NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.767 |
2.827 |
0.060 |
2.2% |
2.936 |
| High |
2.848 |
2.841 |
-0.007 |
-0.2% |
2.990 |
| Low |
2.729 |
2.733 |
0.004 |
0.1% |
2.719 |
| Close |
2.825 |
2.748 |
-0.077 |
-2.7% |
2.755 |
| Range |
0.119 |
0.108 |
-0.011 |
-9.2% |
0.271 |
| ATR |
0.128 |
0.127 |
-0.001 |
-1.1% |
0.000 |
| Volume |
11,277 |
14,272 |
2,995 |
26.6% |
62,603 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.098 |
3.031 |
2.807 |
|
| R3 |
2.990 |
2.923 |
2.778 |
|
| R2 |
2.882 |
2.882 |
2.768 |
|
| R1 |
2.815 |
2.815 |
2.758 |
2.795 |
| PP |
2.774 |
2.774 |
2.774 |
2.764 |
| S1 |
2.707 |
2.707 |
2.738 |
2.687 |
| S2 |
2.666 |
2.666 |
2.728 |
|
| S3 |
2.558 |
2.599 |
2.718 |
|
| S4 |
2.450 |
2.491 |
2.689 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.634 |
3.466 |
2.904 |
|
| R3 |
3.363 |
3.195 |
2.830 |
|
| R2 |
3.092 |
3.092 |
2.805 |
|
| R1 |
2.924 |
2.924 |
2.780 |
2.873 |
| PP |
2.821 |
2.821 |
2.821 |
2.796 |
| S1 |
2.653 |
2.653 |
2.730 |
2.602 |
| S2 |
2.550 |
2.550 |
2.705 |
|
| S3 |
2.279 |
2.382 |
2.680 |
|
| S4 |
2.008 |
2.111 |
2.606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.966 |
2.685 |
0.281 |
10.2% |
0.122 |
4.4% |
22% |
False |
False |
13,261 |
| 10 |
3.024 |
2.685 |
0.339 |
12.3% |
0.113 |
4.1% |
19% |
False |
False |
12,932 |
| 20 |
3.229 |
2.685 |
0.544 |
19.8% |
0.126 |
4.6% |
12% |
False |
False |
14,429 |
| 40 |
3.622 |
2.685 |
0.937 |
34.1% |
0.116 |
4.2% |
7% |
False |
False |
9,600 |
| 60 |
3.811 |
2.685 |
1.126 |
41.0% |
0.103 |
3.7% |
6% |
False |
False |
7,796 |
| 80 |
3.872 |
2.685 |
1.187 |
43.2% |
0.093 |
3.4% |
5% |
False |
False |
6,394 |
| 100 |
3.905 |
2.685 |
1.220 |
44.4% |
0.084 |
3.1% |
5% |
False |
False |
5,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.300 |
|
2.618 |
3.124 |
|
1.618 |
3.016 |
|
1.000 |
2.949 |
|
0.618 |
2.908 |
|
HIGH |
2.841 |
|
0.618 |
2.800 |
|
0.500 |
2.787 |
|
0.382 |
2.774 |
|
LOW |
2.733 |
|
0.618 |
2.666 |
|
1.000 |
2.625 |
|
1.618 |
2.558 |
|
2.618 |
2.450 |
|
4.250 |
2.274 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.787 |
2.767 |
| PP |
2.774 |
2.760 |
| S1 |
2.761 |
2.754 |
|