NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.664 |
2.692 |
0.028 |
1.1% |
2.858 |
| High |
2.707 |
2.783 |
0.076 |
2.8% |
2.966 |
| Low |
2.608 |
2.650 |
0.042 |
1.6% |
2.637 |
| Close |
2.680 |
2.754 |
0.074 |
2.8% |
2.691 |
| Range |
0.099 |
0.133 |
0.034 |
34.3% |
0.329 |
| ATR |
0.176 |
0.173 |
-0.003 |
-1.7% |
0.000 |
| Volume |
101,830 |
122,976 |
21,146 |
20.8% |
630,705 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.074 |
2.827 |
|
| R3 |
2.995 |
2.941 |
2.791 |
|
| R2 |
2.862 |
2.862 |
2.778 |
|
| R1 |
2.808 |
2.808 |
2.766 |
2.835 |
| PP |
2.729 |
2.729 |
2.729 |
2.743 |
| S1 |
2.675 |
2.675 |
2.742 |
2.702 |
| S2 |
2.596 |
2.596 |
2.730 |
|
| S3 |
2.463 |
2.542 |
2.717 |
|
| S4 |
2.330 |
2.409 |
2.681 |
|
|
| 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 |
2.924 |
2.608 |
0.316 |
11.5% |
0.136 |
5.0% |
46% |
False |
False |
126,818 |
| 10 |
3.010 |
2.608 |
0.402 |
14.6% |
0.143 |
5.2% |
36% |
False |
False |
122,646 |
| 20 |
3.299 |
2.608 |
0.691 |
25.1% |
0.167 |
6.1% |
21% |
False |
False |
111,700 |
| 40 |
3.907 |
2.608 |
1.299 |
47.2% |
0.168 |
6.1% |
11% |
False |
False |
79,102 |
| 60 |
4.530 |
2.608 |
1.922 |
69.8% |
0.173 |
6.3% |
8% |
False |
False |
68,789 |
| 80 |
4.530 |
2.608 |
1.922 |
69.8% |
0.155 |
5.6% |
8% |
False |
False |
57,726 |
| 100 |
4.530 |
2.608 |
1.922 |
69.8% |
0.142 |
5.2% |
8% |
False |
False |
49,720 |
| 120 |
4.530 |
2.608 |
1.922 |
69.8% |
0.132 |
4.8% |
8% |
False |
False |
43,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.348 |
|
2.618 |
3.131 |
|
1.618 |
2.998 |
|
1.000 |
2.916 |
|
0.618 |
2.865 |
|
HIGH |
2.783 |
|
0.618 |
2.732 |
|
0.500 |
2.717 |
|
0.382 |
2.701 |
|
LOW |
2.650 |
|
0.618 |
2.568 |
|
1.000 |
2.517 |
|
1.618 |
2.435 |
|
2.618 |
2.302 |
|
4.250 |
2.085 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.742 |
2.735 |
| PP |
2.729 |
2.715 |
| S1 |
2.717 |
2.696 |
|