NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.890 |
2.941 |
0.051 |
1.8% |
2.634 |
| High |
2.954 |
2.948 |
-0.006 |
-0.2% |
2.752 |
| Low |
2.854 |
2.844 |
-0.010 |
-0.4% |
2.588 |
| Close |
2.921 |
2.855 |
-0.066 |
-2.3% |
2.621 |
| Range |
0.100 |
0.104 |
0.004 |
4.0% |
0.164 |
| ATR |
0.104 |
0.104 |
0.000 |
0.0% |
0.000 |
| Volume |
98,547 |
72,544 |
-26,003 |
-26.4% |
190,466 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.194 |
3.129 |
2.912 |
|
| R3 |
3.090 |
3.025 |
2.884 |
|
| R2 |
2.986 |
2.986 |
2.874 |
|
| R1 |
2.921 |
2.921 |
2.865 |
2.902 |
| PP |
2.882 |
2.882 |
2.882 |
2.873 |
| S1 |
2.817 |
2.817 |
2.845 |
2.798 |
| S2 |
2.778 |
2.778 |
2.836 |
|
| S3 |
2.674 |
2.713 |
2.826 |
|
| S4 |
2.570 |
2.609 |
2.798 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.146 |
3.047 |
2.711 |
|
| R3 |
2.982 |
2.883 |
2.666 |
|
| R2 |
2.818 |
2.818 |
2.651 |
|
| R1 |
2.719 |
2.719 |
2.636 |
2.687 |
| PP |
2.654 |
2.654 |
2.654 |
2.637 |
| S1 |
2.555 |
2.555 |
2.606 |
2.523 |
| S2 |
2.490 |
2.490 |
2.591 |
|
| S3 |
2.326 |
2.391 |
2.576 |
|
| S4 |
2.162 |
2.227 |
2.531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.954 |
2.610 |
0.344 |
12.0% |
0.102 |
3.6% |
71% |
False |
False |
70,980 |
| 10 |
2.954 |
2.588 |
0.366 |
12.8% |
0.101 |
3.5% |
73% |
False |
False |
53,457 |
| 20 |
3.167 |
2.588 |
0.579 |
20.3% |
0.104 |
3.6% |
46% |
False |
False |
39,563 |
| 40 |
3.167 |
2.569 |
0.598 |
20.9% |
0.096 |
3.4% |
48% |
False |
False |
29,032 |
| 60 |
3.167 |
2.569 |
0.598 |
20.9% |
0.090 |
3.2% |
48% |
False |
False |
23,838 |
| 80 |
3.167 |
2.569 |
0.598 |
20.9% |
0.090 |
3.2% |
48% |
False |
False |
20,092 |
| 100 |
3.167 |
2.569 |
0.598 |
20.9% |
0.093 |
3.2% |
48% |
False |
False |
17,272 |
| 120 |
3.530 |
2.569 |
0.961 |
33.7% |
0.097 |
3.4% |
30% |
False |
False |
15,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.390 |
|
2.618 |
3.220 |
|
1.618 |
3.116 |
|
1.000 |
3.052 |
|
0.618 |
3.012 |
|
HIGH |
2.948 |
|
0.618 |
2.908 |
|
0.500 |
2.896 |
|
0.382 |
2.884 |
|
LOW |
2.844 |
|
0.618 |
2.780 |
|
1.000 |
2.740 |
|
1.618 |
2.676 |
|
2.618 |
2.572 |
|
4.250 |
2.402 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.896 |
2.851 |
| PP |
2.882 |
2.846 |
| S1 |
2.869 |
2.842 |
|