NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.150 |
3.013 |
-0.137 |
-4.3% |
2.916 |
| High |
3.178 |
3.013 |
-0.165 |
-5.2% |
3.299 |
| Low |
2.990 |
2.809 |
-0.181 |
-6.1% |
2.781 |
| Close |
3.087 |
2.820 |
-0.267 |
-8.6% |
3.087 |
| Range |
0.188 |
0.204 |
0.016 |
8.5% |
0.518 |
| ATR |
0.191 |
0.197 |
0.006 |
3.2% |
0.000 |
| Volume |
100,267 |
147,605 |
47,338 |
47.2% |
602,531 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.493 |
3.360 |
2.932 |
|
| R3 |
3.289 |
3.156 |
2.876 |
|
| R2 |
3.085 |
3.085 |
2.857 |
|
| R1 |
2.952 |
2.952 |
2.839 |
2.917 |
| PP |
2.881 |
2.881 |
2.881 |
2.863 |
| S1 |
2.748 |
2.748 |
2.801 |
2.713 |
| S2 |
2.677 |
2.677 |
2.783 |
|
| S3 |
2.473 |
2.544 |
2.764 |
|
| S4 |
2.269 |
2.340 |
2.708 |
|
|
| 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 |
2.794 |
0.505 |
17.9% |
0.237 |
8.4% |
5% |
False |
False |
133,903 |
| 10 |
3.299 |
2.781 |
0.518 |
18.4% |
0.191 |
6.8% |
8% |
False |
False |
100,754 |
| 20 |
3.655 |
2.781 |
0.874 |
31.0% |
0.187 |
6.6% |
4% |
False |
False |
71,709 |
| 40 |
4.530 |
2.781 |
1.749 |
62.0% |
0.177 |
6.3% |
2% |
False |
False |
59,327 |
| 60 |
4.530 |
2.781 |
1.749 |
62.0% |
0.168 |
5.9% |
2% |
False |
False |
53,173 |
| 80 |
4.530 |
2.781 |
1.749 |
62.0% |
0.149 |
5.3% |
2% |
False |
False |
45,057 |
| 100 |
4.530 |
2.781 |
1.749 |
62.0% |
0.136 |
4.8% |
2% |
False |
False |
39,061 |
| 120 |
4.530 |
2.781 |
1.749 |
62.0% |
0.126 |
4.5% |
2% |
False |
False |
34,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.880 |
|
2.618 |
3.547 |
|
1.618 |
3.343 |
|
1.000 |
3.217 |
|
0.618 |
3.139 |
|
HIGH |
3.013 |
|
0.618 |
2.935 |
|
0.500 |
2.911 |
|
0.382 |
2.887 |
|
LOW |
2.809 |
|
0.618 |
2.683 |
|
1.000 |
2.605 |
|
1.618 |
2.479 |
|
2.618 |
2.275 |
|
4.250 |
1.942 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.911 |
3.054 |
| PP |
2.881 |
2.976 |
| S1 |
2.850 |
2.898 |
|