NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.892 |
3.000 |
0.108 |
3.7% |
2.917 |
| High |
3.015 |
3.048 |
0.033 |
1.1% |
3.352 |
| Low |
2.867 |
2.766 |
-0.101 |
-3.5% |
2.783 |
| Close |
2.974 |
2.835 |
-0.139 |
-4.7% |
3.127 |
| Range |
0.148 |
0.282 |
0.134 |
90.5% |
0.569 |
| ATR |
0.209 |
0.214 |
0.005 |
2.5% |
0.000 |
| Volume |
163,866 |
169,450 |
5,584 |
3.4% |
873,014 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.729 |
3.564 |
2.990 |
|
| R3 |
3.447 |
3.282 |
2.913 |
|
| R2 |
3.165 |
3.165 |
2.887 |
|
| R1 |
3.000 |
3.000 |
2.861 |
2.942 |
| PP |
2.883 |
2.883 |
2.883 |
2.854 |
| S1 |
2.718 |
2.718 |
2.809 |
2.660 |
| S2 |
2.601 |
2.601 |
2.783 |
|
| S3 |
2.319 |
2.436 |
2.757 |
|
| S4 |
2.037 |
2.154 |
2.680 |
|
|
| 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 |
2.766 |
0.586 |
20.7% |
0.231 |
8.1% |
12% |
False |
True |
174,924 |
| 10 |
3.352 |
2.766 |
0.586 |
20.7% |
0.214 |
7.5% |
12% |
False |
True |
163,129 |
| 20 |
3.352 |
2.766 |
0.586 |
20.7% |
0.201 |
7.1% |
12% |
False |
True |
129,467 |
| 40 |
4.494 |
2.766 |
1.728 |
61.0% |
0.186 |
6.6% |
4% |
False |
True |
90,448 |
| 60 |
4.639 |
2.766 |
1.873 |
66.1% |
0.182 |
6.4% |
4% |
False |
True |
69,819 |
| 80 |
4.639 |
2.766 |
1.873 |
66.1% |
0.159 |
5.6% |
4% |
False |
True |
55,188 |
| 100 |
4.639 |
2.766 |
1.873 |
66.1% |
0.145 |
5.1% |
4% |
False |
True |
45,663 |
| 120 |
4.639 |
2.766 |
1.873 |
66.1% |
0.135 |
4.8% |
4% |
False |
True |
38,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.247 |
|
2.618 |
3.786 |
|
1.618 |
3.504 |
|
1.000 |
3.330 |
|
0.618 |
3.222 |
|
HIGH |
3.048 |
|
0.618 |
2.940 |
|
0.500 |
2.907 |
|
0.382 |
2.874 |
|
LOW |
2.766 |
|
0.618 |
2.592 |
|
1.000 |
2.484 |
|
1.618 |
2.310 |
|
2.618 |
2.028 |
|
4.250 |
1.568 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.907 |
2.907 |
| PP |
2.883 |
2.883 |
| S1 |
2.859 |
2.859 |
|