NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.766 |
2.661 |
-0.105 |
-3.8% |
2.858 |
| High |
2.779 |
2.698 |
-0.081 |
-2.9% |
2.966 |
| Low |
2.649 |
2.578 |
-0.071 |
-2.7% |
2.637 |
| Close |
2.662 |
2.600 |
-0.062 |
-2.3% |
2.691 |
| Range |
0.130 |
0.120 |
-0.010 |
-7.7% |
0.329 |
| ATR |
0.170 |
0.166 |
-0.004 |
-2.1% |
0.000 |
| Volume |
109,556 |
131,277 |
21,721 |
19.8% |
630,705 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.985 |
2.913 |
2.666 |
|
| R3 |
2.865 |
2.793 |
2.633 |
|
| R2 |
2.745 |
2.745 |
2.622 |
|
| R1 |
2.673 |
2.673 |
2.611 |
2.649 |
| PP |
2.625 |
2.625 |
2.625 |
2.614 |
| S1 |
2.553 |
2.553 |
2.589 |
2.529 |
| S2 |
2.505 |
2.505 |
2.578 |
|
| S3 |
2.385 |
2.433 |
2.567 |
|
| S4 |
2.265 |
2.313 |
2.534 |
|
|
| 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 |
2.783 |
2.578 |
0.205 |
7.9% |
0.116 |
4.4% |
11% |
False |
True |
115,191 |
| 10 |
2.967 |
2.578 |
0.389 |
15.0% |
0.129 |
5.0% |
6% |
False |
True |
120,215 |
| 20 |
3.299 |
2.578 |
0.721 |
27.7% |
0.164 |
6.3% |
3% |
False |
True |
118,579 |
| 40 |
3.907 |
2.578 |
1.329 |
51.1% |
0.166 |
6.4% |
2% |
False |
True |
82,519 |
| 60 |
4.530 |
2.578 |
1.952 |
75.1% |
0.170 |
6.5% |
1% |
False |
True |
70,516 |
| 80 |
4.530 |
2.578 |
1.952 |
75.1% |
0.157 |
6.0% |
1% |
False |
True |
60,092 |
| 100 |
4.530 |
2.578 |
1.952 |
75.1% |
0.143 |
5.5% |
1% |
False |
True |
51,823 |
| 120 |
4.530 |
2.578 |
1.952 |
75.1% |
0.132 |
5.1% |
1% |
False |
True |
45,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.208 |
|
2.618 |
3.012 |
|
1.618 |
2.892 |
|
1.000 |
2.818 |
|
0.618 |
2.772 |
|
HIGH |
2.698 |
|
0.618 |
2.652 |
|
0.500 |
2.638 |
|
0.382 |
2.624 |
|
LOW |
2.578 |
|
0.618 |
2.504 |
|
1.000 |
2.458 |
|
1.618 |
2.384 |
|
2.618 |
2.264 |
|
4.250 |
2.068 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.638 |
2.681 |
| PP |
2.625 |
2.654 |
| S1 |
2.613 |
2.627 |
|