NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2.936 |
2.964 |
0.028 |
1.0% |
2.990 |
| High |
2.967 |
2.990 |
0.023 |
0.8% |
3.024 |
| Low |
2.877 |
2.934 |
0.057 |
2.0% |
2.832 |
| Close |
2.911 |
2.979 |
0.068 |
2.3% |
2.985 |
| Range |
0.090 |
0.056 |
-0.034 |
-37.8% |
0.192 |
| ATR |
0.135 |
0.131 |
-0.004 |
-3.0% |
0.000 |
| Volume |
12,639 |
11,425 |
-1,214 |
-9.6% |
59,692 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.136 |
3.113 |
3.010 |
|
| R3 |
3.080 |
3.057 |
2.994 |
|
| R2 |
3.024 |
3.024 |
2.989 |
|
| R1 |
3.001 |
3.001 |
2.984 |
3.013 |
| PP |
2.968 |
2.968 |
2.968 |
2.973 |
| S1 |
2.945 |
2.945 |
2.974 |
2.957 |
| S2 |
2.912 |
2.912 |
2.969 |
|
| S3 |
2.856 |
2.889 |
2.964 |
|
| S4 |
2.800 |
2.833 |
2.948 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.523 |
3.446 |
3.091 |
|
| R3 |
3.331 |
3.254 |
3.038 |
|
| R2 |
3.139 |
3.139 |
3.020 |
|
| R1 |
3.062 |
3.062 |
3.003 |
3.005 |
| PP |
2.947 |
2.947 |
2.947 |
2.918 |
| S1 |
2.870 |
2.870 |
2.967 |
2.813 |
| S2 |
2.755 |
2.755 |
2.950 |
|
| S3 |
2.563 |
2.678 |
2.932 |
|
| S4 |
2.371 |
2.486 |
2.879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.024 |
2.832 |
0.192 |
6.4% |
0.108 |
3.6% |
77% |
False |
False |
13,435 |
| 10 |
3.229 |
2.832 |
0.397 |
13.3% |
0.138 |
4.6% |
37% |
False |
False |
16,001 |
| 20 |
3.229 |
2.832 |
0.397 |
13.3% |
0.134 |
4.5% |
37% |
False |
False |
12,385 |
| 40 |
3.721 |
2.832 |
0.889 |
29.8% |
0.110 |
3.7% |
17% |
False |
False |
8,221 |
| 60 |
3.872 |
2.832 |
1.040 |
34.9% |
0.099 |
3.3% |
14% |
False |
False |
6,824 |
| 80 |
3.872 |
2.832 |
1.040 |
34.9% |
0.088 |
3.0% |
14% |
False |
False |
5,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.228 |
|
2.618 |
3.137 |
|
1.618 |
3.081 |
|
1.000 |
3.046 |
|
0.618 |
3.025 |
|
HIGH |
2.990 |
|
0.618 |
2.969 |
|
0.500 |
2.962 |
|
0.382 |
2.955 |
|
LOW |
2.934 |
|
0.618 |
2.899 |
|
1.000 |
2.878 |
|
1.618 |
2.843 |
|
2.618 |
2.787 |
|
4.250 |
2.696 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.973 |
2.964 |
| PP |
2.968 |
2.949 |
| S1 |
2.962 |
2.934 |
|