NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.850 |
3.075 |
0.225 |
7.9% |
3.089 |
| High |
3.087 |
3.154 |
0.067 |
2.2% |
3.199 |
| Low |
2.810 |
2.868 |
0.058 |
2.1% |
2.810 |
| Close |
2.999 |
2.875 |
-0.124 |
-4.1% |
2.999 |
| Range |
0.277 |
0.286 |
0.009 |
3.2% |
0.389 |
| ATR |
0.176 |
0.184 |
0.008 |
4.4% |
0.000 |
| Volume |
54,341 |
46,745 |
-7,596 |
-14.0% |
145,080 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.824 |
3.635 |
3.032 |
|
| R3 |
3.538 |
3.349 |
2.954 |
|
| R2 |
3.252 |
3.252 |
2.927 |
|
| R1 |
3.063 |
3.063 |
2.901 |
3.015 |
| PP |
2.966 |
2.966 |
2.966 |
2.941 |
| S1 |
2.777 |
2.777 |
2.849 |
2.729 |
| S2 |
2.680 |
2.680 |
2.823 |
|
| S3 |
2.394 |
2.491 |
2.796 |
|
| S4 |
2.108 |
2.205 |
2.718 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.170 |
3.973 |
3.213 |
|
| R3 |
3.781 |
3.584 |
3.106 |
|
| R2 |
3.392 |
3.392 |
3.070 |
|
| R1 |
3.195 |
3.195 |
3.035 |
3.099 |
| PP |
3.003 |
3.003 |
3.003 |
2.955 |
| S1 |
2.806 |
2.806 |
2.963 |
2.710 |
| S2 |
2.614 |
2.614 |
2.928 |
|
| S3 |
2.225 |
2.417 |
2.892 |
|
| S4 |
1.836 |
2.028 |
2.785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.199 |
2.810 |
0.389 |
13.5% |
0.205 |
7.1% |
17% |
False |
False |
38,365 |
| 10 |
3.655 |
2.810 |
0.845 |
29.4% |
0.184 |
6.4% |
8% |
False |
False |
42,665 |
| 20 |
3.907 |
2.810 |
1.097 |
38.2% |
0.170 |
5.9% |
6% |
False |
False |
46,505 |
| 40 |
4.530 |
2.810 |
1.720 |
59.8% |
0.177 |
6.1% |
4% |
False |
False |
47,334 |
| 60 |
4.530 |
2.810 |
1.720 |
59.8% |
0.151 |
5.3% |
4% |
False |
False |
39,735 |
| 80 |
4.530 |
2.810 |
1.720 |
59.8% |
0.136 |
4.7% |
4% |
False |
False |
34,226 |
| 100 |
4.530 |
2.810 |
1.720 |
59.8% |
0.125 |
4.3% |
4% |
False |
False |
30,007 |
| 120 |
4.530 |
2.810 |
1.720 |
59.8% |
0.116 |
4.0% |
4% |
False |
False |
26,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.370 |
|
2.618 |
3.903 |
|
1.618 |
3.617 |
|
1.000 |
3.440 |
|
0.618 |
3.331 |
|
HIGH |
3.154 |
|
0.618 |
3.045 |
|
0.500 |
3.011 |
|
0.382 |
2.977 |
|
LOW |
2.868 |
|
0.618 |
2.691 |
|
1.000 |
2.582 |
|
1.618 |
2.405 |
|
2.618 |
2.119 |
|
4.250 |
1.653 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.011 |
2.982 |
| PP |
2.966 |
2.946 |
| S1 |
2.920 |
2.911 |
|