NYMEX Natural Gas Future May 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 |
2.725 |
2.791 |
0.066 |
2.4% |
2.895 |
| High |
2.806 |
2.800 |
-0.006 |
-0.2% |
2.951 |
| Low |
2.682 |
2.684 |
0.002 |
0.1% |
2.675 |
| Close |
2.781 |
2.697 |
-0.084 |
-3.0% |
2.714 |
| Range |
0.124 |
0.116 |
-0.008 |
-6.5% |
0.276 |
| ATR |
0.134 |
0.133 |
-0.001 |
-1.0% |
0.000 |
| Volume |
21,517 |
26,402 |
4,885 |
22.7% |
126,616 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.075 |
3.002 |
2.761 |
|
| R3 |
2.959 |
2.886 |
2.729 |
|
| R2 |
2.843 |
2.843 |
2.718 |
|
| R1 |
2.770 |
2.770 |
2.708 |
2.749 |
| PP |
2.727 |
2.727 |
2.727 |
2.716 |
| S1 |
2.654 |
2.654 |
2.686 |
2.633 |
| S2 |
2.611 |
2.611 |
2.676 |
|
| S3 |
2.495 |
2.538 |
2.665 |
|
| S4 |
2.379 |
2.422 |
2.633 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.608 |
3.437 |
2.866 |
|
| R3 |
3.332 |
3.161 |
2.790 |
|
| R2 |
3.056 |
3.056 |
2.765 |
|
| R1 |
2.885 |
2.885 |
2.739 |
2.833 |
| PP |
2.780 |
2.780 |
2.780 |
2.754 |
| S1 |
2.609 |
2.609 |
2.689 |
2.557 |
| S2 |
2.504 |
2.504 |
2.663 |
|
| S3 |
2.228 |
2.333 |
2.638 |
|
| S4 |
1.952 |
2.057 |
2.562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.926 |
2.640 |
0.286 |
10.6% |
0.125 |
4.6% |
20% |
False |
False |
25,442 |
| 10 |
2.982 |
2.640 |
0.342 |
12.7% |
0.117 |
4.3% |
17% |
False |
False |
25,832 |
| 20 |
3.200 |
2.640 |
0.560 |
20.8% |
0.132 |
4.9% |
10% |
False |
False |
27,086 |
| 40 |
3.600 |
2.640 |
0.960 |
35.6% |
0.123 |
4.6% |
6% |
False |
False |
20,962 |
| 60 |
3.800 |
2.640 |
1.160 |
43.0% |
0.111 |
4.1% |
5% |
False |
False |
18,637 |
| 80 |
3.853 |
2.640 |
1.213 |
45.0% |
0.101 |
3.8% |
5% |
False |
False |
15,482 |
| 100 |
3.883 |
2.640 |
1.243 |
46.1% |
0.092 |
3.4% |
5% |
False |
False |
13,309 |
| 120 |
3.885 |
2.640 |
1.245 |
46.2% |
0.086 |
3.2% |
5% |
False |
False |
11,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.293 |
|
2.618 |
3.104 |
|
1.618 |
2.988 |
|
1.000 |
2.916 |
|
0.618 |
2.872 |
|
HIGH |
2.800 |
|
0.618 |
2.756 |
|
0.500 |
2.742 |
|
0.382 |
2.728 |
|
LOW |
2.684 |
|
0.618 |
2.612 |
|
1.000 |
2.568 |
|
1.618 |
2.496 |
|
2.618 |
2.380 |
|
4.250 |
2.191 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.742 |
2.723 |
| PP |
2.727 |
2.714 |
| S1 |
2.712 |
2.706 |
|