NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.949 |
2.877 |
-0.072 |
-2.4% |
3.084 |
| High |
3.012 |
2.968 |
-0.044 |
-1.5% |
3.211 |
| Low |
2.825 |
2.816 |
-0.009 |
-0.3% |
2.805 |
| Close |
2.871 |
2.927 |
0.056 |
2.0% |
3.003 |
| Range |
0.187 |
0.152 |
-0.035 |
-18.7% |
0.406 |
| ATR |
0.191 |
0.189 |
-0.003 |
-1.5% |
0.000 |
| Volume |
134,826 |
147,797 |
12,971 |
9.6% |
385,531 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.360 |
3.295 |
3.011 |
|
| R3 |
3.208 |
3.143 |
2.969 |
|
| R2 |
3.056 |
3.056 |
2.955 |
|
| R1 |
2.991 |
2.991 |
2.941 |
3.024 |
| PP |
2.904 |
2.904 |
2.904 |
2.920 |
| S1 |
2.839 |
2.839 |
2.913 |
2.872 |
| S2 |
2.752 |
2.752 |
2.899 |
|
| S3 |
2.600 |
2.687 |
2.885 |
|
| S4 |
2.448 |
2.535 |
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 |
3.176 |
2.805 |
0.371 |
12.7% |
0.215 |
7.3% |
33% |
False |
False |
128,973 |
| 10 |
3.215 |
2.805 |
0.410 |
14.0% |
0.189 |
6.5% |
30% |
False |
False |
103,785 |
| 20 |
3.950 |
2.805 |
1.145 |
39.1% |
0.181 |
6.2% |
11% |
False |
False |
87,379 |
| 40 |
4.639 |
2.805 |
1.834 |
62.7% |
0.180 |
6.1% |
7% |
False |
False |
60,586 |
| 60 |
4.639 |
2.805 |
1.834 |
62.7% |
0.162 |
5.5% |
7% |
False |
False |
46,776 |
| 80 |
4.639 |
2.805 |
1.834 |
62.7% |
0.144 |
4.9% |
7% |
False |
False |
37,473 |
| 100 |
4.639 |
2.805 |
1.834 |
62.7% |
0.133 |
4.5% |
7% |
False |
False |
31,253 |
| 120 |
4.639 |
2.805 |
1.834 |
62.7% |
0.124 |
4.2% |
7% |
False |
False |
26,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.614 |
|
2.618 |
3.366 |
|
1.618 |
3.214 |
|
1.000 |
3.120 |
|
0.618 |
3.062 |
|
HIGH |
2.968 |
|
0.618 |
2.910 |
|
0.500 |
2.892 |
|
0.382 |
2.874 |
|
LOW |
2.816 |
|
0.618 |
2.722 |
|
1.000 |
2.664 |
|
1.618 |
2.570 |
|
2.618 |
2.418 |
|
4.250 |
2.170 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.915 |
2.922 |
| PP |
2.904 |
2.917 |
| S1 |
2.892 |
2.912 |
|