NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.704 |
2.833 |
0.129 |
4.8% |
2.615 |
| High |
2.850 |
2.922 |
0.072 |
2.5% |
2.724 |
| Low |
2.696 |
2.825 |
0.129 |
4.8% |
2.556 |
| Close |
2.846 |
2.891 |
0.045 |
1.6% |
2.590 |
| Range |
0.154 |
0.097 |
-0.057 |
-37.0% |
0.168 |
| ATR |
0.108 |
0.107 |
-0.001 |
-0.7% |
0.000 |
| Volume |
246,116 |
225,845 |
-20,271 |
-8.2% |
697,217 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.170 |
3.128 |
2.944 |
|
| R3 |
3.073 |
3.031 |
2.918 |
|
| R2 |
2.976 |
2.976 |
2.909 |
|
| R1 |
2.934 |
2.934 |
2.900 |
2.955 |
| PP |
2.879 |
2.879 |
2.879 |
2.890 |
| S1 |
2.837 |
2.837 |
2.882 |
2.858 |
| S2 |
2.782 |
2.782 |
2.873 |
|
| S3 |
2.685 |
2.740 |
2.864 |
|
| S4 |
2.588 |
2.643 |
2.838 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.127 |
3.027 |
2.682 |
|
| R3 |
2.959 |
2.859 |
2.636 |
|
| R2 |
2.791 |
2.791 |
2.621 |
|
| R1 |
2.691 |
2.691 |
2.605 |
2.657 |
| PP |
2.623 |
2.623 |
2.623 |
2.607 |
| S1 |
2.523 |
2.523 |
2.575 |
2.489 |
| S2 |
2.455 |
2.455 |
2.559 |
|
| S3 |
2.287 |
2.355 |
2.544 |
|
| S4 |
2.119 |
2.187 |
2.498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.922 |
2.556 |
0.366 |
12.7% |
0.105 |
3.6% |
92% |
True |
False |
188,098 |
| 10 |
2.922 |
2.556 |
0.366 |
12.7% |
0.105 |
3.6% |
92% |
True |
False |
163,442 |
| 20 |
3.150 |
2.556 |
0.594 |
20.5% |
0.106 |
3.7% |
56% |
False |
False |
131,223 |
| 40 |
3.150 |
2.540 |
0.610 |
21.1% |
0.101 |
3.5% |
58% |
False |
False |
87,743 |
| 60 |
3.150 |
2.540 |
0.610 |
21.1% |
0.095 |
3.3% |
58% |
False |
False |
68,608 |
| 80 |
3.150 |
2.540 |
0.610 |
21.1% |
0.096 |
3.3% |
58% |
False |
False |
56,086 |
| 100 |
3.152 |
2.540 |
0.612 |
21.2% |
0.099 |
3.4% |
57% |
False |
False |
47,597 |
| 120 |
3.541 |
2.540 |
1.001 |
34.6% |
0.102 |
3.5% |
35% |
False |
False |
40,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.334 |
|
2.618 |
3.176 |
|
1.618 |
3.079 |
|
1.000 |
3.019 |
|
0.618 |
2.982 |
|
HIGH |
2.922 |
|
0.618 |
2.885 |
|
0.500 |
2.874 |
|
0.382 |
2.862 |
|
LOW |
2.825 |
|
0.618 |
2.765 |
|
1.000 |
2.728 |
|
1.618 |
2.668 |
|
2.618 |
2.571 |
|
4.250 |
2.413 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.885 |
2.852 |
| PP |
2.879 |
2.812 |
| S1 |
2.874 |
2.773 |
|