NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.959 |
2.917 |
-0.042 |
-1.4% |
3.076 |
| High |
2.990 |
2.934 |
-0.056 |
-1.9% |
3.176 |
| Low |
2.888 |
2.783 |
-0.105 |
-3.6% |
2.811 |
| Close |
2.946 |
2.795 |
-0.151 |
-5.1% |
2.946 |
| Range |
0.102 |
0.151 |
0.049 |
48.0% |
0.365 |
| ATR |
0.182 |
0.181 |
-0.001 |
-0.8% |
0.000 |
| Volume |
107,333 |
130,404 |
23,071 |
21.5% |
643,077 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.290 |
3.194 |
2.878 |
|
| R3 |
3.139 |
3.043 |
2.837 |
|
| R2 |
2.988 |
2.988 |
2.823 |
|
| R1 |
2.892 |
2.892 |
2.809 |
2.865 |
| PP |
2.837 |
2.837 |
2.837 |
2.824 |
| S1 |
2.741 |
2.741 |
2.781 |
2.714 |
| S2 |
2.686 |
2.686 |
2.767 |
|
| S3 |
2.535 |
2.590 |
2.753 |
|
| S4 |
2.384 |
2.439 |
2.712 |
|
|
| 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 |
3.012 |
2.783 |
0.229 |
8.2% |
0.147 |
5.3% |
5% |
False |
True |
126,339 |
| 10 |
3.211 |
2.783 |
0.428 |
15.3% |
0.184 |
6.6% |
3% |
False |
True |
115,901 |
| 20 |
3.950 |
2.783 |
1.167 |
41.8% |
0.179 |
6.4% |
1% |
False |
True |
92,817 |
| 40 |
4.639 |
2.783 |
1.856 |
66.4% |
0.180 |
6.4% |
1% |
False |
True |
65,180 |
| 60 |
4.639 |
2.783 |
1.856 |
66.4% |
0.162 |
5.8% |
1% |
False |
True |
50,379 |
| 80 |
4.639 |
2.783 |
1.856 |
66.4% |
0.145 |
5.2% |
1% |
False |
True |
40,243 |
| 100 |
4.639 |
2.783 |
1.856 |
66.4% |
0.134 |
4.8% |
1% |
False |
True |
33,528 |
| 120 |
4.639 |
2.783 |
1.856 |
66.4% |
0.125 |
4.5% |
1% |
False |
True |
28,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.576 |
|
2.618 |
3.329 |
|
1.618 |
3.178 |
|
1.000 |
3.085 |
|
0.618 |
3.027 |
|
HIGH |
2.934 |
|
0.618 |
2.876 |
|
0.500 |
2.859 |
|
0.382 |
2.841 |
|
LOW |
2.783 |
|
0.618 |
2.690 |
|
1.000 |
2.632 |
|
1.618 |
2.539 |
|
2.618 |
2.388 |
|
4.250 |
2.141 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.859 |
2.887 |
| PP |
2.837 |
2.856 |
| S1 |
2.816 |
2.826 |
|