NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3.010 |
2.896 |
-0.114 |
-3.8% |
2.990 |
| High |
3.024 |
2.985 |
-0.039 |
-1.3% |
3.024 |
| Low |
2.832 |
2.896 |
0.064 |
2.3% |
2.832 |
| Close |
2.890 |
2.985 |
0.095 |
3.3% |
2.985 |
| Range |
0.192 |
0.089 |
-0.103 |
-53.6% |
0.192 |
| ATR |
0.140 |
0.137 |
-0.003 |
-2.3% |
0.000 |
| Volume |
13,704 |
15,108 |
1,404 |
10.2% |
59,692 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.222 |
3.193 |
3.034 |
|
| R3 |
3.133 |
3.104 |
3.009 |
|
| R2 |
3.044 |
3.044 |
3.001 |
|
| R1 |
3.015 |
3.015 |
2.993 |
3.030 |
| PP |
2.955 |
2.955 |
2.955 |
2.963 |
| S1 |
2.926 |
2.926 |
2.977 |
2.941 |
| S2 |
2.866 |
2.866 |
2.969 |
|
| S3 |
2.777 |
2.837 |
2.961 |
|
| S4 |
2.688 |
2.748 |
2.936 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.523 |
3.446 |
3.091 |
|
| R3 |
3.331 |
3.254 |
3.038 |
|
| R2 |
3.139 |
3.139 |
3.020 |
|
| R1 |
3.062 |
3.062 |
3.003 |
3.005 |
| PP |
2.947 |
2.947 |
2.947 |
2.918 |
| S1 |
2.870 |
2.870 |
2.967 |
2.813 |
| S2 |
2.755 |
2.755 |
2.950 |
|
| S3 |
2.563 |
2.678 |
2.932 |
|
| S4 |
2.371 |
2.486 |
2.879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.111 |
2.832 |
0.279 |
9.3% |
0.135 |
4.5% |
55% |
False |
False |
16,639 |
| 10 |
3.229 |
2.832 |
0.397 |
13.3% |
0.142 |
4.8% |
39% |
False |
False |
16,424 |
| 20 |
3.229 |
2.832 |
0.397 |
13.3% |
0.135 |
4.5% |
39% |
False |
False |
11,639 |
| 40 |
3.773 |
2.832 |
0.941 |
31.5% |
0.110 |
3.7% |
16% |
False |
False |
7,782 |
| 60 |
3.872 |
2.832 |
1.040 |
34.8% |
0.099 |
3.3% |
15% |
False |
False |
6,471 |
| 80 |
3.885 |
2.832 |
1.053 |
35.3% |
0.088 |
2.9% |
15% |
False |
False |
5,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.363 |
|
2.618 |
3.218 |
|
1.618 |
3.129 |
|
1.000 |
3.074 |
|
0.618 |
3.040 |
|
HIGH |
2.985 |
|
0.618 |
2.951 |
|
0.500 |
2.941 |
|
0.382 |
2.930 |
|
LOW |
2.896 |
|
0.618 |
2.841 |
|
1.000 |
2.807 |
|
1.618 |
2.752 |
|
2.618 |
2.663 |
|
4.250 |
2.518 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.970 |
2.966 |
| PP |
2.955 |
2.947 |
| S1 |
2.941 |
2.928 |
|