NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.916 |
3.010 |
0.094 |
3.2% |
2.966 |
| High |
2.999 |
3.024 |
0.025 |
0.8% |
3.229 |
| Low |
2.884 |
2.832 |
-0.052 |
-1.8% |
2.854 |
| Close |
2.967 |
2.890 |
-0.077 |
-2.6% |
3.056 |
| Range |
0.115 |
0.192 |
0.077 |
67.0% |
0.375 |
| ATR |
0.136 |
0.140 |
0.004 |
2.9% |
0.000 |
| Volume |
14,302 |
13,704 |
-598 |
-4.2% |
91,106 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.491 |
3.383 |
2.996 |
|
| R3 |
3.299 |
3.191 |
2.943 |
|
| R2 |
3.107 |
3.107 |
2.925 |
|
| R1 |
2.999 |
2.999 |
2.908 |
2.957 |
| PP |
2.915 |
2.915 |
2.915 |
2.895 |
| S1 |
2.807 |
2.807 |
2.872 |
2.765 |
| S2 |
2.723 |
2.723 |
2.855 |
|
| S3 |
2.531 |
2.615 |
2.837 |
|
| S4 |
2.339 |
2.423 |
2.784 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.171 |
3.989 |
3.262 |
|
| R3 |
3.796 |
3.614 |
3.159 |
|
| R2 |
3.421 |
3.421 |
3.125 |
|
| R1 |
3.239 |
3.239 |
3.090 |
3.330 |
| PP |
3.046 |
3.046 |
3.046 |
3.092 |
| S1 |
2.864 |
2.864 |
3.022 |
2.955 |
| S2 |
2.671 |
2.671 |
2.987 |
|
| S3 |
2.296 |
2.489 |
2.953 |
|
| S4 |
1.921 |
2.114 |
2.850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.229 |
2.832 |
0.397 |
13.7% |
0.161 |
5.6% |
15% |
False |
True |
18,034 |
| 10 |
3.229 |
2.832 |
0.397 |
13.7% |
0.145 |
5.0% |
15% |
False |
True |
15,976 |
| 20 |
3.229 |
2.832 |
0.397 |
13.7% |
0.134 |
4.6% |
15% |
False |
True |
11,142 |
| 40 |
3.773 |
2.832 |
0.941 |
32.6% |
0.111 |
3.8% |
6% |
False |
True |
7,510 |
| 60 |
3.872 |
2.832 |
1.040 |
36.0% |
0.099 |
3.4% |
6% |
False |
True |
6,252 |
| 80 |
3.900 |
2.832 |
1.068 |
37.0% |
0.087 |
3.0% |
5% |
False |
True |
5,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.840 |
|
2.618 |
3.527 |
|
1.618 |
3.335 |
|
1.000 |
3.216 |
|
0.618 |
3.143 |
|
HIGH |
3.024 |
|
0.618 |
2.951 |
|
0.500 |
2.928 |
|
0.382 |
2.905 |
|
LOW |
2.832 |
|
0.618 |
2.713 |
|
1.000 |
2.640 |
|
1.618 |
2.521 |
|
2.618 |
2.329 |
|
4.250 |
2.016 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.928 |
2.928 |
| PP |
2.915 |
2.915 |
| S1 |
2.903 |
2.903 |
|