NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.882 |
2.966 |
0.084 |
2.9% |
2.916 |
| High |
2.990 |
3.010 |
0.020 |
0.7% |
3.299 |
| Low |
2.845 |
2.762 |
-0.083 |
-2.9% |
2.781 |
| Close |
2.940 |
2.827 |
-0.113 |
-3.8% |
3.087 |
| Range |
0.145 |
0.248 |
0.103 |
71.0% |
0.518 |
| ATR |
0.195 |
0.199 |
0.004 |
1.9% |
0.000 |
| Volume |
127,573 |
137,572 |
9,999 |
7.8% |
602,531 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.610 |
3.467 |
2.963 |
|
| R3 |
3.362 |
3.219 |
2.895 |
|
| R2 |
3.114 |
3.114 |
2.872 |
|
| R1 |
2.971 |
2.971 |
2.850 |
2.919 |
| PP |
2.866 |
2.866 |
2.866 |
2.840 |
| S1 |
2.723 |
2.723 |
2.804 |
2.671 |
| S2 |
2.618 |
2.618 |
2.782 |
|
| S3 |
2.370 |
2.475 |
2.759 |
|
| S4 |
2.122 |
2.227 |
2.691 |
|
|
| 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 |
2.762 |
0.537 |
19.0% |
0.212 |
7.5% |
12% |
False |
True |
131,491 |
| 10 |
3.299 |
2.762 |
0.537 |
19.0% |
0.198 |
7.0% |
12% |
False |
True |
116,943 |
| 20 |
3.299 |
2.762 |
0.537 |
19.0% |
0.186 |
6.6% |
12% |
False |
True |
80,366 |
| 40 |
4.412 |
2.762 |
1.650 |
58.4% |
0.175 |
6.2% |
4% |
False |
True |
62,610 |
| 60 |
4.530 |
2.762 |
1.768 |
62.5% |
0.172 |
6.1% |
4% |
False |
True |
56,839 |
| 80 |
4.530 |
2.762 |
1.768 |
62.5% |
0.152 |
5.4% |
4% |
False |
True |
47,911 |
| 100 |
4.530 |
2.762 |
1.768 |
62.5% |
0.138 |
4.9% |
4% |
False |
True |
41,399 |
| 120 |
4.530 |
2.762 |
1.768 |
62.5% |
0.128 |
4.5% |
4% |
False |
True |
36,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.064 |
|
2.618 |
3.659 |
|
1.618 |
3.411 |
|
1.000 |
3.258 |
|
0.618 |
3.163 |
|
HIGH |
3.010 |
|
0.618 |
2.915 |
|
0.500 |
2.886 |
|
0.382 |
2.857 |
|
LOW |
2.762 |
|
0.618 |
2.609 |
|
1.000 |
2.514 |
|
1.618 |
2.361 |
|
2.618 |
2.113 |
|
4.250 |
1.708 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.886 |
2.888 |
| PP |
2.866 |
2.867 |
| S1 |
2.847 |
2.847 |
|