NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.815 |
2.954 |
0.139 |
4.9% |
3.076 |
| High |
2.971 |
3.337 |
0.366 |
12.3% |
3.176 |
| Low |
2.795 |
2.932 |
0.137 |
4.9% |
2.811 |
| Close |
2.943 |
3.233 |
0.290 |
9.9% |
2.946 |
| Range |
0.176 |
0.405 |
0.229 |
130.1% |
0.365 |
| ATR |
0.181 |
0.197 |
0.016 |
8.9% |
0.000 |
| Volume |
137,906 |
233,230 |
95,324 |
69.1% |
643,077 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.382 |
4.213 |
3.456 |
|
| R3 |
3.977 |
3.808 |
3.344 |
|
| R2 |
3.572 |
3.572 |
3.307 |
|
| R1 |
3.403 |
3.403 |
3.270 |
3.488 |
| PP |
3.167 |
3.167 |
3.167 |
3.210 |
| S1 |
2.998 |
2.998 |
3.196 |
3.083 |
| S2 |
2.762 |
2.762 |
3.159 |
|
| S3 |
2.357 |
2.593 |
3.122 |
|
| S4 |
1.952 |
2.188 |
3.010 |
|
|
| 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 |
3.337 |
2.783 |
0.554 |
17.1% |
0.197 |
6.1% |
81% |
True |
False |
151,334 |
| 10 |
3.337 |
2.783 |
0.554 |
17.1% |
0.216 |
6.7% |
81% |
True |
False |
136,931 |
| 20 |
3.823 |
2.783 |
1.040 |
32.2% |
0.187 |
5.8% |
43% |
False |
False |
104,588 |
| 40 |
4.639 |
2.783 |
1.856 |
57.4% |
0.186 |
5.8% |
24% |
False |
False |
73,094 |
| 60 |
4.639 |
2.783 |
1.856 |
57.4% |
0.169 |
5.2% |
24% |
False |
False |
56,257 |
| 80 |
4.639 |
2.783 |
1.856 |
57.4% |
0.150 |
4.6% |
24% |
False |
False |
44,737 |
| 100 |
4.639 |
2.783 |
1.856 |
57.4% |
0.138 |
4.3% |
24% |
False |
False |
37,173 |
| 120 |
4.639 |
2.783 |
1.856 |
57.4% |
0.129 |
4.0% |
24% |
False |
False |
31,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.058 |
|
2.618 |
4.397 |
|
1.618 |
3.992 |
|
1.000 |
3.742 |
|
0.618 |
3.587 |
|
HIGH |
3.337 |
|
0.618 |
3.182 |
|
0.500 |
3.135 |
|
0.382 |
3.087 |
|
LOW |
2.932 |
|
0.618 |
2.682 |
|
1.000 |
2.527 |
|
1.618 |
2.277 |
|
2.618 |
1.872 |
|
4.250 |
1.211 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.200 |
3.175 |
| PP |
3.167 |
3.118 |
| S1 |
3.135 |
3.060 |
|