NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.941 |
3.248 |
0.307 |
10.4% |
3.075 |
| High |
3.278 |
3.299 |
0.021 |
0.6% |
3.154 |
| Low |
2.923 |
3.022 |
0.099 |
3.4% |
2.803 |
| Close |
3.208 |
3.121 |
-0.087 |
-2.7% |
2.947 |
| Range |
0.355 |
0.277 |
-0.078 |
-22.0% |
0.351 |
| ATR |
0.185 |
0.191 |
0.007 |
3.6% |
0.000 |
| Volume |
189,216 |
144,440 |
-44,776 |
-23.7% |
304,155 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.978 |
3.827 |
3.273 |
|
| R3 |
3.701 |
3.550 |
3.197 |
|
| R2 |
3.424 |
3.424 |
3.172 |
|
| R1 |
3.273 |
3.273 |
3.146 |
3.210 |
| PP |
3.147 |
3.147 |
3.147 |
3.116 |
| S1 |
2.996 |
2.996 |
3.096 |
2.933 |
| S2 |
2.870 |
2.870 |
3.070 |
|
| S3 |
2.593 |
2.719 |
3.045 |
|
| S4 |
2.316 |
2.442 |
2.969 |
|
|
| 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 |
3.299 |
2.781 |
0.518 |
16.6% |
0.209 |
6.7% |
66% |
True |
False |
118,378 |
| 10 |
3.299 |
2.781 |
0.518 |
16.6% |
0.208 |
6.7% |
66% |
True |
False |
86,076 |
| 20 |
3.770 |
2.781 |
0.989 |
31.7% |
0.180 |
5.8% |
34% |
False |
False |
62,567 |
| 40 |
4.530 |
2.781 |
1.749 |
56.0% |
0.178 |
5.7% |
19% |
False |
False |
55,726 |
| 60 |
4.530 |
2.781 |
1.749 |
56.0% |
0.165 |
5.3% |
19% |
False |
False |
49,635 |
| 80 |
4.530 |
2.781 |
1.749 |
56.0% |
0.146 |
4.7% |
19% |
False |
False |
42,273 |
| 100 |
4.530 |
2.781 |
1.749 |
56.0% |
0.134 |
4.3% |
19% |
False |
False |
36,746 |
| 120 |
4.530 |
2.781 |
1.749 |
56.0% |
0.124 |
4.0% |
19% |
False |
False |
32,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.476 |
|
2.618 |
4.024 |
|
1.618 |
3.747 |
|
1.000 |
3.576 |
|
0.618 |
3.470 |
|
HIGH |
3.299 |
|
0.618 |
3.193 |
|
0.500 |
3.161 |
|
0.382 |
3.128 |
|
LOW |
3.022 |
|
0.618 |
2.851 |
|
1.000 |
2.745 |
|
1.618 |
2.574 |
|
2.618 |
2.297 |
|
4.250 |
1.845 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.161 |
3.096 |
| PP |
3.147 |
3.071 |
| S1 |
3.134 |
3.047 |
|