NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.845 |
3.076 |
0.231 |
8.1% |
3.084 |
| High |
3.096 |
3.176 |
0.080 |
2.6% |
3.211 |
| Low |
2.805 |
2.875 |
0.070 |
2.5% |
2.805 |
| Close |
3.003 |
2.882 |
-0.121 |
-4.0% |
3.003 |
| Range |
0.291 |
0.301 |
0.010 |
3.4% |
0.406 |
| ATR |
0.187 |
0.195 |
0.008 |
4.3% |
0.000 |
| Volume |
109,122 |
141,783 |
32,661 |
29.9% |
385,531 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.881 |
3.682 |
3.048 |
|
| R3 |
3.580 |
3.381 |
2.965 |
|
| R2 |
3.279 |
3.279 |
2.937 |
|
| R1 |
3.080 |
3.080 |
2.910 |
3.029 |
| PP |
2.978 |
2.978 |
2.978 |
2.952 |
| S1 |
2.779 |
2.779 |
2.854 |
2.728 |
| S2 |
2.677 |
2.677 |
2.827 |
|
| S3 |
2.376 |
2.478 |
2.799 |
|
| S4 |
2.075 |
2.177 |
2.716 |
|
|
| 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 |
14.1% |
0.221 |
7.7% |
19% |
False |
False |
105,462 |
| 10 |
3.704 |
2.805 |
0.899 |
31.2% |
0.200 |
6.9% |
9% |
False |
False |
90,555 |
| 20 |
3.950 |
2.805 |
1.145 |
39.7% |
0.180 |
6.2% |
7% |
False |
False |
74,694 |
| 40 |
4.639 |
2.805 |
1.834 |
63.6% |
0.187 |
6.5% |
4% |
False |
False |
53,905 |
| 60 |
4.639 |
2.805 |
1.834 |
63.6% |
0.158 |
5.5% |
4% |
False |
False |
40,853 |
| 80 |
4.639 |
2.805 |
1.834 |
63.6% |
0.142 |
4.9% |
4% |
False |
False |
32,888 |
| 100 |
4.639 |
2.805 |
1.834 |
63.6% |
0.131 |
4.6% |
4% |
False |
False |
27,426 |
| 120 |
4.639 |
2.805 |
1.834 |
63.6% |
0.122 |
4.2% |
4% |
False |
False |
23,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.455 |
|
2.618 |
3.964 |
|
1.618 |
3.663 |
|
1.000 |
3.477 |
|
0.618 |
3.362 |
|
HIGH |
3.176 |
|
0.618 |
3.061 |
|
0.500 |
3.026 |
|
0.382 |
2.990 |
|
LOW |
2.875 |
|
0.618 |
2.689 |
|
1.000 |
2.574 |
|
1.618 |
2.388 |
|
2.618 |
2.087 |
|
4.250 |
1.596 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.026 |
2.991 |
| PP |
2.978 |
2.954 |
| S1 |
2.930 |
2.918 |
|