NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.827 |
2.762 |
-0.065 |
-2.3% |
2.936 |
| High |
2.841 |
2.771 |
-0.070 |
-2.5% |
2.990 |
| Low |
2.733 |
2.671 |
-0.062 |
-2.3% |
2.719 |
| Close |
2.748 |
2.694 |
-0.054 |
-2.0% |
2.755 |
| Range |
0.108 |
0.100 |
-0.008 |
-7.4% |
0.271 |
| ATR |
0.127 |
0.125 |
-0.002 |
-1.5% |
0.000 |
| Volume |
14,272 |
16,231 |
1,959 |
13.7% |
62,603 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.012 |
2.953 |
2.749 |
|
| R3 |
2.912 |
2.853 |
2.722 |
|
| R2 |
2.812 |
2.812 |
2.712 |
|
| R1 |
2.753 |
2.753 |
2.703 |
2.733 |
| PP |
2.712 |
2.712 |
2.712 |
2.702 |
| S1 |
2.653 |
2.653 |
2.685 |
2.633 |
| S2 |
2.612 |
2.612 |
2.676 |
|
| S3 |
2.512 |
2.553 |
2.667 |
|
| S4 |
2.412 |
2.453 |
2.639 |
|
|
| 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 |
2.848 |
2.671 |
0.177 |
6.6% |
0.097 |
3.6% |
13% |
False |
True |
14,372 |
| 10 |
2.990 |
2.671 |
0.319 |
11.8% |
0.104 |
3.8% |
7% |
False |
True |
13,184 |
| 20 |
3.229 |
2.671 |
0.558 |
20.7% |
0.125 |
4.6% |
4% |
False |
True |
14,580 |
| 40 |
3.622 |
2.671 |
0.951 |
35.3% |
0.116 |
4.3% |
2% |
False |
True |
9,901 |
| 60 |
3.786 |
2.671 |
1.115 |
41.4% |
0.103 |
3.8% |
2% |
False |
True |
7,921 |
| 80 |
3.872 |
2.671 |
1.201 |
44.6% |
0.094 |
3.5% |
2% |
False |
True |
6,571 |
| 100 |
3.905 |
2.671 |
1.234 |
45.8% |
0.085 |
3.2% |
2% |
False |
True |
5,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.196 |
|
2.618 |
3.033 |
|
1.618 |
2.933 |
|
1.000 |
2.871 |
|
0.618 |
2.833 |
|
HIGH |
2.771 |
|
0.618 |
2.733 |
|
0.500 |
2.721 |
|
0.382 |
2.709 |
|
LOW |
2.671 |
|
0.618 |
2.609 |
|
1.000 |
2.571 |
|
1.618 |
2.509 |
|
2.618 |
2.409 |
|
4.250 |
2.246 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.721 |
2.760 |
| PP |
2.712 |
2.738 |
| S1 |
2.703 |
2.716 |
|