NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.917 |
2.815 |
-0.102 |
-3.5% |
3.076 |
| High |
2.934 |
2.971 |
0.037 |
1.3% |
3.176 |
| Low |
2.783 |
2.795 |
0.012 |
0.4% |
2.811 |
| Close |
2.795 |
2.943 |
0.148 |
5.3% |
2.946 |
| Range |
0.151 |
0.176 |
0.025 |
16.6% |
0.365 |
| ATR |
0.181 |
0.181 |
0.000 |
-0.2% |
0.000 |
| Volume |
130,404 |
137,906 |
7,502 |
5.8% |
643,077 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.431 |
3.363 |
3.040 |
|
| R3 |
3.255 |
3.187 |
2.991 |
|
| R2 |
3.079 |
3.079 |
2.975 |
|
| R1 |
3.011 |
3.011 |
2.959 |
3.045 |
| PP |
2.903 |
2.903 |
2.903 |
2.920 |
| S1 |
2.835 |
2.835 |
2.927 |
2.869 |
| S2 |
2.727 |
2.727 |
2.911 |
|
| S3 |
2.551 |
2.659 |
2.895 |
|
| S4 |
2.375 |
2.483 |
2.846 |
|
|
| 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 |
7.8% |
0.154 |
5.2% |
70% |
False |
False |
131,653 |
| 10 |
3.178 |
2.783 |
0.395 |
13.4% |
0.185 |
6.3% |
41% |
False |
False |
120,580 |
| 20 |
3.950 |
2.783 |
1.167 |
39.7% |
0.179 |
6.1% |
14% |
False |
False |
96,613 |
| 40 |
4.639 |
2.783 |
1.856 |
63.1% |
0.180 |
6.1% |
9% |
False |
False |
67,969 |
| 60 |
4.639 |
2.783 |
1.856 |
63.1% |
0.163 |
5.5% |
9% |
False |
False |
52,511 |
| 80 |
4.639 |
2.783 |
1.856 |
63.1% |
0.146 |
5.0% |
9% |
False |
False |
41,895 |
| 100 |
4.639 |
2.783 |
1.856 |
63.1% |
0.135 |
4.6% |
9% |
False |
False |
34,877 |
| 120 |
4.639 |
2.783 |
1.856 |
63.1% |
0.126 |
4.3% |
9% |
False |
False |
29,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.719 |
|
2.618 |
3.432 |
|
1.618 |
3.256 |
|
1.000 |
3.147 |
|
0.618 |
3.080 |
|
HIGH |
2.971 |
|
0.618 |
2.904 |
|
0.500 |
2.883 |
|
0.382 |
2.862 |
|
LOW |
2.795 |
|
0.618 |
2.686 |
|
1.000 |
2.619 |
|
1.618 |
2.510 |
|
2.618 |
2.334 |
|
4.250 |
2.047 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.923 |
2.924 |
| PP |
2.903 |
2.905 |
| S1 |
2.883 |
2.887 |
|