NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.966 |
2.863 |
-0.103 |
-3.5% |
3.075 |
| High |
2.966 |
2.982 |
0.016 |
0.5% |
3.129 |
| Low |
2.854 |
2.863 |
0.009 |
0.3% |
2.850 |
| Close |
2.860 |
2.964 |
0.104 |
3.6% |
3.000 |
| Range |
0.112 |
0.119 |
0.007 |
6.3% |
0.279 |
| ATR |
0.116 |
0.116 |
0.000 |
0.4% |
0.000 |
| Volume |
14,847 |
16,150 |
1,303 |
8.8% |
54,478 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.293 |
3.248 |
3.029 |
|
| R3 |
3.174 |
3.129 |
2.997 |
|
| R2 |
3.055 |
3.055 |
2.986 |
|
| R1 |
3.010 |
3.010 |
2.975 |
3.033 |
| PP |
2.936 |
2.936 |
2.936 |
2.948 |
| S1 |
2.891 |
2.891 |
2.953 |
2.914 |
| S2 |
2.817 |
2.817 |
2.942 |
|
| S3 |
2.698 |
2.772 |
2.931 |
|
| S4 |
2.579 |
2.653 |
2.899 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.830 |
3.694 |
3.153 |
|
| R3 |
3.551 |
3.415 |
3.077 |
|
| R2 |
3.272 |
3.272 |
3.051 |
|
| R1 |
3.136 |
3.136 |
3.026 |
3.065 |
| PP |
2.993 |
2.993 |
2.993 |
2.957 |
| S1 |
2.857 |
2.857 |
2.974 |
2.786 |
| S2 |
2.714 |
2.714 |
2.949 |
|
| S3 |
2.435 |
2.578 |
2.923 |
|
| S4 |
2.156 |
2.299 |
2.847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.010 |
2.854 |
0.156 |
5.3% |
0.113 |
3.8% |
71% |
False |
False |
13,656 |
| 10 |
3.146 |
2.850 |
0.296 |
10.0% |
0.131 |
4.4% |
39% |
False |
False |
10,070 |
| 20 |
3.622 |
2.850 |
0.772 |
26.0% |
0.113 |
3.8% |
15% |
False |
False |
7,342 |
| 40 |
3.777 |
2.850 |
0.927 |
31.3% |
0.096 |
3.2% |
12% |
False |
False |
5,542 |
| 60 |
3.872 |
2.850 |
1.022 |
34.5% |
0.086 |
2.9% |
11% |
False |
False |
4,664 |
| 80 |
3.900 |
2.850 |
1.050 |
35.4% |
0.078 |
2.6% |
11% |
False |
False |
3,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.488 |
|
2.618 |
3.294 |
|
1.618 |
3.175 |
|
1.000 |
3.101 |
|
0.618 |
3.056 |
|
HIGH |
2.982 |
|
0.618 |
2.937 |
|
0.500 |
2.923 |
|
0.382 |
2.908 |
|
LOW |
2.863 |
|
0.618 |
2.789 |
|
1.000 |
2.744 |
|
1.618 |
2.670 |
|
2.618 |
2.551 |
|
4.250 |
2.357 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.950 |
2.953 |
| PP |
2.936 |
2.943 |
| S1 |
2.923 |
2.932 |
|