NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.738 |
2.726 |
-0.012 |
-0.4% |
2.769 |
| High |
2.792 |
2.779 |
-0.013 |
-0.5% |
2.955 |
| Low |
2.712 |
2.711 |
-0.001 |
0.0% |
2.739 |
| Close |
2.726 |
2.759 |
0.033 |
1.2% |
2.816 |
| Range |
0.080 |
0.068 |
-0.012 |
-15.0% |
0.216 |
| ATR |
0.106 |
0.103 |
-0.003 |
-2.6% |
0.000 |
| Volume |
105,582 |
39,837 |
-65,745 |
-62.3% |
759,137 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.954 |
2.924 |
2.796 |
|
| R3 |
2.886 |
2.856 |
2.778 |
|
| R2 |
2.818 |
2.818 |
2.771 |
|
| R1 |
2.788 |
2.788 |
2.765 |
2.803 |
| PP |
2.750 |
2.750 |
2.750 |
2.757 |
| S1 |
2.720 |
2.720 |
2.753 |
2.735 |
| S2 |
2.682 |
2.682 |
2.747 |
|
| S3 |
2.614 |
2.652 |
2.740 |
|
| S4 |
2.546 |
2.584 |
2.722 |
|
|
| 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 |
2.882 |
2.711 |
0.171 |
6.2% |
0.079 |
2.9% |
28% |
False |
True |
105,983 |
| 10 |
2.955 |
2.711 |
0.244 |
8.8% |
0.095 |
3.4% |
20% |
False |
True |
135,640 |
| 20 |
2.955 |
2.556 |
0.399 |
14.5% |
0.100 |
3.6% |
51% |
False |
False |
149,541 |
| 40 |
3.150 |
2.556 |
0.594 |
21.5% |
0.106 |
3.9% |
34% |
False |
False |
113,190 |
| 60 |
3.150 |
2.540 |
0.610 |
22.1% |
0.095 |
3.5% |
36% |
False |
False |
86,770 |
| 80 |
3.150 |
2.540 |
0.610 |
22.1% |
0.094 |
3.4% |
36% |
False |
False |
70,577 |
| 100 |
3.150 |
2.540 |
0.610 |
22.1% |
0.096 |
3.5% |
36% |
False |
False |
59,956 |
| 120 |
3.264 |
2.540 |
0.724 |
26.2% |
0.103 |
3.7% |
30% |
False |
False |
51,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.068 |
|
2.618 |
2.957 |
|
1.618 |
2.889 |
|
1.000 |
2.847 |
|
0.618 |
2.821 |
|
HIGH |
2.779 |
|
0.618 |
2.753 |
|
0.500 |
2.745 |
|
0.382 |
2.737 |
|
LOW |
2.711 |
|
0.618 |
2.669 |
|
1.000 |
2.643 |
|
1.618 |
2.601 |
|
2.618 |
2.533 |
|
4.250 |
2.422 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.754 |
2.757 |
| PP |
2.750 |
2.754 |
| S1 |
2.745 |
2.752 |
|