NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.681 |
2.725 |
0.044 |
1.6% |
2.895 |
| High |
2.724 |
2.806 |
0.082 |
3.0% |
2.951 |
| Low |
2.640 |
2.682 |
0.042 |
1.6% |
2.675 |
| Close |
2.707 |
2.781 |
0.074 |
2.7% |
2.714 |
| Range |
0.084 |
0.124 |
0.040 |
47.6% |
0.276 |
| ATR |
0.135 |
0.134 |
-0.001 |
-0.6% |
0.000 |
| Volume |
22,630 |
21,517 |
-1,113 |
-4.9% |
126,616 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.079 |
2.849 |
|
| R3 |
3.004 |
2.955 |
2.815 |
|
| R2 |
2.880 |
2.880 |
2.804 |
|
| R1 |
2.831 |
2.831 |
2.792 |
2.856 |
| PP |
2.756 |
2.756 |
2.756 |
2.769 |
| S1 |
2.707 |
2.707 |
2.770 |
2.732 |
| S2 |
2.632 |
2.632 |
2.758 |
|
| S3 |
2.508 |
2.583 |
2.747 |
|
| S4 |
2.384 |
2.459 |
2.713 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.608 |
3.437 |
2.866 |
|
| R3 |
3.332 |
3.161 |
2.790 |
|
| R2 |
3.056 |
3.056 |
2.765 |
|
| R1 |
2.885 |
2.885 |
2.739 |
2.833 |
| PP |
2.780 |
2.780 |
2.780 |
2.754 |
| S1 |
2.609 |
2.609 |
2.689 |
2.557 |
| S2 |
2.504 |
2.504 |
2.663 |
|
| S3 |
2.228 |
2.333 |
2.638 |
|
| S4 |
1.952 |
2.057 |
2.562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.926 |
2.640 |
0.286 |
10.3% |
0.120 |
4.3% |
49% |
False |
False |
23,959 |
| 10 |
2.982 |
2.640 |
0.342 |
12.3% |
0.117 |
4.2% |
41% |
False |
False |
26,055 |
| 20 |
3.200 |
2.640 |
0.560 |
20.1% |
0.131 |
4.7% |
25% |
False |
False |
26,860 |
| 40 |
3.600 |
2.640 |
0.960 |
34.5% |
0.123 |
4.4% |
15% |
False |
False |
20,751 |
| 60 |
3.809 |
2.640 |
1.169 |
42.0% |
0.111 |
4.0% |
12% |
False |
False |
18,551 |
| 80 |
3.853 |
2.640 |
1.213 |
43.6% |
0.101 |
3.6% |
12% |
False |
False |
15,199 |
| 100 |
3.883 |
2.640 |
1.243 |
44.7% |
0.092 |
3.3% |
11% |
False |
False |
13,071 |
| 120 |
3.885 |
2.640 |
1.245 |
44.8% |
0.085 |
3.1% |
11% |
False |
False |
11,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.333 |
|
2.618 |
3.131 |
|
1.618 |
3.007 |
|
1.000 |
2.930 |
|
0.618 |
2.883 |
|
HIGH |
2.806 |
|
0.618 |
2.759 |
|
0.500 |
2.744 |
|
0.382 |
2.729 |
|
LOW |
2.682 |
|
0.618 |
2.605 |
|
1.000 |
2.558 |
|
1.618 |
2.481 |
|
2.618 |
2.357 |
|
4.250 |
2.155 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.769 |
2.762 |
| PP |
2.756 |
2.742 |
| S1 |
2.744 |
2.723 |
|