NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.874 |
2.956 |
0.082 |
2.9% |
3.075 |
| High |
2.964 |
2.986 |
0.022 |
0.7% |
3.154 |
| Low |
2.812 |
2.887 |
0.075 |
2.7% |
2.803 |
| Close |
2.925 |
2.947 |
0.022 |
0.8% |
2.947 |
| Range |
0.152 |
0.099 |
-0.053 |
-34.9% |
0.351 |
| ATR |
0.179 |
0.173 |
-0.006 |
-3.2% |
0.000 |
| Volume |
64,524 |
89,627 |
25,103 |
38.9% |
304,155 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.237 |
3.191 |
3.001 |
|
| R3 |
3.138 |
3.092 |
2.974 |
|
| R2 |
3.039 |
3.039 |
2.965 |
|
| R1 |
2.993 |
2.993 |
2.956 |
2.967 |
| PP |
2.940 |
2.940 |
2.940 |
2.927 |
| S1 |
2.894 |
2.894 |
2.938 |
2.868 |
| S2 |
2.841 |
2.841 |
2.929 |
|
| S3 |
2.742 |
2.795 |
2.920 |
|
| S4 |
2.643 |
2.696 |
2.893 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.021 |
3.835 |
3.140 |
|
| R3 |
3.670 |
3.484 |
3.044 |
|
| R2 |
3.319 |
3.319 |
3.011 |
|
| R1 |
3.133 |
3.133 |
2.979 |
3.051 |
| PP |
2.968 |
2.968 |
2.968 |
2.927 |
| S1 |
2.782 |
2.782 |
2.915 |
2.700 |
| S2 |
2.617 |
2.617 |
2.883 |
|
| S3 |
2.266 |
2.431 |
2.850 |
|
| S4 |
1.915 |
2.080 |
2.754 |
|
|
| 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 |
11.9% |
0.171 |
5.8% |
41% |
False |
False |
60,831 |
| 10 |
3.199 |
2.803 |
0.396 |
13.4% |
0.172 |
5.8% |
36% |
False |
False |
48,374 |
| 20 |
3.907 |
2.803 |
1.104 |
37.5% |
0.168 |
5.7% |
13% |
False |
False |
48,213 |
| 40 |
4.530 |
2.803 |
1.727 |
58.6% |
0.169 |
5.7% |
8% |
False |
False |
47,217 |
| 60 |
4.530 |
2.803 |
1.727 |
58.6% |
0.155 |
5.2% |
8% |
False |
False |
42,551 |
| 80 |
4.530 |
2.803 |
1.727 |
58.6% |
0.138 |
4.7% |
8% |
False |
False |
36,718 |
| 100 |
4.530 |
2.803 |
1.727 |
58.6% |
0.127 |
4.3% |
8% |
False |
False |
32,076 |
| 120 |
4.530 |
2.803 |
1.727 |
58.6% |
0.119 |
4.0% |
8% |
False |
False |
28,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.407 |
|
2.618 |
3.245 |
|
1.618 |
3.146 |
|
1.000 |
3.085 |
|
0.618 |
3.047 |
|
HIGH |
2.986 |
|
0.618 |
2.948 |
|
0.500 |
2.937 |
|
0.382 |
2.925 |
|
LOW |
2.887 |
|
0.618 |
2.826 |
|
1.000 |
2.788 |
|
1.618 |
2.727 |
|
2.618 |
2.628 |
|
4.250 |
2.466 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.944 |
2.933 |
| PP |
2.940 |
2.918 |
| S1 |
2.937 |
2.904 |
|