NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.833 |
2.906 |
0.073 |
2.6% |
2.615 |
| High |
2.922 |
2.919 |
-0.003 |
-0.1% |
2.724 |
| Low |
2.825 |
2.814 |
-0.011 |
-0.4% |
2.556 |
| Close |
2.891 |
2.825 |
-0.066 |
-2.3% |
2.590 |
| Range |
0.097 |
0.105 |
0.008 |
8.2% |
0.168 |
| ATR |
0.107 |
0.107 |
0.000 |
-0.1% |
0.000 |
| Volume |
225,845 |
188,958 |
-36,887 |
-16.3% |
697,217 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.168 |
3.101 |
2.883 |
|
| R3 |
3.063 |
2.996 |
2.854 |
|
| R2 |
2.958 |
2.958 |
2.844 |
|
| R1 |
2.891 |
2.891 |
2.835 |
2.872 |
| PP |
2.853 |
2.853 |
2.853 |
2.843 |
| S1 |
2.786 |
2.786 |
2.815 |
2.767 |
| S2 |
2.748 |
2.748 |
2.806 |
|
| S3 |
2.643 |
2.681 |
2.796 |
|
| S4 |
2.538 |
2.576 |
2.767 |
|
|
| 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 |
2.581 |
0.341 |
12.1% |
0.102 |
3.6% |
72% |
False |
False |
192,641 |
| 10 |
2.922 |
2.556 |
0.366 |
13.0% |
0.101 |
3.6% |
73% |
False |
False |
165,559 |
| 20 |
3.150 |
2.556 |
0.594 |
21.0% |
0.106 |
3.7% |
45% |
False |
False |
136,262 |
| 40 |
3.150 |
2.540 |
0.610 |
21.6% |
0.101 |
3.6% |
47% |
False |
False |
91,043 |
| 60 |
3.150 |
2.540 |
0.610 |
21.6% |
0.095 |
3.4% |
47% |
False |
False |
71,473 |
| 80 |
3.150 |
2.540 |
0.610 |
21.6% |
0.095 |
3.4% |
47% |
False |
False |
58,250 |
| 100 |
3.150 |
2.540 |
0.610 |
21.6% |
0.098 |
3.5% |
47% |
False |
False |
49,286 |
| 120 |
3.541 |
2.540 |
1.001 |
35.4% |
0.103 |
3.6% |
28% |
False |
False |
42,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.365 |
|
2.618 |
3.194 |
|
1.618 |
3.089 |
|
1.000 |
3.024 |
|
0.618 |
2.984 |
|
HIGH |
2.919 |
|
0.618 |
2.879 |
|
0.500 |
2.867 |
|
0.382 |
2.854 |
|
LOW |
2.814 |
|
0.618 |
2.749 |
|
1.000 |
2.709 |
|
1.618 |
2.644 |
|
2.618 |
2.539 |
|
4.250 |
2.368 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.867 |
2.820 |
| PP |
2.853 |
2.814 |
| S1 |
2.839 |
2.809 |
|