NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.877 |
2.959 |
0.082 |
2.9% |
3.076 |
| High |
2.968 |
2.990 |
0.022 |
0.7% |
3.176 |
| Low |
2.816 |
2.888 |
0.072 |
2.6% |
2.811 |
| Close |
2.927 |
2.946 |
0.019 |
0.6% |
2.946 |
| Range |
0.152 |
0.102 |
-0.050 |
-32.9% |
0.365 |
| ATR |
0.189 |
0.182 |
-0.006 |
-3.3% |
0.000 |
| Volume |
147,797 |
107,333 |
-40,464 |
-27.4% |
643,077 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.247 |
3.199 |
3.002 |
|
| R3 |
3.145 |
3.097 |
2.974 |
|
| R2 |
3.043 |
3.043 |
2.965 |
|
| R1 |
2.995 |
2.995 |
2.955 |
2.968 |
| PP |
2.941 |
2.941 |
2.941 |
2.928 |
| S1 |
2.893 |
2.893 |
2.937 |
2.866 |
| S2 |
2.839 |
2.839 |
2.927 |
|
| S3 |
2.737 |
2.791 |
2.918 |
|
| S4 |
2.635 |
2.689 |
2.890 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.073 |
3.874 |
3.147 |
|
| R3 |
3.708 |
3.509 |
3.046 |
|
| R2 |
3.343 |
3.343 |
3.013 |
|
| R1 |
3.144 |
3.144 |
2.979 |
3.061 |
| PP |
2.978 |
2.978 |
2.978 |
2.936 |
| S1 |
2.779 |
2.779 |
2.913 |
2.696 |
| S2 |
2.613 |
2.613 |
2.879 |
|
| S3 |
2.248 |
2.414 |
2.846 |
|
| S4 |
1.883 |
2.049 |
2.745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.176 |
2.811 |
0.365 |
12.4% |
0.177 |
6.0% |
37% |
False |
False |
128,615 |
| 10 |
3.211 |
2.805 |
0.406 |
13.8% |
0.182 |
6.2% |
35% |
False |
False |
108,390 |
| 20 |
3.950 |
2.805 |
1.145 |
38.9% |
0.179 |
6.1% |
12% |
False |
False |
89,851 |
| 40 |
4.639 |
2.805 |
1.834 |
62.3% |
0.178 |
6.0% |
8% |
False |
False |
62,622 |
| 60 |
4.639 |
2.805 |
1.834 |
62.3% |
0.161 |
5.5% |
8% |
False |
False |
48,421 |
| 80 |
4.639 |
2.805 |
1.834 |
62.3% |
0.144 |
4.9% |
8% |
False |
False |
38,693 |
| 100 |
4.639 |
2.805 |
1.834 |
62.3% |
0.133 |
4.5% |
8% |
False |
False |
32,278 |
| 120 |
4.639 |
2.805 |
1.834 |
62.3% |
0.125 |
4.2% |
8% |
False |
False |
27,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.424 |
|
2.618 |
3.257 |
|
1.618 |
3.155 |
|
1.000 |
3.092 |
|
0.618 |
3.053 |
|
HIGH |
2.990 |
|
0.618 |
2.951 |
|
0.500 |
2.939 |
|
0.382 |
2.927 |
|
LOW |
2.888 |
|
0.618 |
2.825 |
|
1.000 |
2.786 |
|
1.618 |
2.723 |
|
2.618 |
2.621 |
|
4.250 |
2.455 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.944 |
2.935 |
| PP |
2.941 |
2.925 |
| S1 |
2.939 |
2.914 |
|