NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.732 |
2.798 |
0.066 |
2.4% |
2.726 |
| High |
2.848 |
2.938 |
0.090 |
3.2% |
2.848 |
| Low |
2.732 |
2.798 |
0.066 |
2.4% |
2.671 |
| Close |
2.796 |
2.885 |
0.089 |
3.2% |
2.695 |
| Range |
0.116 |
0.140 |
0.024 |
20.7% |
0.177 |
| ATR |
0.118 |
0.119 |
0.002 |
1.5% |
0.000 |
| Volume |
17,586 |
25,935 |
8,349 |
47.5% |
69,892 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.294 |
3.229 |
2.962 |
|
| R3 |
3.154 |
3.089 |
2.924 |
|
| R2 |
3.014 |
3.014 |
2.911 |
|
| R1 |
2.949 |
2.949 |
2.898 |
2.982 |
| PP |
2.874 |
2.874 |
2.874 |
2.890 |
| S1 |
2.809 |
2.809 |
2.872 |
2.842 |
| S2 |
2.734 |
2.734 |
2.859 |
|
| S3 |
2.594 |
2.669 |
2.847 |
|
| S4 |
2.454 |
2.529 |
2.808 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.269 |
3.159 |
2.792 |
|
| R3 |
3.092 |
2.982 |
2.744 |
|
| R2 |
2.915 |
2.915 |
2.727 |
|
| R1 |
2.805 |
2.805 |
2.711 |
2.772 |
| PP |
2.738 |
2.738 |
2.738 |
2.721 |
| S1 |
2.628 |
2.628 |
2.679 |
2.595 |
| S2 |
2.561 |
2.561 |
2.663 |
|
| S3 |
2.384 |
2.451 |
2.646 |
|
| S4 |
2.207 |
2.274 |
2.598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.938 |
2.671 |
0.267 |
9.3% |
0.097 |
3.4% |
80% |
True |
False |
19,124 |
| 10 |
2.966 |
2.671 |
0.295 |
10.2% |
0.110 |
3.8% |
73% |
False |
False |
16,193 |
| 20 |
3.229 |
2.671 |
0.558 |
19.3% |
0.122 |
4.2% |
38% |
False |
False |
15,796 |
| 40 |
3.622 |
2.671 |
0.951 |
33.0% |
0.118 |
4.1% |
23% |
False |
False |
11,569 |
| 60 |
3.777 |
2.671 |
1.106 |
38.3% |
0.105 |
3.6% |
19% |
False |
False |
8,960 |
| 80 |
3.872 |
2.671 |
1.201 |
41.6% |
0.095 |
3.3% |
18% |
False |
False |
7,447 |
| 100 |
3.900 |
2.671 |
1.229 |
42.6% |
0.087 |
3.0% |
17% |
False |
False |
6,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.533 |
|
2.618 |
3.305 |
|
1.618 |
3.165 |
|
1.000 |
3.078 |
|
0.618 |
3.025 |
|
HIGH |
2.938 |
|
0.618 |
2.885 |
|
0.500 |
2.868 |
|
0.382 |
2.851 |
|
LOW |
2.798 |
|
0.618 |
2.711 |
|
1.000 |
2.658 |
|
1.618 |
2.571 |
|
2.618 |
2.431 |
|
4.250 |
2.203 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.879 |
2.863 |
| PP |
2.874 |
2.840 |
| S1 |
2.868 |
2.818 |
|