NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.798 |
2.917 |
0.119 |
4.3% |
2.726 |
| High |
2.938 |
2.956 |
0.018 |
0.6% |
2.848 |
| Low |
2.798 |
2.783 |
-0.015 |
-0.5% |
2.671 |
| Close |
2.885 |
2.819 |
-0.066 |
-2.3% |
2.695 |
| Range |
0.140 |
0.173 |
0.033 |
23.6% |
0.177 |
| ATR |
0.119 |
0.123 |
0.004 |
3.2% |
0.000 |
| Volume |
25,935 |
28,539 |
2,604 |
10.0% |
69,892 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.372 |
3.268 |
2.914 |
|
| R3 |
3.199 |
3.095 |
2.867 |
|
| R2 |
3.026 |
3.026 |
2.851 |
|
| R1 |
2.922 |
2.922 |
2.835 |
2.888 |
| PP |
2.853 |
2.853 |
2.853 |
2.835 |
| S1 |
2.749 |
2.749 |
2.803 |
2.715 |
| S2 |
2.680 |
2.680 |
2.787 |
|
| S3 |
2.507 |
2.576 |
2.771 |
|
| S4 |
2.334 |
2.403 |
2.724 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.269 |
3.159 |
2.792 |
|
| R3 |
3.092 |
2.982 |
2.744 |
|
| R2 |
2.915 |
2.915 |
2.727 |
|
| R1 |
2.805 |
2.805 |
2.711 |
2.772 |
| PP |
2.738 |
2.738 |
2.738 |
2.721 |
| S1 |
2.628 |
2.628 |
2.679 |
2.595 |
| S2 |
2.561 |
2.561 |
2.663 |
|
| S3 |
2.384 |
2.451 |
2.646 |
|
| S4 |
2.207 |
2.274 |
2.598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.956 |
2.682 |
0.274 |
9.7% |
0.112 |
4.0% |
50% |
True |
False |
21,586 |
| 10 |
2.956 |
2.671 |
0.285 |
10.1% |
0.104 |
3.7% |
52% |
True |
False |
17,979 |
| 20 |
3.229 |
2.671 |
0.558 |
19.8% |
0.120 |
4.3% |
27% |
False |
False |
16,497 |
| 40 |
3.528 |
2.671 |
0.857 |
30.4% |
0.119 |
4.2% |
17% |
False |
False |
12,210 |
| 60 |
3.777 |
2.671 |
1.106 |
39.2% |
0.106 |
3.8% |
13% |
False |
False |
9,367 |
| 80 |
3.872 |
2.671 |
1.201 |
42.6% |
0.096 |
3.4% |
12% |
False |
False |
7,781 |
| 100 |
3.900 |
2.671 |
1.229 |
43.6% |
0.088 |
3.1% |
12% |
False |
False |
6,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.691 |
|
2.618 |
3.409 |
|
1.618 |
3.236 |
|
1.000 |
3.129 |
|
0.618 |
3.063 |
|
HIGH |
2.956 |
|
0.618 |
2.890 |
|
0.500 |
2.870 |
|
0.382 |
2.849 |
|
LOW |
2.783 |
|
0.618 |
2.676 |
|
1.000 |
2.610 |
|
1.618 |
2.503 |
|
2.618 |
2.330 |
|
4.250 |
2.048 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.870 |
2.844 |
| PP |
2.853 |
2.836 |
| S1 |
2.836 |
2.827 |
|