NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.887 |
2.852 |
-0.035 |
-1.2% |
3.013 |
| High |
2.895 |
2.924 |
0.029 |
1.0% |
3.013 |
| Low |
2.793 |
2.672 |
-0.121 |
-4.3% |
2.762 |
| Close |
2.842 |
2.719 |
-0.123 |
-4.3% |
2.958 |
| Range |
0.102 |
0.252 |
0.150 |
147.1% |
0.251 |
| ATR |
0.183 |
0.188 |
0.005 |
2.7% |
0.000 |
| Volume |
127,186 |
171,781 |
44,595 |
35.1% |
518,556 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.528 |
3.375 |
2.858 |
|
| R3 |
3.276 |
3.123 |
2.788 |
|
| R2 |
3.024 |
3.024 |
2.765 |
|
| R1 |
2.871 |
2.871 |
2.742 |
2.822 |
| PP |
2.772 |
2.772 |
2.772 |
2.747 |
| S1 |
2.619 |
2.619 |
2.696 |
2.570 |
| S2 |
2.520 |
2.520 |
2.673 |
|
| S3 |
2.268 |
2.367 |
2.650 |
|
| S4 |
2.016 |
2.115 |
2.580 |
|
|
| 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 |
2.967 |
2.672 |
0.295 |
10.8% |
0.143 |
5.2% |
16% |
False |
True |
125,238 |
| 10 |
3.299 |
2.672 |
0.627 |
23.1% |
0.178 |
6.5% |
7% |
False |
True |
128,364 |
| 20 |
3.299 |
2.672 |
0.627 |
23.1% |
0.190 |
7.0% |
7% |
False |
True |
101,529 |
| 40 |
3.966 |
2.672 |
1.294 |
47.6% |
0.170 |
6.3% |
4% |
False |
True |
73,999 |
| 60 |
4.530 |
2.672 |
1.858 |
68.3% |
0.175 |
6.4% |
3% |
False |
True |
65,463 |
| 80 |
4.530 |
2.672 |
1.858 |
68.3% |
0.154 |
5.7% |
3% |
False |
True |
54,310 |
| 100 |
4.530 |
2.672 |
1.858 |
68.3% |
0.142 |
5.2% |
3% |
False |
True |
46,841 |
| 120 |
4.530 |
2.672 |
1.858 |
68.3% |
0.131 |
4.8% |
3% |
False |
True |
41,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.995 |
|
2.618 |
3.584 |
|
1.618 |
3.332 |
|
1.000 |
3.176 |
|
0.618 |
3.080 |
|
HIGH |
2.924 |
|
0.618 |
2.828 |
|
0.500 |
2.798 |
|
0.382 |
2.768 |
|
LOW |
2.672 |
|
0.618 |
2.516 |
|
1.000 |
2.420 |
|
1.618 |
2.264 |
|
2.618 |
2.012 |
|
4.250 |
1.601 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.798 |
2.819 |
| PP |
2.772 |
2.786 |
| S1 |
2.745 |
2.752 |
|