NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.082 |
2.990 |
-0.092 |
-3.0% |
2.966 |
| High |
3.111 |
3.006 |
-0.105 |
-3.4% |
3.229 |
| Low |
2.982 |
2.855 |
-0.127 |
-4.3% |
2.854 |
| Close |
3.056 |
2.864 |
-0.192 |
-6.3% |
3.056 |
| Range |
0.129 |
0.151 |
0.022 |
17.1% |
0.375 |
| ATR |
0.131 |
0.136 |
0.005 |
3.8% |
0.000 |
| Volume |
23,505 |
16,578 |
-6,927 |
-29.5% |
91,106 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.361 |
3.264 |
2.947 |
|
| R3 |
3.210 |
3.113 |
2.906 |
|
| R2 |
3.059 |
3.059 |
2.892 |
|
| R1 |
2.962 |
2.962 |
2.878 |
2.935 |
| PP |
2.908 |
2.908 |
2.908 |
2.895 |
| S1 |
2.811 |
2.811 |
2.850 |
2.784 |
| S2 |
2.757 |
2.757 |
2.836 |
|
| S3 |
2.606 |
2.660 |
2.822 |
|
| S4 |
2.455 |
2.509 |
2.781 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.171 |
3.989 |
3.262 |
|
| R3 |
3.796 |
3.614 |
3.159 |
|
| R2 |
3.421 |
3.421 |
3.125 |
|
| R1 |
3.239 |
3.239 |
3.090 |
3.330 |
| PP |
3.046 |
3.046 |
3.046 |
3.092 |
| S1 |
2.864 |
2.864 |
3.022 |
2.955 |
| S2 |
2.671 |
2.671 |
2.987 |
|
| S3 |
2.296 |
2.489 |
2.953 |
|
| S4 |
1.921 |
2.114 |
2.850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.229 |
2.855 |
0.374 |
13.1% |
0.168 |
5.9% |
2% |
False |
True |
18,567 |
| 10 |
3.229 |
2.850 |
0.379 |
13.2% |
0.138 |
4.8% |
4% |
False |
False |
15,407 |
| 20 |
3.428 |
2.850 |
0.578 |
20.2% |
0.131 |
4.6% |
2% |
False |
False |
10,518 |
| 40 |
3.774 |
2.850 |
0.924 |
32.3% |
0.107 |
3.7% |
2% |
False |
False |
7,156 |
| 60 |
3.872 |
2.850 |
1.022 |
35.7% |
0.095 |
3.3% |
1% |
False |
False |
5,842 |
| 80 |
3.900 |
2.850 |
1.050 |
36.7% |
0.084 |
2.9% |
1% |
False |
False |
4,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.648 |
|
2.618 |
3.401 |
|
1.618 |
3.250 |
|
1.000 |
3.157 |
|
0.618 |
3.099 |
|
HIGH |
3.006 |
|
0.618 |
2.948 |
|
0.500 |
2.931 |
|
0.382 |
2.913 |
|
LOW |
2.855 |
|
0.618 |
2.762 |
|
1.000 |
2.704 |
|
1.618 |
2.611 |
|
2.618 |
2.460 |
|
4.250 |
2.213 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.931 |
3.042 |
| PP |
2.908 |
2.983 |
| S1 |
2.886 |
2.923 |
|