NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.937 |
2.874 |
-0.063 |
-2.1% |
3.089 |
| High |
2.996 |
2.964 |
-0.032 |
-1.1% |
3.199 |
| Low |
2.819 |
2.812 |
-0.007 |
-0.2% |
2.810 |
| Close |
2.865 |
2.925 |
0.060 |
2.1% |
2.999 |
| Range |
0.177 |
0.152 |
-0.025 |
-14.1% |
0.389 |
| ATR |
0.181 |
0.179 |
-0.002 |
-1.1% |
0.000 |
| Volume |
50,088 |
64,524 |
14,436 |
28.8% |
145,080 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.356 |
3.293 |
3.009 |
|
| R3 |
3.204 |
3.141 |
2.967 |
|
| R2 |
3.052 |
3.052 |
2.953 |
|
| R1 |
2.989 |
2.989 |
2.939 |
3.021 |
| PP |
2.900 |
2.900 |
2.900 |
2.916 |
| S1 |
2.837 |
2.837 |
2.911 |
2.869 |
| S2 |
2.748 |
2.748 |
2.897 |
|
| S3 |
2.596 |
2.685 |
2.883 |
|
| S4 |
2.444 |
2.533 |
2.841 |
|
|
| 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 |
3.154 |
2.803 |
0.351 |
12.0% |
0.206 |
7.0% |
35% |
False |
False |
53,773 |
| 10 |
3.210 |
2.803 |
0.407 |
13.9% |
0.178 |
6.1% |
30% |
False |
False |
43,015 |
| 20 |
3.907 |
2.803 |
1.104 |
37.7% |
0.170 |
5.8% |
11% |
False |
False |
46,570 |
| 40 |
4.530 |
2.803 |
1.727 |
59.0% |
0.171 |
5.8% |
7% |
False |
False |
46,463 |
| 60 |
4.530 |
2.803 |
1.727 |
59.0% |
0.155 |
5.3% |
7% |
False |
False |
41,344 |
| 80 |
4.530 |
2.803 |
1.727 |
59.0% |
0.138 |
4.7% |
7% |
False |
False |
35,808 |
| 100 |
4.530 |
2.803 |
1.727 |
59.0% |
0.127 |
4.3% |
7% |
False |
False |
31,265 |
| 120 |
4.530 |
2.803 |
1.727 |
59.0% |
0.119 |
4.1% |
7% |
False |
False |
27,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.610 |
|
2.618 |
3.362 |
|
1.618 |
3.210 |
|
1.000 |
3.116 |
|
0.618 |
3.058 |
|
HIGH |
2.964 |
|
0.618 |
2.906 |
|
0.500 |
2.888 |
|
0.382 |
2.870 |
|
LOW |
2.812 |
|
0.618 |
2.718 |
|
1.000 |
2.660 |
|
1.618 |
2.566 |
|
2.618 |
2.414 |
|
4.250 |
2.166 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.913 |
2.917 |
| PP |
2.900 |
2.908 |
| S1 |
2.888 |
2.900 |
|