NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.013 |
2.882 |
-0.131 |
-4.3% |
2.916 |
| High |
3.013 |
2.990 |
-0.023 |
-0.8% |
3.299 |
| Low |
2.809 |
2.845 |
0.036 |
1.3% |
2.781 |
| Close |
2.820 |
2.940 |
0.120 |
4.3% |
3.087 |
| Range |
0.204 |
0.145 |
-0.059 |
-28.9% |
0.518 |
| ATR |
0.197 |
0.195 |
-0.002 |
-1.0% |
0.000 |
| Volume |
147,605 |
127,573 |
-20,032 |
-13.6% |
602,531 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.360 |
3.295 |
3.020 |
|
| R3 |
3.215 |
3.150 |
2.980 |
|
| R2 |
3.070 |
3.070 |
2.967 |
|
| R1 |
3.005 |
3.005 |
2.953 |
3.038 |
| PP |
2.925 |
2.925 |
2.925 |
2.941 |
| S1 |
2.860 |
2.860 |
2.927 |
2.893 |
| S2 |
2.780 |
2.780 |
2.913 |
|
| S3 |
2.635 |
2.715 |
2.900 |
|
| S4 |
2.490 |
2.570 |
2.860 |
|
|
| 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 |
2.809 |
0.490 |
16.7% |
0.234 |
8.0% |
27% |
False |
False |
141,820 |
| 10 |
3.299 |
2.781 |
0.518 |
17.6% |
0.191 |
6.5% |
31% |
False |
False |
108,194 |
| 20 |
3.355 |
2.781 |
0.574 |
19.5% |
0.184 |
6.3% |
28% |
False |
False |
75,920 |
| 40 |
4.530 |
2.781 |
1.749 |
59.5% |
0.175 |
5.9% |
9% |
False |
False |
60,840 |
| 60 |
4.530 |
2.781 |
1.749 |
59.5% |
0.169 |
5.7% |
9% |
False |
False |
55,028 |
| 80 |
4.530 |
2.781 |
1.749 |
59.5% |
0.149 |
5.1% |
9% |
False |
False |
46,473 |
| 100 |
4.530 |
2.781 |
1.749 |
59.5% |
0.137 |
4.7% |
9% |
False |
False |
40,225 |
| 120 |
4.530 |
2.781 |
1.749 |
59.5% |
0.127 |
4.3% |
9% |
False |
False |
35,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.606 |
|
2.618 |
3.370 |
|
1.618 |
3.225 |
|
1.000 |
3.135 |
|
0.618 |
3.080 |
|
HIGH |
2.990 |
|
0.618 |
2.935 |
|
0.500 |
2.918 |
|
0.382 |
2.900 |
|
LOW |
2.845 |
|
0.618 |
2.755 |
|
1.000 |
2.700 |
|
1.618 |
2.610 |
|
2.618 |
2.465 |
|
4.250 |
2.229 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.933 |
2.994 |
| PP |
2.925 |
2.976 |
| S1 |
2.918 |
2.958 |
|