NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.248 |
3.150 |
-0.098 |
-3.0% |
2.916 |
| High |
3.299 |
3.178 |
-0.121 |
-3.7% |
3.299 |
| Low |
3.022 |
2.990 |
-0.032 |
-1.1% |
2.781 |
| Close |
3.121 |
3.087 |
-0.034 |
-1.1% |
3.087 |
| Range |
0.277 |
0.188 |
-0.089 |
-32.1% |
0.518 |
| ATR |
0.191 |
0.191 |
0.000 |
-0.1% |
0.000 |
| Volume |
144,440 |
100,267 |
-44,173 |
-30.6% |
602,531 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.649 |
3.556 |
3.190 |
|
| R3 |
3.461 |
3.368 |
3.139 |
|
| R2 |
3.273 |
3.273 |
3.121 |
|
| R1 |
3.180 |
3.180 |
3.104 |
3.133 |
| PP |
3.085 |
3.085 |
3.085 |
3.061 |
| S1 |
2.992 |
2.992 |
3.070 |
2.945 |
| S2 |
2.897 |
2.897 |
3.053 |
|
| S3 |
2.709 |
2.804 |
3.035 |
|
| S4 |
2.521 |
2.616 |
2.984 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.610 |
4.366 |
3.372 |
|
| R3 |
4.092 |
3.848 |
3.229 |
|
| R2 |
3.574 |
3.574 |
3.182 |
|
| R1 |
3.330 |
3.330 |
3.134 |
3.452 |
| PP |
3.056 |
3.056 |
3.056 |
3.117 |
| S1 |
2.812 |
2.812 |
3.040 |
2.934 |
| S2 |
2.538 |
2.538 |
2.992 |
|
| S3 |
2.020 |
2.294 |
2.945 |
|
| S4 |
1.502 |
1.776 |
2.802 |
|
|
| 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 |
16.8% |
0.227 |
7.4% |
59% |
False |
False |
120,506 |
| 10 |
3.299 |
2.781 |
0.518 |
16.8% |
0.199 |
6.4% |
59% |
False |
False |
90,668 |
| 20 |
3.770 |
2.781 |
0.989 |
32.0% |
0.185 |
6.0% |
31% |
False |
False |
65,914 |
| 40 |
4.530 |
2.781 |
1.749 |
56.7% |
0.179 |
5.8% |
17% |
False |
False |
57,202 |
| 60 |
4.530 |
2.781 |
1.749 |
56.7% |
0.165 |
5.3% |
17% |
False |
False |
51,006 |
| 80 |
4.530 |
2.781 |
1.749 |
56.7% |
0.148 |
4.8% |
17% |
False |
False |
43,353 |
| 100 |
4.530 |
2.781 |
1.749 |
56.7% |
0.135 |
4.4% |
17% |
False |
False |
37,690 |
| 120 |
4.530 |
2.781 |
1.749 |
56.7% |
0.125 |
4.0% |
17% |
False |
False |
32,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.977 |
|
2.618 |
3.670 |
|
1.618 |
3.482 |
|
1.000 |
3.366 |
|
0.618 |
3.294 |
|
HIGH |
3.178 |
|
0.618 |
3.106 |
|
0.500 |
3.084 |
|
0.382 |
3.062 |
|
LOW |
2.990 |
|
0.618 |
2.874 |
|
1.000 |
2.802 |
|
1.618 |
2.686 |
|
2.618 |
2.498 |
|
4.250 |
2.191 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.086 |
3.111 |
| PP |
3.085 |
3.103 |
| S1 |
3.084 |
3.095 |
|