NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.860 |
2.936 |
0.076 |
2.7% |
2.786 |
| High |
2.994 |
3.001 |
0.007 |
0.2% |
2.900 |
| Low |
2.860 |
2.835 |
-0.025 |
-0.9% |
2.734 |
| Close |
2.938 |
2.874 |
-0.064 |
-2.2% |
2.756 |
| Range |
0.134 |
0.166 |
0.032 |
23.9% |
0.166 |
| ATR |
0.115 |
0.119 |
0.004 |
3.2% |
0.000 |
| Volume |
23,073 |
23,085 |
12 |
0.1% |
54,727 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.401 |
3.304 |
2.965 |
|
| R3 |
3.235 |
3.138 |
2.920 |
|
| R2 |
3.069 |
3.069 |
2.904 |
|
| R1 |
2.972 |
2.972 |
2.889 |
2.938 |
| PP |
2.903 |
2.903 |
2.903 |
2.886 |
| S1 |
2.806 |
2.806 |
2.859 |
2.772 |
| S2 |
2.737 |
2.737 |
2.844 |
|
| S3 |
2.571 |
2.640 |
2.828 |
|
| S4 |
2.405 |
2.474 |
2.783 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.191 |
2.847 |
|
| R3 |
3.129 |
3.025 |
2.802 |
|
| R2 |
2.963 |
2.963 |
2.786 |
|
| R1 |
2.859 |
2.859 |
2.771 |
2.828 |
| PP |
2.797 |
2.797 |
2.797 |
2.781 |
| S1 |
2.693 |
2.693 |
2.741 |
2.662 |
| S2 |
2.631 |
2.631 |
2.726 |
|
| S3 |
2.465 |
2.527 |
2.710 |
|
| S4 |
2.299 |
2.361 |
2.665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.001 |
2.742 |
0.259 |
9.0% |
0.105 |
3.7% |
51% |
True |
False |
17,807 |
| 10 |
3.001 |
2.734 |
0.267 |
9.3% |
0.098 |
3.4% |
52% |
True |
False |
14,839 |
| 20 |
3.264 |
2.734 |
0.530 |
18.4% |
0.114 |
4.0% |
26% |
False |
False |
13,443 |
| 40 |
3.554 |
2.734 |
0.820 |
28.5% |
0.114 |
4.0% |
17% |
False |
False |
9,659 |
| 60 |
3.812 |
2.734 |
1.078 |
37.5% |
0.102 |
3.6% |
13% |
False |
False |
7,653 |
| 80 |
3.900 |
2.734 |
1.166 |
40.6% |
0.092 |
3.2% |
12% |
False |
False |
6,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.707 |
|
2.618 |
3.436 |
|
1.618 |
3.270 |
|
1.000 |
3.167 |
|
0.618 |
3.104 |
|
HIGH |
3.001 |
|
0.618 |
2.938 |
|
0.500 |
2.918 |
|
0.382 |
2.898 |
|
LOW |
2.835 |
|
0.618 |
2.732 |
|
1.000 |
2.669 |
|
1.618 |
2.566 |
|
2.618 |
2.400 |
|
4.250 |
2.130 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.918 |
2.903 |
| PP |
2.903 |
2.893 |
| S1 |
2.889 |
2.884 |
|