NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.964 |
2.938 |
-0.026 |
-0.9% |
2.990 |
| High |
2.990 |
2.946 |
-0.044 |
-1.5% |
3.024 |
| Low |
2.934 |
2.854 |
-0.080 |
-2.7% |
2.832 |
| Close |
2.979 |
2.902 |
-0.077 |
-2.6% |
2.985 |
| Range |
0.056 |
0.092 |
0.036 |
64.3% |
0.192 |
| ATR |
0.131 |
0.130 |
0.000 |
-0.3% |
0.000 |
| Volume |
11,425 |
10,138 |
-1,287 |
-11.3% |
59,692 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.177 |
3.131 |
2.953 |
|
| R3 |
3.085 |
3.039 |
2.927 |
|
| R2 |
2.993 |
2.993 |
2.919 |
|
| R1 |
2.947 |
2.947 |
2.910 |
2.924 |
| PP |
2.901 |
2.901 |
2.901 |
2.889 |
| S1 |
2.855 |
2.855 |
2.894 |
2.832 |
| S2 |
2.809 |
2.809 |
2.885 |
|
| S3 |
2.717 |
2.763 |
2.877 |
|
| S4 |
2.625 |
2.671 |
2.851 |
|
|
| 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% |
0.104 |
3.6% |
36% |
False |
False |
12,602 |
| 10 |
3.229 |
2.832 |
0.397 |
13.7% |
0.135 |
4.7% |
18% |
False |
False |
15,400 |
| 20 |
3.229 |
2.832 |
0.397 |
13.7% |
0.133 |
4.6% |
18% |
False |
False |
12,735 |
| 40 |
3.652 |
2.832 |
0.820 |
28.3% |
0.110 |
3.8% |
9% |
False |
False |
8,428 |
| 60 |
3.872 |
2.832 |
1.040 |
35.8% |
0.099 |
3.4% |
7% |
False |
False |
6,953 |
| 80 |
3.872 |
2.832 |
1.040 |
35.8% |
0.088 |
3.0% |
7% |
False |
False |
5,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.337 |
|
2.618 |
3.187 |
|
1.618 |
3.095 |
|
1.000 |
3.038 |
|
0.618 |
3.003 |
|
HIGH |
2.946 |
|
0.618 |
2.911 |
|
0.500 |
2.900 |
|
0.382 |
2.889 |
|
LOW |
2.854 |
|
0.618 |
2.797 |
|
1.000 |
2.762 |
|
1.618 |
2.705 |
|
2.618 |
2.613 |
|
4.250 |
2.463 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.901 |
2.922 |
| PP |
2.901 |
2.915 |
| S1 |
2.900 |
2.909 |
|