NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.726 |
2.767 |
0.041 |
1.5% |
2.936 |
| High |
2.764 |
2.848 |
0.084 |
3.0% |
2.990 |
| Low |
2.685 |
2.729 |
0.044 |
1.6% |
2.719 |
| Close |
2.749 |
2.825 |
0.076 |
2.8% |
2.755 |
| Range |
0.079 |
0.119 |
0.040 |
50.6% |
0.271 |
| ATR |
0.129 |
0.128 |
-0.001 |
-0.6% |
0.000 |
| Volume |
12,358 |
11,277 |
-1,081 |
-8.7% |
62,603 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.158 |
3.110 |
2.890 |
|
| R3 |
3.039 |
2.991 |
2.858 |
|
| R2 |
2.920 |
2.920 |
2.847 |
|
| R1 |
2.872 |
2.872 |
2.836 |
2.896 |
| PP |
2.801 |
2.801 |
2.801 |
2.813 |
| S1 |
2.753 |
2.753 |
2.814 |
2.777 |
| S2 |
2.682 |
2.682 |
2.803 |
|
| S3 |
2.563 |
2.634 |
2.792 |
|
| S4 |
2.444 |
2.515 |
2.760 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.634 |
3.466 |
2.904 |
|
| R3 |
3.363 |
3.195 |
2.830 |
|
| R2 |
3.092 |
3.092 |
2.805 |
|
| R1 |
2.924 |
2.924 |
2.780 |
2.873 |
| PP |
2.821 |
2.821 |
2.821 |
2.796 |
| S1 |
2.653 |
2.653 |
2.730 |
2.602 |
| S2 |
2.550 |
2.550 |
2.705 |
|
| S3 |
2.279 |
2.382 |
2.680 |
|
| S4 |
2.008 |
2.111 |
2.606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.966 |
2.685 |
0.281 |
9.9% |
0.119 |
4.2% |
50% |
False |
False |
12,434 |
| 10 |
3.024 |
2.685 |
0.339 |
12.0% |
0.114 |
4.0% |
41% |
False |
False |
12,935 |
| 20 |
3.229 |
2.685 |
0.544 |
19.3% |
0.126 |
4.5% |
26% |
False |
False |
14,171 |
| 40 |
3.622 |
2.685 |
0.937 |
33.2% |
0.115 |
4.1% |
15% |
False |
False |
9,377 |
| 60 |
3.823 |
2.685 |
1.138 |
40.3% |
0.103 |
3.6% |
12% |
False |
False |
7,634 |
| 80 |
3.872 |
2.685 |
1.187 |
42.0% |
0.092 |
3.3% |
12% |
False |
False |
6,235 |
| 100 |
3.905 |
2.685 |
1.220 |
43.2% |
0.084 |
3.0% |
11% |
False |
False |
5,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.354 |
|
2.618 |
3.160 |
|
1.618 |
3.041 |
|
1.000 |
2.967 |
|
0.618 |
2.922 |
|
HIGH |
2.848 |
|
0.618 |
2.803 |
|
0.500 |
2.789 |
|
0.382 |
2.774 |
|
LOW |
2.729 |
|
0.618 |
2.655 |
|
1.000 |
2.610 |
|
1.618 |
2.536 |
|
2.618 |
2.417 |
|
4.250 |
2.223 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.813 |
2.806 |
| PP |
2.801 |
2.786 |
| S1 |
2.789 |
2.767 |
|