NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.897 |
2.895 |
-0.002 |
-0.1% |
3.045 |
| High |
2.955 |
3.005 |
0.050 |
1.7% |
3.048 |
| Low |
2.841 |
2.888 |
0.047 |
1.7% |
2.766 |
| Close |
2.881 |
2.981 |
0.100 |
3.5% |
2.986 |
| Range |
0.114 |
0.117 |
0.003 |
2.6% |
0.282 |
| ATR |
0.206 |
0.200 |
-0.006 |
-2.8% |
0.000 |
| Volume |
62,580 |
55,623 |
-6,957 |
-11.1% |
602,217 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.309 |
3.262 |
3.045 |
|
| R3 |
3.192 |
3.145 |
3.013 |
|
| R2 |
3.075 |
3.075 |
3.002 |
|
| R1 |
3.028 |
3.028 |
2.992 |
3.052 |
| PP |
2.958 |
2.958 |
2.958 |
2.970 |
| S1 |
2.911 |
2.911 |
2.970 |
2.935 |
| S2 |
2.841 |
2.841 |
2.960 |
|
| S3 |
2.724 |
2.794 |
2.949 |
|
| S4 |
2.607 |
2.677 |
2.917 |
|
|
| 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 |
9.5% |
0.160 |
5.4% |
76% |
False |
False |
110,117 |
| 10 |
3.352 |
2.766 |
0.586 |
19.7% |
0.210 |
7.1% |
37% |
False |
False |
146,303 |
| 20 |
3.352 |
2.766 |
0.586 |
19.7% |
0.197 |
6.6% |
37% |
False |
False |
131,102 |
| 40 |
4.350 |
2.766 |
1.584 |
53.1% |
0.181 |
6.1% |
14% |
False |
False |
93,903 |
| 60 |
4.639 |
2.766 |
1.873 |
62.8% |
0.182 |
6.1% |
11% |
False |
False |
72,851 |
| 80 |
4.639 |
2.766 |
1.873 |
62.8% |
0.160 |
5.4% |
11% |
False |
False |
57,551 |
| 100 |
4.639 |
2.766 |
1.873 |
62.8% |
0.146 |
4.9% |
11% |
False |
False |
47,629 |
| 120 |
4.639 |
2.766 |
1.873 |
62.8% |
0.136 |
4.6% |
11% |
False |
False |
40,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.502 |
|
2.618 |
3.311 |
|
1.618 |
3.194 |
|
1.000 |
3.122 |
|
0.618 |
3.077 |
|
HIGH |
3.005 |
|
0.618 |
2.960 |
|
0.500 |
2.947 |
|
0.382 |
2.933 |
|
LOW |
2.888 |
|
0.618 |
2.816 |
|
1.000 |
2.771 |
|
1.618 |
2.699 |
|
2.618 |
2.582 |
|
4.250 |
2.391 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.970 |
2.962 |
| PP |
2.958 |
2.942 |
| S1 |
2.947 |
2.923 |
|