NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.819 |
2.941 |
0.122 |
4.3% |
3.075 |
| High |
2.957 |
3.278 |
0.321 |
10.9% |
3.154 |
| Low |
2.794 |
2.923 |
0.129 |
4.6% |
2.803 |
| Close |
2.932 |
3.208 |
0.276 |
9.4% |
2.947 |
| Range |
0.163 |
0.355 |
0.192 |
117.8% |
0.351 |
| ATR |
0.172 |
0.185 |
0.013 |
7.6% |
0.000 |
| Volume |
87,988 |
189,216 |
101,228 |
115.0% |
304,155 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.201 |
4.060 |
3.403 |
|
| R3 |
3.846 |
3.705 |
3.306 |
|
| R2 |
3.491 |
3.491 |
3.273 |
|
| R1 |
3.350 |
3.350 |
3.241 |
3.421 |
| PP |
3.136 |
3.136 |
3.136 |
3.172 |
| S1 |
2.995 |
2.995 |
3.175 |
3.066 |
| S2 |
2.781 |
2.781 |
3.143 |
|
| S3 |
2.426 |
2.640 |
3.110 |
|
| S4 |
2.071 |
2.285 |
3.013 |
|
|
| 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 |
3.278 |
2.781 |
0.497 |
15.5% |
0.184 |
5.7% |
86% |
True |
False |
102,395 |
| 10 |
3.278 |
2.781 |
0.497 |
15.5% |
0.203 |
6.3% |
86% |
True |
False |
74,694 |
| 20 |
3.770 |
2.781 |
0.989 |
30.8% |
0.174 |
5.4% |
43% |
False |
False |
57,354 |
| 40 |
4.530 |
2.781 |
1.749 |
54.5% |
0.176 |
5.5% |
24% |
False |
False |
53,039 |
| 60 |
4.530 |
2.781 |
1.749 |
54.5% |
0.161 |
5.0% |
24% |
False |
False |
47,515 |
| 80 |
4.530 |
2.781 |
1.749 |
54.5% |
0.144 |
4.5% |
24% |
False |
False |
40,649 |
| 100 |
4.530 |
2.781 |
1.749 |
54.5% |
0.131 |
4.1% |
24% |
False |
False |
35,438 |
| 120 |
4.530 |
2.781 |
1.749 |
54.5% |
0.122 |
3.8% |
24% |
False |
False |
31,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.787 |
|
2.618 |
4.207 |
|
1.618 |
3.852 |
|
1.000 |
3.633 |
|
0.618 |
3.497 |
|
HIGH |
3.278 |
|
0.618 |
3.142 |
|
0.500 |
3.101 |
|
0.382 |
3.059 |
|
LOW |
2.923 |
|
0.618 |
2.704 |
|
1.000 |
2.568 |
|
1.618 |
2.349 |
|
2.618 |
1.994 |
|
4.250 |
1.414 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.172 |
3.149 |
| PP |
3.136 |
3.089 |
| S1 |
3.101 |
3.030 |
|