NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.769 |
2.907 |
0.138 |
5.0% |
2.640 |
| High |
2.919 |
2.929 |
0.010 |
0.3% |
2.922 |
| Low |
2.764 |
2.831 |
0.067 |
2.4% |
2.624 |
| Close |
2.889 |
2.894 |
0.005 |
0.2% |
2.750 |
| Range |
0.155 |
0.098 |
-0.057 |
-36.8% |
0.298 |
| ATR |
0.110 |
0.109 |
-0.001 |
-0.8% |
0.000 |
| Volume |
169,330 |
157,271 |
-12,059 |
-7.1% |
976,550 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.179 |
3.134 |
2.948 |
|
| R3 |
3.081 |
3.036 |
2.921 |
|
| R2 |
2.983 |
2.983 |
2.912 |
|
| R1 |
2.938 |
2.938 |
2.903 |
2.912 |
| PP |
2.885 |
2.885 |
2.885 |
2.871 |
| S1 |
2.840 |
2.840 |
2.885 |
2.814 |
| S2 |
2.787 |
2.787 |
2.876 |
|
| S3 |
2.689 |
2.742 |
2.867 |
|
| S4 |
2.591 |
2.644 |
2.840 |
|
|
| 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 |
2.929 |
2.744 |
0.185 |
6.4% |
0.107 |
3.7% |
81% |
True |
False |
177,260 |
| 10 |
2.929 |
2.556 |
0.373 |
12.9% |
0.106 |
3.7% |
91% |
True |
False |
172,906 |
| 20 |
3.150 |
2.556 |
0.594 |
20.5% |
0.109 |
3.8% |
57% |
False |
False |
146,735 |
| 40 |
3.150 |
2.540 |
0.610 |
21.1% |
0.102 |
3.5% |
58% |
False |
False |
100,249 |
| 60 |
3.150 |
2.540 |
0.610 |
21.1% |
0.094 |
3.2% |
58% |
False |
False |
77,774 |
| 80 |
3.150 |
2.540 |
0.610 |
21.1% |
0.095 |
3.3% |
58% |
False |
False |
63,328 |
| 100 |
3.150 |
2.540 |
0.610 |
21.1% |
0.097 |
3.4% |
58% |
False |
False |
53,647 |
| 120 |
3.264 |
2.540 |
0.724 |
25.0% |
0.103 |
3.6% |
49% |
False |
False |
46,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.346 |
|
2.618 |
3.186 |
|
1.618 |
3.088 |
|
1.000 |
3.027 |
|
0.618 |
2.990 |
|
HIGH |
2.929 |
|
0.618 |
2.892 |
|
0.500 |
2.880 |
|
0.382 |
2.868 |
|
LOW |
2.831 |
|
0.618 |
2.770 |
|
1.000 |
2.733 |
|
1.618 |
2.672 |
|
2.618 |
2.574 |
|
4.250 |
2.415 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.889 |
2.875 |
| PP |
2.885 |
2.856 |
| S1 |
2.880 |
2.837 |
|