NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.692 |
2.766 |
0.074 |
2.7% |
2.858 |
| High |
2.783 |
2.779 |
-0.004 |
-0.1% |
2.966 |
| Low |
2.650 |
2.649 |
-0.001 |
0.0% |
2.637 |
| Close |
2.754 |
2.662 |
-0.092 |
-3.3% |
2.691 |
| Range |
0.133 |
0.130 |
-0.003 |
-2.3% |
0.329 |
| ATR |
0.173 |
0.170 |
-0.003 |
-1.8% |
0.000 |
| Volume |
122,976 |
109,556 |
-13,420 |
-10.9% |
630,705 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.087 |
3.004 |
2.734 |
|
| R3 |
2.957 |
2.874 |
2.698 |
|
| R2 |
2.827 |
2.827 |
2.686 |
|
| R1 |
2.744 |
2.744 |
2.674 |
2.721 |
| PP |
2.697 |
2.697 |
2.697 |
2.685 |
| S1 |
2.614 |
2.614 |
2.650 |
2.591 |
| S2 |
2.567 |
2.567 |
2.638 |
|
| S3 |
2.437 |
2.484 |
2.626 |
|
| S4 |
2.307 |
2.354 |
2.591 |
|
|
| 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 |
11.9% |
0.142 |
5.3% |
17% |
False |
False |
123,292 |
| 10 |
3.010 |
2.608 |
0.402 |
15.1% |
0.142 |
5.3% |
13% |
False |
False |
120,844 |
| 20 |
3.299 |
2.608 |
0.691 |
26.0% |
0.167 |
6.3% |
8% |
False |
False |
114,519 |
| 40 |
3.907 |
2.608 |
1.299 |
48.8% |
0.168 |
6.3% |
4% |
False |
False |
80,906 |
| 60 |
4.530 |
2.608 |
1.922 |
72.2% |
0.171 |
6.4% |
3% |
False |
False |
69,707 |
| 80 |
4.530 |
2.608 |
1.922 |
72.2% |
0.156 |
5.8% |
3% |
False |
False |
58,795 |
| 100 |
4.530 |
2.608 |
1.922 |
72.2% |
0.142 |
5.4% |
3% |
False |
False |
50,699 |
| 120 |
4.530 |
2.608 |
1.922 |
72.2% |
0.132 |
5.0% |
3% |
False |
False |
44,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.332 |
|
2.618 |
3.119 |
|
1.618 |
2.989 |
|
1.000 |
2.909 |
|
0.618 |
2.859 |
|
HIGH |
2.779 |
|
0.618 |
2.729 |
|
0.500 |
2.714 |
|
0.382 |
2.699 |
|
LOW |
2.649 |
|
0.618 |
2.569 |
|
1.000 |
2.519 |
|
1.618 |
2.439 |
|
2.618 |
2.309 |
|
4.250 |
2.097 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.714 |
2.696 |
| PP |
2.697 |
2.684 |
| S1 |
2.679 |
2.673 |
|