NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.896 |
2.936 |
0.040 |
1.4% |
2.990 |
| High |
2.985 |
2.967 |
-0.018 |
-0.6% |
3.024 |
| Low |
2.896 |
2.877 |
-0.019 |
-0.7% |
2.832 |
| Close |
2.985 |
2.911 |
-0.074 |
-2.5% |
2.985 |
| Range |
0.089 |
0.090 |
0.001 |
1.1% |
0.192 |
| ATR |
0.137 |
0.135 |
-0.002 |
-1.5% |
0.000 |
| Volume |
15,108 |
12,639 |
-2,469 |
-16.3% |
59,692 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.188 |
3.140 |
2.961 |
|
| R3 |
3.098 |
3.050 |
2.936 |
|
| R2 |
3.008 |
3.008 |
2.928 |
|
| R1 |
2.960 |
2.960 |
2.919 |
2.939 |
| PP |
2.918 |
2.918 |
2.918 |
2.908 |
| S1 |
2.870 |
2.870 |
2.903 |
2.849 |
| S2 |
2.828 |
2.828 |
2.895 |
|
| S3 |
2.738 |
2.780 |
2.886 |
|
| S4 |
2.648 |
2.690 |
2.862 |
|
|
| 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 |
3.024 |
2.832 |
0.192 |
6.6% |
0.127 |
4.4% |
41% |
False |
False |
14,466 |
| 10 |
3.229 |
2.832 |
0.397 |
13.6% |
0.144 |
4.9% |
20% |
False |
False |
16,343 |
| 20 |
3.229 |
2.832 |
0.397 |
13.6% |
0.134 |
4.6% |
20% |
False |
False |
12,071 |
| 40 |
3.773 |
2.832 |
0.941 |
32.3% |
0.110 |
3.8% |
8% |
False |
False |
8,020 |
| 60 |
3.872 |
2.832 |
1.040 |
35.7% |
0.099 |
3.4% |
8% |
False |
False |
6,659 |
| 80 |
3.885 |
2.832 |
1.053 |
36.2% |
0.088 |
3.0% |
8% |
False |
False |
5,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.350 |
|
2.618 |
3.203 |
|
1.618 |
3.113 |
|
1.000 |
3.057 |
|
0.618 |
3.023 |
|
HIGH |
2.967 |
|
0.618 |
2.933 |
|
0.500 |
2.922 |
|
0.382 |
2.911 |
|
LOW |
2.877 |
|
0.618 |
2.821 |
|
1.000 |
2.787 |
|
1.618 |
2.731 |
|
2.618 |
2.641 |
|
4.250 |
2.495 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.922 |
2.928 |
| PP |
2.918 |
2.922 |
| S1 |
2.915 |
2.917 |
|