NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.850 |
2.784 |
-0.066 |
-2.3% |
2.769 |
| High |
2.882 |
2.837 |
-0.045 |
-1.6% |
2.955 |
| Low |
2.772 |
2.739 |
-0.033 |
-1.2% |
2.739 |
| Close |
2.777 |
2.816 |
0.039 |
1.4% |
2.816 |
| Range |
0.110 |
0.098 |
-0.012 |
-10.9% |
0.216 |
| ATR |
0.109 |
0.109 |
-0.001 |
-0.7% |
0.000 |
| Volume |
149,242 |
117,265 |
-31,977 |
-21.4% |
759,137 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.091 |
3.052 |
2.870 |
|
| R3 |
2.993 |
2.954 |
2.843 |
|
| R2 |
2.895 |
2.895 |
2.834 |
|
| R1 |
2.856 |
2.856 |
2.825 |
2.876 |
| PP |
2.797 |
2.797 |
2.797 |
2.807 |
| S1 |
2.758 |
2.758 |
2.807 |
2.778 |
| S2 |
2.699 |
2.699 |
2.798 |
|
| S3 |
2.601 |
2.660 |
2.789 |
|
| S4 |
2.503 |
2.562 |
2.762 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.485 |
3.366 |
2.935 |
|
| R3 |
3.269 |
3.150 |
2.875 |
|
| R2 |
3.053 |
3.053 |
2.856 |
|
| R1 |
2.934 |
2.934 |
2.836 |
2.994 |
| PP |
2.837 |
2.837 |
2.837 |
2.866 |
| S1 |
2.718 |
2.718 |
2.796 |
2.778 |
| S2 |
2.621 |
2.621 |
2.776 |
|
| S3 |
2.405 |
2.502 |
2.757 |
|
| S4 |
2.189 |
2.286 |
2.697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.955 |
2.739 |
0.216 |
7.7% |
0.115 |
4.1% |
36% |
False |
True |
151,827 |
| 10 |
2.955 |
2.624 |
0.331 |
11.8% |
0.110 |
3.9% |
58% |
False |
False |
173,568 |
| 20 |
3.018 |
2.556 |
0.462 |
16.4% |
0.105 |
3.7% |
56% |
False |
False |
152,764 |
| 40 |
3.150 |
2.540 |
0.610 |
21.7% |
0.105 |
3.7% |
45% |
False |
False |
108,866 |
| 60 |
3.150 |
2.540 |
0.610 |
21.7% |
0.096 |
3.4% |
45% |
False |
False |
83,492 |
| 80 |
3.150 |
2.540 |
0.610 |
21.7% |
0.095 |
3.4% |
45% |
False |
False |
67,877 |
| 100 |
3.150 |
2.540 |
0.610 |
21.7% |
0.098 |
3.5% |
45% |
False |
False |
57,668 |
| 120 |
3.264 |
2.540 |
0.724 |
25.7% |
0.104 |
3.7% |
38% |
False |
False |
49,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.254 |
|
2.618 |
3.094 |
|
1.618 |
2.996 |
|
1.000 |
2.935 |
|
0.618 |
2.898 |
|
HIGH |
2.837 |
|
0.618 |
2.800 |
|
0.500 |
2.788 |
|
0.382 |
2.776 |
|
LOW |
2.739 |
|
0.618 |
2.678 |
|
1.000 |
2.641 |
|
1.618 |
2.580 |
|
2.618 |
2.482 |
|
4.250 |
2.323 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.807 |
2.847 |
| PP |
2.797 |
2.837 |
| S1 |
2.788 |
2.826 |
|