NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
2.873 |
-0.077 |
-2.6% |
3.080 |
| High |
3.001 |
2.985 |
-0.016 |
-0.5% |
3.170 |
| Low |
2.865 |
2.860 |
-0.005 |
-0.2% |
2.850 |
| Close |
2.894 |
2.957 |
0.063 |
2.2% |
3.015 |
| Range |
0.136 |
0.125 |
-0.011 |
-8.1% |
0.320 |
| ATR |
0.116 |
0.116 |
0.001 |
0.6% |
0.000 |
| Volume |
13,211 |
10,629 |
-2,582 |
-19.5% |
18,374 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.309 |
3.258 |
3.026 |
|
| R3 |
3.184 |
3.133 |
2.991 |
|
| R2 |
3.059 |
3.059 |
2.980 |
|
| R1 |
3.008 |
3.008 |
2.968 |
3.034 |
| PP |
2.934 |
2.934 |
2.934 |
2.947 |
| S1 |
2.883 |
2.883 |
2.946 |
2.909 |
| S2 |
2.809 |
2.809 |
2.934 |
|
| S3 |
2.684 |
2.758 |
2.923 |
|
| S4 |
2.559 |
2.633 |
2.888 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.972 |
3.813 |
3.191 |
|
| R3 |
3.652 |
3.493 |
3.103 |
|
| R2 |
3.332 |
3.332 |
3.074 |
|
| R1 |
3.173 |
3.173 |
3.044 |
3.093 |
| PP |
3.012 |
3.012 |
3.012 |
2.971 |
| S1 |
2.853 |
2.853 |
2.986 |
2.773 |
| S2 |
2.692 |
2.692 |
2.956 |
|
| S3 |
2.372 |
2.533 |
2.927 |
|
| S4 |
2.052 |
2.213 |
2.839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.129 |
2.850 |
0.279 |
9.4% |
0.162 |
5.5% |
38% |
False |
False |
9,599 |
| 10 |
3.170 |
2.850 |
0.320 |
10.8% |
0.128 |
4.3% |
33% |
False |
False |
6,854 |
| 20 |
3.622 |
2.850 |
0.772 |
26.1% |
0.110 |
3.7% |
14% |
False |
False |
5,593 |
| 40 |
3.777 |
2.850 |
0.927 |
31.3% |
0.094 |
3.2% |
12% |
False |
False |
4,749 |
| 60 |
3.872 |
2.850 |
1.022 |
34.6% |
0.085 |
2.9% |
10% |
False |
False |
4,064 |
| 80 |
3.905 |
2.850 |
1.055 |
35.7% |
0.076 |
2.6% |
10% |
False |
False |
3,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.516 |
|
2.618 |
3.312 |
|
1.618 |
3.187 |
|
1.000 |
3.110 |
|
0.618 |
3.062 |
|
HIGH |
2.985 |
|
0.618 |
2.937 |
|
0.500 |
2.923 |
|
0.382 |
2.908 |
|
LOW |
2.860 |
|
0.618 |
2.783 |
|
1.000 |
2.735 |
|
1.618 |
2.658 |
|
2.618 |
2.533 |
|
4.250 |
2.329 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.946 |
2.947 |
| PP |
2.934 |
2.936 |
| S1 |
2.923 |
2.926 |
|