NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 02-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.095 |
2.845 |
-0.250 |
-8.1% |
3.084 |
| High |
3.130 |
3.096 |
-0.034 |
-1.1% |
3.211 |
| Low |
2.882 |
2.805 |
-0.077 |
-2.7% |
2.805 |
| Close |
2.889 |
3.003 |
0.114 |
3.9% |
3.003 |
| Range |
0.248 |
0.291 |
0.043 |
17.3% |
0.406 |
| ATR |
0.179 |
0.187 |
0.008 |
4.5% |
0.000 |
| Volume |
115,576 |
109,122 |
-6,454 |
-5.6% |
385,531 |
|
| Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.841 |
3.713 |
3.163 |
|
| R3 |
3.550 |
3.422 |
3.083 |
|
| R2 |
3.259 |
3.259 |
3.056 |
|
| R1 |
3.131 |
3.131 |
3.030 |
3.195 |
| PP |
2.968 |
2.968 |
2.968 |
3.000 |
| S1 |
2.840 |
2.840 |
2.976 |
2.904 |
| S2 |
2.677 |
2.677 |
2.950 |
|
| S3 |
2.386 |
2.549 |
2.923 |
|
| S4 |
2.095 |
2.258 |
2.843 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.224 |
4.020 |
3.226 |
|
| R3 |
3.818 |
3.614 |
3.115 |
|
| R2 |
3.412 |
3.412 |
3.077 |
|
| R1 |
3.208 |
3.208 |
3.040 |
3.107 |
| PP |
3.006 |
3.006 |
3.006 |
2.956 |
| S1 |
2.802 |
2.802 |
2.966 |
2.701 |
| S2 |
2.600 |
2.600 |
2.929 |
|
| S3 |
2.194 |
2.396 |
2.891 |
|
| S4 |
1.788 |
1.990 |
2.780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.211 |
2.805 |
0.406 |
13.5% |
0.187 |
6.2% |
49% |
False |
True |
88,165 |
| 10 |
3.823 |
2.805 |
1.018 |
33.9% |
0.185 |
6.2% |
19% |
False |
True |
83,153 |
| 20 |
3.950 |
2.805 |
1.145 |
38.1% |
0.172 |
5.7% |
17% |
False |
True |
69,039 |
| 40 |
4.639 |
2.805 |
1.834 |
61.1% |
0.184 |
6.1% |
11% |
False |
True |
51,062 |
| 60 |
4.639 |
2.805 |
1.834 |
61.1% |
0.154 |
5.1% |
11% |
False |
True |
38,710 |
| 80 |
4.639 |
2.805 |
1.834 |
61.1% |
0.139 |
4.6% |
11% |
False |
True |
31,246 |
| 100 |
4.639 |
2.805 |
1.834 |
61.1% |
0.129 |
4.3% |
11% |
False |
True |
26,029 |
| 120 |
4.639 |
2.805 |
1.834 |
61.1% |
0.120 |
4.0% |
11% |
False |
True |
22,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.333 |
|
2.618 |
3.858 |
|
1.618 |
3.567 |
|
1.000 |
3.387 |
|
0.618 |
3.276 |
|
HIGH |
3.096 |
|
0.618 |
2.985 |
|
0.500 |
2.951 |
|
0.382 |
2.916 |
|
LOW |
2.805 |
|
0.618 |
2.625 |
|
1.000 |
2.514 |
|
1.618 |
2.334 |
|
2.618 |
2.043 |
|
4.250 |
1.568 |
|
|
| Fisher Pivots for day following 02-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.986 |
2.999 |
| PP |
2.968 |
2.995 |
| S1 |
2.951 |
2.992 |
|