NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.686 |
2.754 |
0.068 |
2.5% |
2.681 |
| High |
2.805 |
2.901 |
0.096 |
3.4% |
2.806 |
| Low |
2.686 |
2.754 |
0.068 |
2.5% |
2.620 |
| Close |
2.749 |
2.849 |
0.100 |
3.6% |
2.645 |
| Range |
0.119 |
0.147 |
0.028 |
23.5% |
0.186 |
| ATR |
0.123 |
0.125 |
0.002 |
1.7% |
0.000 |
| Volume |
60,295 |
74,852 |
14,557 |
24.1% |
133,363 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.276 |
3.209 |
2.930 |
|
| R3 |
3.129 |
3.062 |
2.889 |
|
| R2 |
2.982 |
2.982 |
2.876 |
|
| R1 |
2.915 |
2.915 |
2.862 |
2.949 |
| PP |
2.835 |
2.835 |
2.835 |
2.851 |
| S1 |
2.768 |
2.768 |
2.836 |
2.802 |
| S2 |
2.688 |
2.688 |
2.822 |
|
| S3 |
2.541 |
2.621 |
2.809 |
|
| S4 |
2.394 |
2.474 |
2.768 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.248 |
3.133 |
2.747 |
|
| R3 |
3.062 |
2.947 |
2.696 |
|
| R2 |
2.876 |
2.876 |
2.679 |
|
| R1 |
2.761 |
2.761 |
2.662 |
2.726 |
| PP |
2.690 |
2.690 |
2.690 |
2.673 |
| S1 |
2.575 |
2.575 |
2.628 |
2.540 |
| S2 |
2.504 |
2.504 |
2.611 |
|
| S3 |
2.318 |
2.389 |
2.594 |
|
| S4 |
2.132 |
2.203 |
2.543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.901 |
2.620 |
0.281 |
9.9% |
0.103 |
3.6% |
81% |
True |
False |
51,685 |
| 10 |
2.926 |
2.620 |
0.306 |
10.7% |
0.114 |
4.0% |
75% |
False |
False |
38,563 |
| 20 |
3.200 |
2.620 |
0.580 |
20.4% |
0.128 |
4.5% |
39% |
False |
False |
34,029 |
| 40 |
3.600 |
2.620 |
0.980 |
34.4% |
0.125 |
4.4% |
23% |
False |
False |
25,222 |
| 60 |
3.782 |
2.620 |
1.162 |
40.8% |
0.113 |
4.0% |
20% |
False |
False |
21,575 |
| 80 |
3.853 |
2.620 |
1.233 |
43.3% |
0.103 |
3.6% |
19% |
False |
False |
18,492 |
| 100 |
3.880 |
2.620 |
1.260 |
44.2% |
0.094 |
3.3% |
18% |
False |
False |
15,720 |
| 120 |
3.885 |
2.620 |
1.265 |
44.4% |
0.088 |
3.1% |
18% |
False |
False |
13,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.526 |
|
2.618 |
3.286 |
|
1.618 |
3.139 |
|
1.000 |
3.048 |
|
0.618 |
2.992 |
|
HIGH |
2.901 |
|
0.618 |
2.845 |
|
0.500 |
2.828 |
|
0.382 |
2.810 |
|
LOW |
2.754 |
|
0.618 |
2.663 |
|
1.000 |
2.607 |
|
1.618 |
2.516 |
|
2.618 |
2.369 |
|
4.250 |
2.129 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.842 |
2.823 |
| PP |
2.835 |
2.797 |
| S1 |
2.828 |
2.772 |
|