NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.930 |
2.950 |
0.020 |
0.7% |
3.080 |
| High |
2.947 |
3.001 |
0.054 |
1.8% |
3.170 |
| Low |
2.850 |
2.865 |
0.015 |
0.5% |
2.850 |
| Close |
2.932 |
2.894 |
-0.038 |
-1.3% |
3.015 |
| Range |
0.097 |
0.136 |
0.039 |
40.2% |
0.320 |
| ATR |
0.114 |
0.116 |
0.002 |
1.4% |
0.000 |
| Volume |
9,100 |
13,211 |
4,111 |
45.2% |
18,374 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.328 |
3.247 |
2.969 |
|
| R3 |
3.192 |
3.111 |
2.931 |
|
| R2 |
3.056 |
3.056 |
2.919 |
|
| R1 |
2.975 |
2.975 |
2.906 |
2.948 |
| PP |
2.920 |
2.920 |
2.920 |
2.906 |
| S1 |
2.839 |
2.839 |
2.882 |
2.812 |
| S2 |
2.784 |
2.784 |
2.869 |
|
| S3 |
2.648 |
2.703 |
2.857 |
|
| S4 |
2.512 |
2.567 |
2.819 |
|
|
| 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 |
3.129 |
2.850 |
0.279 |
9.6% |
0.163 |
5.6% |
16% |
False |
False |
8,157 |
| 10 |
3.198 |
2.850 |
0.348 |
12.0% |
0.123 |
4.3% |
13% |
False |
False |
6,309 |
| 20 |
3.622 |
2.850 |
0.772 |
26.7% |
0.107 |
3.7% |
6% |
False |
False |
5,222 |
| 40 |
3.786 |
2.850 |
0.936 |
32.3% |
0.093 |
3.2% |
5% |
False |
False |
4,591 |
| 60 |
3.872 |
2.850 |
1.022 |
35.3% |
0.084 |
2.9% |
4% |
False |
False |
3,902 |
| 80 |
3.905 |
2.850 |
1.055 |
36.5% |
0.075 |
2.6% |
4% |
False |
False |
3,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.579 |
|
2.618 |
3.357 |
|
1.618 |
3.221 |
|
1.000 |
3.137 |
|
0.618 |
3.085 |
|
HIGH |
3.001 |
|
0.618 |
2.949 |
|
0.500 |
2.933 |
|
0.382 |
2.917 |
|
LOW |
2.865 |
|
0.618 |
2.781 |
|
1.000 |
2.729 |
|
1.618 |
2.645 |
|
2.618 |
2.509 |
|
4.250 |
2.287 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.933 |
2.990 |
| PP |
2.920 |
2.958 |
| S1 |
2.907 |
2.926 |
|