NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.978 |
3.174 |
0.196 |
6.6% |
3.075 |
| High |
3.197 |
3.229 |
0.032 |
1.0% |
3.129 |
| Low |
2.978 |
3.009 |
0.031 |
1.0% |
2.850 |
| Close |
3.156 |
3.075 |
-0.081 |
-2.6% |
3.000 |
| Range |
0.219 |
0.220 |
0.001 |
0.5% |
0.279 |
| ATR |
0.124 |
0.131 |
0.007 |
5.5% |
0.000 |
| Volume |
14,519 |
22,085 |
7,566 |
52.1% |
54,478 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.764 |
3.640 |
3.196 |
|
| R3 |
3.544 |
3.420 |
3.136 |
|
| R2 |
3.324 |
3.324 |
3.115 |
|
| R1 |
3.200 |
3.200 |
3.095 |
3.152 |
| PP |
3.104 |
3.104 |
3.104 |
3.081 |
| S1 |
2.980 |
2.980 |
3.055 |
2.932 |
| S2 |
2.884 |
2.884 |
3.035 |
|
| S3 |
2.664 |
2.760 |
3.015 |
|
| S4 |
2.444 |
2.540 |
2.954 |
|
|
| 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 |
3.229 |
2.854 |
0.375 |
12.2% |
0.148 |
4.8% |
59% |
True |
False |
16,209 |
| 10 |
3.229 |
2.850 |
0.379 |
12.3% |
0.155 |
5.1% |
59% |
True |
False |
12,904 |
| 20 |
3.495 |
2.850 |
0.645 |
21.0% |
0.123 |
4.0% |
35% |
False |
False |
8,881 |
| 40 |
3.777 |
2.850 |
0.927 |
30.1% |
0.103 |
3.4% |
24% |
False |
False |
6,295 |
| 60 |
3.872 |
2.850 |
1.022 |
33.2% |
0.091 |
3.0% |
22% |
False |
False |
5,227 |
| 80 |
3.900 |
2.850 |
1.050 |
34.1% |
0.082 |
2.7% |
21% |
False |
False |
4,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.164 |
|
2.618 |
3.805 |
|
1.618 |
3.585 |
|
1.000 |
3.449 |
|
0.618 |
3.365 |
|
HIGH |
3.229 |
|
0.618 |
3.145 |
|
0.500 |
3.119 |
|
0.382 |
3.093 |
|
LOW |
3.009 |
|
0.618 |
2.873 |
|
1.000 |
2.789 |
|
1.618 |
2.653 |
|
2.618 |
2.433 |
|
4.250 |
2.074 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.119 |
3.065 |
| PP |
3.104 |
3.056 |
| S1 |
3.090 |
3.046 |
|