NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.191 |
3.045 |
-0.146 |
-4.6% |
2.917 |
| High |
3.228 |
3.045 |
-0.183 |
-5.7% |
3.352 |
| Low |
3.024 |
2.821 |
-0.203 |
-6.7% |
2.783 |
| Close |
3.127 |
2.831 |
-0.296 |
-9.5% |
3.127 |
| Range |
0.204 |
0.224 |
0.020 |
9.8% |
0.569 |
| ATR |
0.204 |
0.211 |
0.007 |
3.6% |
0.000 |
| Volume |
152,323 |
169,833 |
17,510 |
11.5% |
873,014 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.571 |
3.425 |
2.954 |
|
| R3 |
3.347 |
3.201 |
2.893 |
|
| R2 |
3.123 |
3.123 |
2.872 |
|
| R1 |
2.977 |
2.977 |
2.852 |
2.938 |
| PP |
2.899 |
2.899 |
2.899 |
2.880 |
| S1 |
2.753 |
2.753 |
2.810 |
2.714 |
| S2 |
2.675 |
2.675 |
2.790 |
|
| S3 |
2.451 |
2.529 |
2.769 |
|
| S4 |
2.227 |
2.305 |
2.708 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.794 |
4.530 |
3.440 |
|
| R3 |
4.225 |
3.961 |
3.283 |
|
| R2 |
3.656 |
3.656 |
3.231 |
|
| R1 |
3.392 |
3.392 |
3.179 |
3.524 |
| PP |
3.087 |
3.087 |
3.087 |
3.154 |
| S1 |
2.823 |
2.823 |
3.075 |
2.955 |
| S2 |
2.518 |
2.518 |
3.023 |
|
| S3 |
1.949 |
2.254 |
2.971 |
|
| S4 |
1.380 |
1.685 |
2.814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.352 |
2.795 |
0.557 |
19.7% |
0.261 |
9.2% |
6% |
False |
False |
182,488 |
| 10 |
3.352 |
2.783 |
0.569 |
20.1% |
0.204 |
7.2% |
8% |
False |
False |
154,414 |
| 20 |
3.704 |
2.783 |
0.921 |
32.5% |
0.202 |
7.1% |
5% |
False |
False |
122,484 |
| 40 |
4.639 |
2.783 |
1.856 |
65.6% |
0.188 |
6.6% |
3% |
False |
False |
84,472 |
| 60 |
4.639 |
2.783 |
1.856 |
65.6% |
0.177 |
6.3% |
3% |
False |
False |
64,737 |
| 80 |
4.639 |
2.783 |
1.856 |
65.6% |
0.156 |
5.5% |
3% |
False |
False |
51,249 |
| 100 |
4.639 |
2.783 |
1.856 |
65.6% |
0.143 |
5.0% |
3% |
False |
False |
42,482 |
| 120 |
4.639 |
2.783 |
1.856 |
65.6% |
0.133 |
4.7% |
3% |
False |
False |
35,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.997 |
|
2.618 |
3.631 |
|
1.618 |
3.407 |
|
1.000 |
3.269 |
|
0.618 |
3.183 |
|
HIGH |
3.045 |
|
0.618 |
2.959 |
|
0.500 |
2.933 |
|
0.382 |
2.907 |
|
LOW |
2.821 |
|
0.618 |
2.683 |
|
1.000 |
2.597 |
|
1.618 |
2.459 |
|
2.618 |
2.235 |
|
4.250 |
1.869 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.933 |
3.087 |
| PP |
2.899 |
3.001 |
| S1 |
2.865 |
2.916 |
|