NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.754 |
2.875 |
0.121 |
4.4% |
2.681 |
| High |
2.901 |
2.924 |
0.023 |
0.8% |
2.806 |
| Low |
2.754 |
2.739 |
-0.015 |
-0.5% |
2.620 |
| Close |
2.849 |
2.774 |
-0.075 |
-2.6% |
2.645 |
| Range |
0.147 |
0.185 |
0.038 |
25.9% |
0.186 |
| ATR |
0.125 |
0.130 |
0.004 |
3.4% |
0.000 |
| Volume |
74,852 |
89,925 |
15,073 |
20.1% |
133,363 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.367 |
3.256 |
2.876 |
|
| R3 |
3.182 |
3.071 |
2.825 |
|
| R2 |
2.997 |
2.997 |
2.808 |
|
| R1 |
2.886 |
2.886 |
2.791 |
2.849 |
| PP |
2.812 |
2.812 |
2.812 |
2.794 |
| S1 |
2.701 |
2.701 |
2.757 |
2.664 |
| S2 |
2.627 |
2.627 |
2.740 |
|
| S3 |
2.442 |
2.516 |
2.723 |
|
| S4 |
2.257 |
2.331 |
2.672 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.248 |
3.133 |
2.747 |
|
| R3 |
3.062 |
2.947 |
2.696 |
|
| R2 |
2.876 |
2.876 |
2.679 |
|
| R1 |
2.761 |
2.761 |
2.662 |
2.726 |
| PP |
2.690 |
2.690 |
2.690 |
2.673 |
| S1 |
2.575 |
2.575 |
2.628 |
2.540 |
| S2 |
2.504 |
2.504 |
2.611 |
|
| S3 |
2.318 |
2.389 |
2.594 |
|
| S4 |
2.132 |
2.203 |
2.543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.924 |
2.634 |
0.290 |
10.5% |
0.119 |
4.3% |
48% |
True |
False |
63,450 |
| 10 |
2.924 |
2.620 |
0.304 |
11.0% |
0.109 |
3.9% |
51% |
True |
False |
45,477 |
| 20 |
3.200 |
2.620 |
0.580 |
20.9% |
0.125 |
4.5% |
27% |
False |
False |
37,434 |
| 40 |
3.498 |
2.620 |
0.878 |
31.7% |
0.126 |
4.6% |
18% |
False |
False |
27,199 |
| 60 |
3.782 |
2.620 |
1.162 |
41.9% |
0.115 |
4.1% |
13% |
False |
False |
22,842 |
| 80 |
3.853 |
2.620 |
1.233 |
44.4% |
0.105 |
3.8% |
12% |
False |
False |
19,567 |
| 100 |
3.880 |
2.620 |
1.260 |
45.4% |
0.096 |
3.5% |
12% |
False |
False |
16,578 |
| 120 |
3.885 |
2.620 |
1.265 |
45.6% |
0.089 |
3.2% |
12% |
False |
False |
14,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.710 |
|
2.618 |
3.408 |
|
1.618 |
3.223 |
|
1.000 |
3.109 |
|
0.618 |
3.038 |
|
HIGH |
2.924 |
|
0.618 |
2.853 |
|
0.500 |
2.832 |
|
0.382 |
2.810 |
|
LOW |
2.739 |
|
0.618 |
2.625 |
|
1.000 |
2.554 |
|
1.618 |
2.440 |
|
2.618 |
2.255 |
|
4.250 |
1.953 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.832 |
2.805 |
| PP |
2.812 |
2.795 |
| S1 |
2.793 |
2.784 |
|