NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.732 |
2.664 |
-0.068 |
-2.5% |
2.858 |
| High |
2.733 |
2.707 |
-0.026 |
-1.0% |
2.966 |
| Low |
2.637 |
2.608 |
-0.029 |
-1.1% |
2.637 |
| Close |
2.691 |
2.680 |
-0.011 |
-0.4% |
2.691 |
| Range |
0.096 |
0.099 |
0.003 |
3.1% |
0.329 |
| ATR |
0.182 |
0.176 |
-0.006 |
-3.2% |
0.000 |
| Volume |
110,320 |
101,830 |
-8,490 |
-7.7% |
630,705 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.962 |
2.920 |
2.734 |
|
| R3 |
2.863 |
2.821 |
2.707 |
|
| R2 |
2.764 |
2.764 |
2.698 |
|
| R1 |
2.722 |
2.722 |
2.689 |
2.743 |
| PP |
2.665 |
2.665 |
2.665 |
2.676 |
| S1 |
2.623 |
2.623 |
2.671 |
2.644 |
| S2 |
2.566 |
2.566 |
2.662 |
|
| S3 |
2.467 |
2.524 |
2.653 |
|
| S4 |
2.368 |
2.425 |
2.626 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.752 |
3.550 |
2.872 |
|
| R3 |
3.423 |
3.221 |
2.781 |
|
| R2 |
3.094 |
3.094 |
2.751 |
|
| R1 |
2.892 |
2.892 |
2.721 |
2.829 |
| PP |
2.765 |
2.765 |
2.765 |
2.733 |
| S1 |
2.563 |
2.563 |
2.661 |
2.500 |
| S2 |
2.436 |
2.436 |
2.631 |
|
| S3 |
2.107 |
2.234 |
2.601 |
|
| S4 |
1.778 |
1.905 |
2.510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.966 |
2.608 |
0.358 |
13.4% |
0.132 |
4.9% |
20% |
False |
True |
125,686 |
| 10 |
3.013 |
2.608 |
0.405 |
15.1% |
0.151 |
5.6% |
18% |
False |
True |
125,109 |
| 20 |
3.299 |
2.608 |
0.691 |
25.8% |
0.175 |
6.5% |
10% |
False |
True |
107,888 |
| 40 |
3.907 |
2.608 |
1.299 |
48.5% |
0.169 |
6.3% |
6% |
False |
True |
77,029 |
| 60 |
4.530 |
2.608 |
1.922 |
71.7% |
0.174 |
6.5% |
4% |
False |
True |
67,506 |
| 80 |
4.530 |
2.608 |
1.922 |
71.7% |
0.155 |
5.8% |
4% |
False |
True |
56,493 |
| 100 |
4.530 |
2.608 |
1.922 |
71.7% |
0.141 |
5.3% |
4% |
False |
True |
48,739 |
| 120 |
4.530 |
2.608 |
1.922 |
71.7% |
0.131 |
4.9% |
4% |
False |
True |
42,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.128 |
|
2.618 |
2.966 |
|
1.618 |
2.867 |
|
1.000 |
2.806 |
|
0.618 |
2.768 |
|
HIGH |
2.707 |
|
0.618 |
2.669 |
|
0.500 |
2.658 |
|
0.382 |
2.646 |
|
LOW |
2.608 |
|
0.618 |
2.547 |
|
1.000 |
2.509 |
|
1.618 |
2.448 |
|
2.618 |
2.349 |
|
4.250 |
2.187 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.673 |
2.766 |
| PP |
2.665 |
2.737 |
| S1 |
2.658 |
2.709 |
|