NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.906 |
2.818 |
-0.088 |
-3.0% |
2.640 |
| High |
2.919 |
2.826 |
-0.093 |
-3.2% |
2.922 |
| Low |
2.814 |
2.744 |
-0.070 |
-2.5% |
2.624 |
| Close |
2.825 |
2.750 |
-0.075 |
-2.7% |
2.750 |
| Range |
0.105 |
0.082 |
-0.023 |
-21.9% |
0.298 |
| ATR |
0.107 |
0.105 |
-0.002 |
-1.7% |
0.000 |
| Volume |
188,958 |
144,900 |
-44,058 |
-23.3% |
976,550 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.019 |
2.967 |
2.795 |
|
| R3 |
2.937 |
2.885 |
2.773 |
|
| R2 |
2.855 |
2.855 |
2.765 |
|
| R1 |
2.803 |
2.803 |
2.758 |
2.788 |
| PP |
2.773 |
2.773 |
2.773 |
2.766 |
| S1 |
2.721 |
2.721 |
2.742 |
2.706 |
| S2 |
2.691 |
2.691 |
2.735 |
|
| S3 |
2.609 |
2.639 |
2.727 |
|
| S4 |
2.527 |
2.557 |
2.705 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.659 |
3.503 |
2.914 |
|
| R3 |
3.361 |
3.205 |
2.832 |
|
| R2 |
3.063 |
3.063 |
2.805 |
|
| R1 |
2.907 |
2.907 |
2.777 |
2.985 |
| PP |
2.765 |
2.765 |
2.765 |
2.805 |
| S1 |
2.609 |
2.609 |
2.723 |
2.687 |
| S2 |
2.467 |
2.467 |
2.695 |
|
| S3 |
2.169 |
2.311 |
2.668 |
|
| S4 |
1.871 |
2.013 |
2.586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.922 |
2.624 |
0.298 |
10.8% |
0.105 |
3.8% |
42% |
False |
False |
195,310 |
| 10 |
2.922 |
2.556 |
0.366 |
13.3% |
0.100 |
3.6% |
53% |
False |
False |
167,376 |
| 20 |
3.150 |
2.556 |
0.594 |
21.6% |
0.103 |
3.8% |
33% |
False |
False |
136,863 |
| 40 |
3.150 |
2.540 |
0.610 |
22.2% |
0.099 |
3.6% |
34% |
False |
False |
93,771 |
| 60 |
3.150 |
2.540 |
0.610 |
22.2% |
0.094 |
3.4% |
34% |
False |
False |
73,473 |
| 80 |
3.150 |
2.540 |
0.610 |
22.2% |
0.095 |
3.5% |
34% |
False |
False |
59,807 |
| 100 |
3.150 |
2.540 |
0.610 |
22.2% |
0.098 |
3.6% |
34% |
False |
False |
50,627 |
| 120 |
3.464 |
2.540 |
0.924 |
33.6% |
0.103 |
3.7% |
23% |
False |
False |
43,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.175 |
|
2.618 |
3.041 |
|
1.618 |
2.959 |
|
1.000 |
2.908 |
|
0.618 |
2.877 |
|
HIGH |
2.826 |
|
0.618 |
2.795 |
|
0.500 |
2.785 |
|
0.382 |
2.775 |
|
LOW |
2.744 |
|
0.618 |
2.693 |
|
1.000 |
2.662 |
|
1.618 |
2.611 |
|
2.618 |
2.529 |
|
4.250 |
2.396 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.785 |
2.833 |
| PP |
2.773 |
2.805 |
| S1 |
2.762 |
2.778 |
|