NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.916 |
2.819 |
-0.097 |
-3.3% |
3.075 |
| High |
2.933 |
2.957 |
0.024 |
0.8% |
3.154 |
| Low |
2.781 |
2.794 |
0.013 |
0.5% |
2.803 |
| Close |
2.795 |
2.932 |
0.137 |
4.9% |
2.947 |
| Range |
0.152 |
0.163 |
0.011 |
7.2% |
0.351 |
| ATR |
0.173 |
0.172 |
-0.001 |
-0.4% |
0.000 |
| Volume |
80,620 |
87,988 |
7,368 |
9.1% |
304,155 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.383 |
3.321 |
3.022 |
|
| R3 |
3.220 |
3.158 |
2.977 |
|
| R2 |
3.057 |
3.057 |
2.962 |
|
| R1 |
2.995 |
2.995 |
2.947 |
3.026 |
| PP |
2.894 |
2.894 |
2.894 |
2.910 |
| S1 |
2.832 |
2.832 |
2.917 |
2.863 |
| S2 |
2.731 |
2.731 |
2.902 |
|
| S3 |
2.568 |
2.669 |
2.887 |
|
| S4 |
2.405 |
2.506 |
2.842 |
|
|
| 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 |
2.996 |
2.781 |
0.215 |
7.3% |
0.149 |
5.1% |
70% |
False |
False |
74,569 |
| 10 |
3.171 |
2.781 |
0.390 |
13.3% |
0.176 |
6.0% |
39% |
False |
False |
59,799 |
| 20 |
3.907 |
2.781 |
1.126 |
38.4% |
0.168 |
5.7% |
13% |
False |
False |
50,400 |
| 40 |
4.530 |
2.781 |
1.749 |
59.7% |
0.171 |
5.8% |
9% |
False |
False |
49,464 |
| 60 |
4.530 |
2.781 |
1.749 |
59.7% |
0.157 |
5.3% |
9% |
False |
False |
44,691 |
| 80 |
4.530 |
2.781 |
1.749 |
59.7% |
0.140 |
4.8% |
9% |
False |
False |
38,464 |
| 100 |
4.530 |
2.781 |
1.749 |
59.7% |
0.129 |
4.4% |
9% |
False |
False |
33,624 |
| 120 |
4.530 |
2.781 |
1.749 |
59.7% |
0.120 |
4.1% |
9% |
False |
False |
29,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.650 |
|
2.618 |
3.384 |
|
1.618 |
3.221 |
|
1.000 |
3.120 |
|
0.618 |
3.058 |
|
HIGH |
2.957 |
|
0.618 |
2.895 |
|
0.500 |
2.876 |
|
0.382 |
2.856 |
|
LOW |
2.794 |
|
0.618 |
2.693 |
|
1.000 |
2.631 |
|
1.618 |
2.530 |
|
2.618 |
2.367 |
|
4.250 |
2.101 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.913 |
2.916 |
| PP |
2.894 |
2.900 |
| S1 |
2.876 |
2.884 |
|