NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.749 |
2.738 |
-0.011 |
-0.4% |
2.769 |
| High |
2.753 |
2.792 |
0.039 |
1.4% |
2.955 |
| Low |
2.715 |
2.712 |
-0.003 |
-0.1% |
2.739 |
| Close |
2.733 |
2.726 |
-0.007 |
-0.3% |
2.816 |
| Range |
0.038 |
0.080 |
0.042 |
110.5% |
0.216 |
| ATR |
0.108 |
0.106 |
-0.002 |
-1.9% |
0.000 |
| Volume |
117,991 |
105,582 |
-12,409 |
-10.5% |
759,137 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.935 |
2.770 |
|
| R3 |
2.903 |
2.855 |
2.748 |
|
| R2 |
2.823 |
2.823 |
2.741 |
|
| R1 |
2.775 |
2.775 |
2.733 |
2.759 |
| PP |
2.743 |
2.743 |
2.743 |
2.736 |
| S1 |
2.695 |
2.695 |
2.719 |
2.679 |
| S2 |
2.663 |
2.663 |
2.711 |
|
| S3 |
2.583 |
2.615 |
2.704 |
|
| S4 |
2.503 |
2.535 |
2.682 |
|
|
| 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 |
2.712 |
0.243 |
8.9% |
0.088 |
3.2% |
6% |
False |
True |
131,221 |
| 10 |
2.955 |
2.712 |
0.243 |
8.9% |
0.098 |
3.6% |
6% |
False |
True |
154,241 |
| 20 |
2.955 |
2.556 |
0.399 |
14.6% |
0.101 |
3.7% |
43% |
False |
False |
153,463 |
| 40 |
3.150 |
2.543 |
0.607 |
22.3% |
0.106 |
3.9% |
30% |
False |
False |
113,128 |
| 60 |
3.150 |
2.540 |
0.610 |
22.4% |
0.095 |
3.5% |
30% |
False |
False |
86,420 |
| 80 |
3.150 |
2.540 |
0.610 |
22.4% |
0.094 |
3.4% |
30% |
False |
False |
70,243 |
| 100 |
3.150 |
2.540 |
0.610 |
22.4% |
0.096 |
3.5% |
30% |
False |
False |
59,720 |
| 120 |
3.264 |
2.540 |
0.724 |
26.6% |
0.103 |
3.8% |
26% |
False |
False |
51,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.132 |
|
2.618 |
3.001 |
|
1.618 |
2.921 |
|
1.000 |
2.872 |
|
0.618 |
2.841 |
|
HIGH |
2.792 |
|
0.618 |
2.761 |
|
0.500 |
2.752 |
|
0.382 |
2.743 |
|
LOW |
2.712 |
|
0.618 |
2.663 |
|
1.000 |
2.632 |
|
1.618 |
2.583 |
|
2.618 |
2.503 |
|
4.250 |
2.372 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.752 |
2.775 |
| PP |
2.743 |
2.758 |
| S1 |
2.735 |
2.742 |
|