NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.938 |
2.916 |
-0.022 |
-0.7% |
2.990 |
| High |
2.946 |
2.966 |
0.020 |
0.7% |
3.024 |
| Low |
2.854 |
2.740 |
-0.114 |
-4.0% |
2.832 |
| Close |
2.902 |
2.790 |
-0.112 |
-3.9% |
2.985 |
| Range |
0.092 |
0.226 |
0.134 |
145.7% |
0.192 |
| ATR |
0.130 |
0.137 |
0.007 |
5.2% |
0.000 |
| Volume |
10,138 |
10,678 |
540 |
5.3% |
59,692 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.376 |
2.914 |
|
| R3 |
3.284 |
3.150 |
2.852 |
|
| R2 |
3.058 |
3.058 |
2.831 |
|
| R1 |
2.924 |
2.924 |
2.811 |
2.878 |
| PP |
2.832 |
2.832 |
2.832 |
2.809 |
| S1 |
2.698 |
2.698 |
2.769 |
2.652 |
| S2 |
2.606 |
2.606 |
2.749 |
|
| S3 |
2.380 |
2.472 |
2.728 |
|
| S4 |
2.154 |
2.246 |
2.666 |
|
|
| 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 |
2.990 |
2.740 |
0.250 |
9.0% |
0.111 |
4.0% |
20% |
False |
True |
11,997 |
| 10 |
3.229 |
2.740 |
0.489 |
17.5% |
0.136 |
4.9% |
10% |
False |
True |
15,016 |
| 20 |
3.229 |
2.740 |
0.489 |
17.5% |
0.141 |
5.1% |
10% |
False |
True |
13,026 |
| 40 |
3.642 |
2.740 |
0.902 |
32.3% |
0.114 |
4.1% |
6% |
False |
True |
8,633 |
| 60 |
3.872 |
2.740 |
1.132 |
40.6% |
0.102 |
3.7% |
4% |
False |
True |
7,106 |
| 80 |
3.872 |
2.740 |
1.132 |
40.6% |
0.091 |
3.2% |
4% |
False |
True |
5,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.927 |
|
2.618 |
3.558 |
|
1.618 |
3.332 |
|
1.000 |
3.192 |
|
0.618 |
3.106 |
|
HIGH |
2.966 |
|
0.618 |
2.880 |
|
0.500 |
2.853 |
|
0.382 |
2.826 |
|
LOW |
2.740 |
|
0.618 |
2.600 |
|
1.000 |
2.514 |
|
1.618 |
2.374 |
|
2.618 |
2.148 |
|
4.250 |
1.780 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.853 |
2.865 |
| PP |
2.832 |
2.840 |
| S1 |
2.811 |
2.815 |
|