NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.842 |
2.858 |
0.016 |
0.6% |
3.013 |
| High |
2.967 |
2.929 |
-0.038 |
-1.3% |
3.013 |
| Low |
2.840 |
2.810 |
-0.030 |
-1.1% |
2.762 |
| Close |
2.958 |
2.848 |
-0.110 |
-3.7% |
2.958 |
| Range |
0.127 |
0.119 |
-0.008 |
-6.3% |
0.251 |
| ATR |
0.195 |
0.192 |
-0.003 |
-1.7% |
0.000 |
| Volume |
105,806 |
104,103 |
-1,703 |
-1.6% |
518,556 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.219 |
3.153 |
2.913 |
|
| R3 |
3.100 |
3.034 |
2.881 |
|
| R2 |
2.981 |
2.981 |
2.870 |
|
| R1 |
2.915 |
2.915 |
2.859 |
2.889 |
| PP |
2.862 |
2.862 |
2.862 |
2.849 |
| S1 |
2.796 |
2.796 |
2.837 |
2.770 |
| S2 |
2.743 |
2.743 |
2.826 |
|
| S3 |
2.624 |
2.677 |
2.815 |
|
| S4 |
2.505 |
2.558 |
2.783 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.664 |
3.562 |
3.096 |
|
| R3 |
3.413 |
3.311 |
3.027 |
|
| R2 |
3.162 |
3.162 |
3.004 |
|
| R1 |
3.060 |
3.060 |
2.981 |
2.986 |
| PP |
2.911 |
2.911 |
2.911 |
2.874 |
| S1 |
2.809 |
2.809 |
2.935 |
2.735 |
| S2 |
2.660 |
2.660 |
2.912 |
|
| S3 |
2.409 |
2.558 |
2.889 |
|
| S4 |
2.158 |
2.307 |
2.820 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.013 |
2.762 |
0.251 |
8.8% |
0.169 |
5.9% |
34% |
False |
False |
124,531 |
| 10 |
3.299 |
2.762 |
0.537 |
18.9% |
0.198 |
6.9% |
16% |
False |
False |
122,519 |
| 20 |
3.299 |
2.762 |
0.537 |
18.9% |
0.185 |
6.5% |
16% |
False |
False |
85,446 |
| 40 |
4.412 |
2.762 |
1.650 |
57.9% |
0.172 |
6.0% |
5% |
False |
False |
65,781 |
| 60 |
4.530 |
2.762 |
1.768 |
62.1% |
0.172 |
6.0% |
5% |
False |
False |
59,775 |
| 80 |
4.530 |
2.762 |
1.768 |
62.1% |
0.153 |
5.4% |
5% |
False |
False |
49,988 |
| 100 |
4.530 |
2.762 |
1.768 |
62.1% |
0.139 |
4.9% |
5% |
False |
False |
43,206 |
| 120 |
4.530 |
2.762 |
1.768 |
62.1% |
0.129 |
4.5% |
5% |
False |
False |
37,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.435 |
|
2.618 |
3.241 |
|
1.618 |
3.122 |
|
1.000 |
3.048 |
|
0.618 |
3.003 |
|
HIGH |
2.929 |
|
0.618 |
2.884 |
|
0.500 |
2.870 |
|
0.382 |
2.855 |
|
LOW |
2.810 |
|
0.618 |
2.736 |
|
1.000 |
2.691 |
|
1.618 |
2.617 |
|
2.618 |
2.498 |
|
4.250 |
2.304 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.870 |
2.886 |
| PP |
2.862 |
2.873 |
| S1 |
2.855 |
2.861 |
|