NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.858 |
2.897 |
0.039 |
1.4% |
3.045 |
| High |
2.994 |
2.955 |
-0.039 |
-1.3% |
3.048 |
| Low |
2.855 |
2.841 |
-0.014 |
-0.5% |
2.766 |
| Close |
2.986 |
2.881 |
-0.105 |
-3.5% |
2.986 |
| Range |
0.139 |
0.114 |
-0.025 |
-18.0% |
0.282 |
| ATR |
0.210 |
0.206 |
-0.005 |
-2.2% |
0.000 |
| Volume |
99,068 |
62,580 |
-36,488 |
-36.8% |
602,217 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.234 |
3.172 |
2.944 |
|
| R3 |
3.120 |
3.058 |
2.912 |
|
| R2 |
3.006 |
3.006 |
2.902 |
|
| R1 |
2.944 |
2.944 |
2.891 |
2.918 |
| PP |
2.892 |
2.892 |
2.892 |
2.880 |
| S1 |
2.830 |
2.830 |
2.871 |
2.804 |
| S2 |
2.778 |
2.778 |
2.860 |
|
| S3 |
2.664 |
2.716 |
2.850 |
|
| S4 |
2.550 |
2.602 |
2.818 |
|
|
| 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 |
3.048 |
2.766 |
0.282 |
9.8% |
0.181 |
6.3% |
41% |
False |
False |
132,959 |
| 10 |
3.352 |
2.766 |
0.586 |
20.3% |
0.214 |
7.4% |
20% |
False |
False |
153,781 |
| 20 |
3.352 |
2.766 |
0.586 |
20.3% |
0.198 |
6.9% |
20% |
False |
False |
131,085 |
| 40 |
4.494 |
2.766 |
1.728 |
60.0% |
0.183 |
6.3% |
7% |
False |
False |
93,057 |
| 60 |
4.639 |
2.766 |
1.873 |
65.0% |
0.182 |
6.3% |
6% |
False |
False |
72,165 |
| 80 |
4.639 |
2.766 |
1.873 |
65.0% |
0.160 |
5.6% |
6% |
False |
False |
56,993 |
| 100 |
4.639 |
2.766 |
1.873 |
65.0% |
0.145 |
5.0% |
6% |
False |
False |
47,166 |
| 120 |
4.639 |
2.766 |
1.873 |
65.0% |
0.136 |
4.7% |
6% |
False |
False |
39,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.440 |
|
2.618 |
3.253 |
|
1.618 |
3.139 |
|
1.000 |
3.069 |
|
0.618 |
3.025 |
|
HIGH |
2.955 |
|
0.618 |
2.911 |
|
0.500 |
2.898 |
|
0.382 |
2.885 |
|
LOW |
2.841 |
|
0.618 |
2.771 |
|
1.000 |
2.727 |
|
1.618 |
2.657 |
|
2.618 |
2.543 |
|
4.250 |
2.357 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.898 |
2.907 |
| PP |
2.892 |
2.898 |
| S1 |
2.887 |
2.890 |
|