NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.829 |
2.874 |
0.045 |
1.6% |
2.803 |
| High |
2.921 |
3.003 |
0.082 |
2.8% |
2.903 |
| Low |
2.827 |
2.874 |
0.047 |
1.7% |
2.746 |
| Close |
2.872 |
2.947 |
0.075 |
2.6% |
2.772 |
| Range |
0.094 |
0.129 |
0.035 |
37.2% |
0.157 |
| ATR |
0.108 |
0.110 |
0.002 |
1.5% |
0.000 |
| Volume |
5,610 |
7,355 |
1,745 |
31.1% |
24,129 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.328 |
3.267 |
3.018 |
|
| R3 |
3.199 |
3.138 |
2.982 |
|
| R2 |
3.070 |
3.070 |
2.971 |
|
| R1 |
3.009 |
3.009 |
2.959 |
3.040 |
| PP |
2.941 |
2.941 |
2.941 |
2.957 |
| S1 |
2.880 |
2.880 |
2.935 |
2.911 |
| S2 |
2.812 |
2.812 |
2.923 |
|
| S3 |
2.683 |
2.751 |
2.912 |
|
| S4 |
2.554 |
2.622 |
2.876 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.278 |
3.182 |
2.858 |
|
| R3 |
3.121 |
3.025 |
2.815 |
|
| R2 |
2.964 |
2.964 |
2.801 |
|
| R1 |
2.868 |
2.868 |
2.786 |
2.838 |
| PP |
2.807 |
2.807 |
2.807 |
2.792 |
| S1 |
2.711 |
2.711 |
2.758 |
2.681 |
| S2 |
2.650 |
2.650 |
2.743 |
|
| S3 |
2.493 |
2.554 |
2.729 |
|
| S4 |
2.336 |
2.397 |
2.686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.003 |
2.746 |
0.257 |
8.7% |
0.084 |
2.9% |
78% |
True |
False |
5,898 |
| 10 |
3.029 |
2.746 |
0.283 |
9.6% |
0.097 |
3.3% |
71% |
False |
False |
5,382 |
| 20 |
3.268 |
2.746 |
0.522 |
17.7% |
0.108 |
3.7% |
39% |
False |
False |
6,139 |
| 40 |
3.639 |
2.746 |
0.893 |
30.3% |
0.105 |
3.6% |
23% |
False |
False |
5,300 |
| 60 |
3.818 |
2.746 |
1.072 |
36.4% |
0.093 |
3.2% |
19% |
False |
False |
4,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.551 |
|
2.618 |
3.341 |
|
1.618 |
3.212 |
|
1.000 |
3.132 |
|
0.618 |
3.083 |
|
HIGH |
3.003 |
|
0.618 |
2.954 |
|
0.500 |
2.939 |
|
0.382 |
2.923 |
|
LOW |
2.874 |
|
0.618 |
2.794 |
|
1.000 |
2.745 |
|
1.618 |
2.665 |
|
2.618 |
2.536 |
|
4.250 |
2.326 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.944 |
2.928 |
| PP |
2.941 |
2.908 |
| S1 |
2.939 |
2.889 |
|