NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.953 |
3.075 |
0.122 |
4.1% |
3.080 |
| High |
3.080 |
3.129 |
0.049 |
1.6% |
3.170 |
| Low |
2.850 |
2.905 |
0.055 |
1.9% |
2.850 |
| Close |
3.015 |
2.909 |
-0.106 |
-3.5% |
3.015 |
| Range |
0.230 |
0.224 |
-0.006 |
-2.6% |
0.320 |
| ATR |
0.107 |
0.115 |
0.008 |
7.8% |
0.000 |
| Volume |
6,964 |
8,092 |
1,128 |
16.2% |
18,374 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.653 |
3.505 |
3.032 |
|
| R3 |
3.429 |
3.281 |
2.971 |
|
| R2 |
3.205 |
3.205 |
2.950 |
|
| R1 |
3.057 |
3.057 |
2.930 |
3.019 |
| PP |
2.981 |
2.981 |
2.981 |
2.962 |
| S1 |
2.833 |
2.833 |
2.888 |
2.795 |
| S2 |
2.757 |
2.757 |
2.868 |
|
| S3 |
2.533 |
2.609 |
2.847 |
|
| S4 |
2.309 |
2.385 |
2.786 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.972 |
3.813 |
3.191 |
|
| R3 |
3.652 |
3.493 |
3.103 |
|
| R2 |
3.332 |
3.332 |
3.074 |
|
| R1 |
3.173 |
3.173 |
3.044 |
3.093 |
| PP |
3.012 |
3.012 |
3.012 |
2.971 |
| S1 |
2.853 |
2.853 |
2.986 |
2.773 |
| S2 |
2.692 |
2.692 |
2.956 |
|
| S3 |
2.372 |
2.533 |
2.927 |
|
| S4 |
2.052 |
2.213 |
2.839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.170 |
2.850 |
0.320 |
11.0% |
0.150 |
5.1% |
18% |
False |
False |
5,293 |
| 10 |
3.428 |
2.850 |
0.578 |
19.9% |
0.125 |
4.3% |
10% |
False |
False |
5,630 |
| 20 |
3.622 |
2.850 |
0.772 |
26.5% |
0.105 |
3.6% |
8% |
False |
False |
4,583 |
| 40 |
3.823 |
2.850 |
0.973 |
33.4% |
0.091 |
3.1% |
6% |
False |
False |
4,366 |
| 60 |
3.872 |
2.850 |
1.022 |
35.1% |
0.081 |
2.8% |
6% |
False |
False |
3,590 |
| 80 |
3.905 |
2.850 |
1.055 |
36.3% |
0.074 |
2.5% |
6% |
False |
False |
3,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.081 |
|
2.618 |
3.715 |
|
1.618 |
3.491 |
|
1.000 |
3.353 |
|
0.618 |
3.267 |
|
HIGH |
3.129 |
|
0.618 |
3.043 |
|
0.500 |
3.017 |
|
0.382 |
2.991 |
|
LOW |
2.905 |
|
0.618 |
2.767 |
|
1.000 |
2.681 |
|
1.618 |
2.543 |
|
2.618 |
2.319 |
|
4.250 |
1.953 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.017 |
2.990 |
| PP |
2.981 |
2.963 |
| S1 |
2.945 |
2.936 |
|