NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.990 |
2.916 |
-0.074 |
-2.5% |
2.966 |
| High |
3.006 |
2.999 |
-0.007 |
-0.2% |
3.229 |
| Low |
2.855 |
2.884 |
0.029 |
1.0% |
2.854 |
| Close |
2.864 |
2.967 |
0.103 |
3.6% |
3.056 |
| Range |
0.151 |
0.115 |
-0.036 |
-23.8% |
0.375 |
| ATR |
0.136 |
0.136 |
0.000 |
-0.1% |
0.000 |
| Volume |
16,578 |
14,302 |
-2,276 |
-13.7% |
91,106 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.246 |
3.030 |
|
| R3 |
3.180 |
3.131 |
2.999 |
|
| R2 |
3.065 |
3.065 |
2.988 |
|
| R1 |
3.016 |
3.016 |
2.978 |
3.041 |
| PP |
2.950 |
2.950 |
2.950 |
2.962 |
| S1 |
2.901 |
2.901 |
2.956 |
2.926 |
| S2 |
2.835 |
2.835 |
2.946 |
|
| S3 |
2.720 |
2.786 |
2.935 |
|
| S4 |
2.605 |
2.671 |
2.904 |
|
|
| 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 |
12.6% |
0.167 |
5.6% |
30% |
False |
False |
18,197 |
| 10 |
3.229 |
2.854 |
0.375 |
12.6% |
0.140 |
4.7% |
30% |
False |
False |
15,927 |
| 20 |
3.250 |
2.850 |
0.400 |
13.5% |
0.131 |
4.4% |
29% |
False |
False |
10,854 |
| 40 |
3.773 |
2.850 |
0.923 |
31.1% |
0.108 |
3.6% |
13% |
False |
False |
7,387 |
| 60 |
3.872 |
2.850 |
1.022 |
34.4% |
0.096 |
3.2% |
11% |
False |
False |
6,045 |
| 80 |
3.900 |
2.850 |
1.050 |
35.4% |
0.085 |
2.9% |
11% |
False |
False |
4,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.488 |
|
2.618 |
3.300 |
|
1.618 |
3.185 |
|
1.000 |
3.114 |
|
0.618 |
3.070 |
|
HIGH |
2.999 |
|
0.618 |
2.955 |
|
0.500 |
2.942 |
|
0.382 |
2.928 |
|
LOW |
2.884 |
|
0.618 |
2.813 |
|
1.000 |
2.769 |
|
1.618 |
2.698 |
|
2.618 |
2.583 |
|
4.250 |
2.395 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.959 |
2.983 |
| PP |
2.950 |
2.978 |
| S1 |
2.942 |
2.972 |
|