NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.986 |
2.966 |
-0.020 |
-0.7% |
3.075 |
| High |
3.010 |
2.966 |
-0.044 |
-1.5% |
3.129 |
| Low |
2.938 |
2.854 |
-0.084 |
-2.9% |
2.850 |
| Close |
3.000 |
2.860 |
-0.140 |
-4.7% |
3.000 |
| Range |
0.072 |
0.112 |
0.040 |
55.6% |
0.279 |
| ATR |
0.113 |
0.116 |
0.002 |
2.1% |
0.000 |
| Volume |
13,446 |
14,847 |
1,401 |
10.4% |
54,478 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.229 |
3.157 |
2.922 |
|
| R3 |
3.117 |
3.045 |
2.891 |
|
| R2 |
3.005 |
3.005 |
2.881 |
|
| R1 |
2.933 |
2.933 |
2.870 |
2.913 |
| PP |
2.893 |
2.893 |
2.893 |
2.884 |
| S1 |
2.821 |
2.821 |
2.850 |
2.801 |
| S2 |
2.781 |
2.781 |
2.839 |
|
| S3 |
2.669 |
2.709 |
2.829 |
|
| S4 |
2.557 |
2.597 |
2.798 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.830 |
3.694 |
3.153 |
|
| R3 |
3.551 |
3.415 |
3.077 |
|
| R2 |
3.272 |
3.272 |
3.051 |
|
| R1 |
3.136 |
3.136 |
3.026 |
3.065 |
| PP |
2.993 |
2.993 |
2.993 |
2.957 |
| S1 |
2.857 |
2.857 |
2.974 |
2.786 |
| S2 |
2.714 |
2.714 |
2.949 |
|
| S3 |
2.435 |
2.578 |
2.923 |
|
| S4 |
2.156 |
2.299 |
2.847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.010 |
2.850 |
0.160 |
5.6% |
0.108 |
3.8% |
6% |
False |
False |
12,246 |
| 10 |
3.170 |
2.850 |
0.320 |
11.2% |
0.129 |
4.5% |
3% |
False |
False |
8,769 |
| 20 |
3.622 |
2.850 |
0.772 |
27.0% |
0.111 |
3.9% |
1% |
False |
False |
6,719 |
| 40 |
3.777 |
2.850 |
0.927 |
32.4% |
0.096 |
3.3% |
1% |
False |
False |
5,220 |
| 60 |
3.872 |
2.850 |
1.022 |
35.7% |
0.086 |
3.0% |
1% |
False |
False |
4,419 |
| 80 |
3.900 |
2.850 |
1.050 |
36.7% |
0.077 |
2.7% |
1% |
False |
False |
3,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.442 |
|
2.618 |
3.259 |
|
1.618 |
3.147 |
|
1.000 |
3.078 |
|
0.618 |
3.035 |
|
HIGH |
2.966 |
|
0.618 |
2.923 |
|
0.500 |
2.910 |
|
0.382 |
2.897 |
|
LOW |
2.854 |
|
0.618 |
2.785 |
|
1.000 |
2.742 |
|
1.618 |
2.673 |
|
2.618 |
2.561 |
|
4.250 |
2.378 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.932 |
| PP |
2.893 |
2.908 |
| S1 |
2.877 |
2.884 |
|