NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.858 |
2.862 |
0.004 |
0.1% |
3.013 |
| High |
2.929 |
2.966 |
0.037 |
1.3% |
3.013 |
| Low |
2.810 |
2.853 |
0.043 |
1.5% |
2.762 |
| Close |
2.848 |
2.935 |
0.087 |
3.1% |
2.958 |
| Range |
0.119 |
0.113 |
-0.006 |
-5.0% |
0.251 |
| ATR |
0.192 |
0.186 |
-0.005 |
-2.7% |
0.000 |
| Volume |
104,103 |
117,315 |
13,212 |
12.7% |
518,556 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.257 |
3.209 |
2.997 |
|
| R3 |
3.144 |
3.096 |
2.966 |
|
| R2 |
3.031 |
3.031 |
2.956 |
|
| R1 |
2.983 |
2.983 |
2.945 |
3.007 |
| PP |
2.918 |
2.918 |
2.918 |
2.930 |
| S1 |
2.870 |
2.870 |
2.925 |
2.894 |
| S2 |
2.805 |
2.805 |
2.914 |
|
| S3 |
2.692 |
2.757 |
2.904 |
|
| S4 |
2.579 |
2.644 |
2.873 |
|
|
| 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 |
3.010 |
2.762 |
0.248 |
8.4% |
0.150 |
5.1% |
70% |
False |
False |
118,473 |
| 10 |
3.299 |
2.762 |
0.537 |
18.3% |
0.194 |
6.6% |
32% |
False |
False |
126,188 |
| 20 |
3.299 |
2.762 |
0.537 |
18.3% |
0.184 |
6.3% |
32% |
False |
False |
89,587 |
| 40 |
4.274 |
2.762 |
1.512 |
51.5% |
0.171 |
5.8% |
11% |
False |
False |
67,961 |
| 60 |
4.530 |
2.762 |
1.768 |
60.2% |
0.172 |
5.9% |
10% |
False |
False |
61,333 |
| 80 |
4.530 |
2.762 |
1.768 |
60.2% |
0.152 |
5.2% |
10% |
False |
False |
51,140 |
| 100 |
4.530 |
2.762 |
1.768 |
60.2% |
0.139 |
4.7% |
10% |
False |
False |
44,201 |
| 120 |
4.530 |
2.762 |
1.768 |
60.2% |
0.129 |
4.4% |
10% |
False |
False |
38,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.446 |
|
2.618 |
3.262 |
|
1.618 |
3.149 |
|
1.000 |
3.079 |
|
0.618 |
3.036 |
|
HIGH |
2.966 |
|
0.618 |
2.923 |
|
0.500 |
2.910 |
|
0.382 |
2.896 |
|
LOW |
2.853 |
|
0.618 |
2.783 |
|
1.000 |
2.740 |
|
1.618 |
2.670 |
|
2.618 |
2.557 |
|
4.250 |
2.373 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.927 |
2.920 |
| PP |
2.918 |
2.904 |
| S1 |
2.910 |
2.889 |
|