2.618 |
2.526 |
|
4.250 |
2.360 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.844 |
2.880 |
| PP |
2.843 |
2.867 |
| S1 |
2.843 |
2.855 |
|