NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.075 |
2.915 |
-0.160 |
-5.2% |
3.089 |
| High |
3.154 |
2.942 |
-0.212 |
-6.7% |
3.199 |
| Low |
2.868 |
2.803 |
-0.065 |
-2.3% |
2.810 |
| Close |
2.875 |
2.924 |
0.049 |
1.7% |
2.999 |
| Range |
0.286 |
0.139 |
-0.147 |
-51.4% |
0.389 |
| ATR |
0.184 |
0.181 |
-0.003 |
-1.8% |
0.000 |
| Volume |
46,745 |
53,171 |
6,426 |
13.7% |
145,080 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.307 |
3.254 |
3.000 |
|
| R3 |
3.168 |
3.115 |
2.962 |
|
| R2 |
3.029 |
3.029 |
2.949 |
|
| R1 |
2.976 |
2.976 |
2.937 |
3.003 |
| PP |
2.890 |
2.890 |
2.890 |
2.903 |
| S1 |
2.837 |
2.837 |
2.911 |
2.864 |
| S2 |
2.751 |
2.751 |
2.899 |
|
| S3 |
2.612 |
2.698 |
2.886 |
|
| S4 |
2.473 |
2.559 |
2.848 |
|
|
| 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 |
3.171 |
2.803 |
0.368 |
12.6% |
0.203 |
6.9% |
33% |
False |
True |
45,028 |
| 10 |
3.355 |
2.803 |
0.552 |
18.9% |
0.177 |
6.0% |
22% |
False |
True |
43,645 |
| 20 |
3.907 |
2.803 |
1.104 |
37.8% |
0.169 |
5.8% |
11% |
False |
True |
47,293 |
| 40 |
4.530 |
2.803 |
1.727 |
59.1% |
0.174 |
5.9% |
7% |
False |
True |
47,301 |
| 60 |
4.530 |
2.803 |
1.727 |
59.1% |
0.152 |
5.2% |
7% |
False |
True |
40,220 |
| 80 |
4.530 |
2.803 |
1.727 |
59.1% |
0.136 |
4.7% |
7% |
False |
True |
34,744 |
| 100 |
4.530 |
2.803 |
1.727 |
59.1% |
0.125 |
4.3% |
7% |
False |
True |
30,447 |
| 120 |
4.530 |
2.803 |
1.727 |
59.1% |
0.117 |
4.0% |
7% |
False |
True |
26,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.533 |
|
2.618 |
3.306 |
|
1.618 |
3.167 |
|
1.000 |
3.081 |
|
0.618 |
3.028 |
|
HIGH |
2.942 |
|
0.618 |
2.889 |
|
0.500 |
2.873 |
|
0.382 |
2.856 |
|
LOW |
2.803 |
|
0.618 |
2.717 |
|
1.000 |
2.664 |
|
1.618 |
2.578 |
|
2.618 |
2.439 |
|
4.250 |
2.212 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.907 |
2.979 |
| PP |
2.890 |
2.960 |
| S1 |
2.873 |
2.942 |
|