NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.863 |
2.978 |
0.115 |
4.0% |
3.075 |
| High |
2.982 |
3.197 |
0.215 |
7.2% |
3.129 |
| Low |
2.863 |
2.978 |
0.115 |
4.0% |
2.850 |
| Close |
2.964 |
3.156 |
0.192 |
6.5% |
3.000 |
| Range |
0.119 |
0.219 |
0.100 |
84.0% |
0.279 |
| ATR |
0.116 |
0.124 |
0.008 |
7.2% |
0.000 |
| Volume |
16,150 |
14,519 |
-1,631 |
-10.1% |
54,478 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.767 |
3.681 |
3.276 |
|
| R3 |
3.548 |
3.462 |
3.216 |
|
| R2 |
3.329 |
3.329 |
3.196 |
|
| R1 |
3.243 |
3.243 |
3.176 |
3.286 |
| PP |
3.110 |
3.110 |
3.110 |
3.132 |
| S1 |
3.024 |
3.024 |
3.136 |
3.067 |
| S2 |
2.891 |
2.891 |
3.116 |
|
| S3 |
2.672 |
2.805 |
3.096 |
|
| S4 |
2.453 |
2.586 |
3.036 |
|
|
| 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 |
3.197 |
2.854 |
0.343 |
10.9% |
0.129 |
4.1% |
88% |
True |
False |
13,918 |
| 10 |
3.197 |
2.850 |
0.347 |
11.0% |
0.146 |
4.6% |
88% |
True |
False |
11,037 |
| 20 |
3.528 |
2.850 |
0.678 |
21.5% |
0.117 |
3.7% |
45% |
False |
False |
7,923 |
| 40 |
3.777 |
2.850 |
0.927 |
29.4% |
0.100 |
3.2% |
33% |
False |
False |
5,802 |
| 60 |
3.872 |
2.850 |
1.022 |
32.4% |
0.089 |
2.8% |
30% |
False |
False |
4,875 |
| 80 |
3.900 |
2.850 |
1.050 |
33.3% |
0.080 |
2.5% |
29% |
False |
False |
4,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.128 |
|
2.618 |
3.770 |
|
1.618 |
3.551 |
|
1.000 |
3.416 |
|
0.618 |
3.332 |
|
HIGH |
3.197 |
|
0.618 |
3.113 |
|
0.500 |
3.088 |
|
0.382 |
3.062 |
|
LOW |
2.978 |
|
0.618 |
2.843 |
|
1.000 |
2.759 |
|
1.618 |
2.624 |
|
2.618 |
2.405 |
|
4.250 |
2.047 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.133 |
3.113 |
| PP |
3.110 |
3.069 |
| S1 |
3.088 |
3.026 |
|