NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.000 |
2.858 |
-0.142 |
-4.7% |
3.045 |
| High |
3.048 |
2.994 |
-0.054 |
-1.8% |
3.048 |
| Low |
2.766 |
2.855 |
0.089 |
3.2% |
2.766 |
| Close |
2.835 |
2.986 |
0.151 |
5.3% |
2.986 |
| Range |
0.282 |
0.139 |
-0.143 |
-50.7% |
0.282 |
| ATR |
0.214 |
0.210 |
-0.004 |
-1.8% |
0.000 |
| Volume |
169,450 |
99,068 |
-70,382 |
-41.5% |
602,217 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.362 |
3.313 |
3.062 |
|
| R3 |
3.223 |
3.174 |
3.024 |
|
| R2 |
3.084 |
3.084 |
3.011 |
|
| R1 |
3.035 |
3.035 |
2.999 |
3.060 |
| PP |
2.945 |
2.945 |
2.945 |
2.957 |
| S1 |
2.896 |
2.896 |
2.973 |
2.921 |
| S2 |
2.806 |
2.806 |
2.961 |
|
| S3 |
2.667 |
2.757 |
2.948 |
|
| S4 |
2.528 |
2.618 |
2.910 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.779 |
3.665 |
3.141 |
|
| R3 |
3.497 |
3.383 |
3.064 |
|
| R2 |
3.215 |
3.215 |
3.038 |
|
| R1 |
3.101 |
3.101 |
3.012 |
3.017 |
| PP |
2.933 |
2.933 |
2.933 |
2.892 |
| S1 |
2.819 |
2.819 |
2.960 |
2.735 |
| S2 |
2.651 |
2.651 |
2.934 |
|
| S3 |
2.369 |
2.537 |
2.908 |
|
| S4 |
2.087 |
2.255 |
2.831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.228 |
2.766 |
0.462 |
15.5% |
0.199 |
6.7% |
48% |
False |
False |
150,908 |
| 10 |
3.352 |
2.766 |
0.586 |
19.6% |
0.213 |
7.1% |
38% |
False |
False |
158,256 |
| 20 |
3.352 |
2.766 |
0.586 |
19.6% |
0.201 |
6.7% |
38% |
False |
False |
131,021 |
| 40 |
4.494 |
2.766 |
1.728 |
57.9% |
0.185 |
6.2% |
13% |
False |
False |
92,204 |
| 60 |
4.639 |
2.766 |
1.873 |
62.7% |
0.182 |
6.1% |
12% |
False |
False |
71,300 |
| 80 |
4.639 |
2.766 |
1.873 |
62.7% |
0.160 |
5.3% |
12% |
False |
False |
56,333 |
| 100 |
4.639 |
2.766 |
1.873 |
62.7% |
0.146 |
4.9% |
12% |
False |
False |
46,577 |
| 120 |
4.639 |
2.766 |
1.873 |
62.7% |
0.135 |
4.5% |
12% |
False |
False |
39,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.585 |
|
2.618 |
3.358 |
|
1.618 |
3.219 |
|
1.000 |
3.133 |
|
0.618 |
3.080 |
|
HIGH |
2.994 |
|
0.618 |
2.941 |
|
0.500 |
2.925 |
|
0.382 |
2.908 |
|
LOW |
2.855 |
|
0.618 |
2.769 |
|
1.000 |
2.716 |
|
1.618 |
2.630 |
|
2.618 |
2.491 |
|
4.250 |
2.264 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.966 |
2.960 |
| PP |
2.945 |
2.933 |
| S1 |
2.925 |
2.907 |
|