NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.941 |
2.848 |
-0.093 |
-3.2% |
2.651 |
| High |
2.948 |
2.850 |
-0.098 |
-3.3% |
2.954 |
| Low |
2.844 |
2.770 |
-0.074 |
-2.6% |
2.651 |
| Close |
2.855 |
2.776 |
-0.079 |
-2.8% |
2.776 |
| Range |
0.104 |
0.080 |
-0.024 |
-23.1% |
0.303 |
| ATR |
0.104 |
0.103 |
-0.001 |
-1.3% |
0.000 |
| Volume |
72,544 |
87,088 |
14,544 |
20.0% |
392,941 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.039 |
2.987 |
2.820 |
|
| R3 |
2.959 |
2.907 |
2.798 |
|
| R2 |
2.879 |
2.879 |
2.791 |
|
| R1 |
2.827 |
2.827 |
2.783 |
2.813 |
| PP |
2.799 |
2.799 |
2.799 |
2.792 |
| S1 |
2.747 |
2.747 |
2.769 |
2.733 |
| S2 |
2.719 |
2.719 |
2.761 |
|
| S3 |
2.639 |
2.667 |
2.754 |
|
| S4 |
2.559 |
2.587 |
2.732 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.703 |
3.542 |
2.943 |
|
| R3 |
3.400 |
3.239 |
2.859 |
|
| R2 |
3.097 |
3.097 |
2.832 |
|
| R1 |
2.936 |
2.936 |
2.804 |
3.017 |
| PP |
2.794 |
2.794 |
2.794 |
2.834 |
| S1 |
2.633 |
2.633 |
2.748 |
2.714 |
| S2 |
2.491 |
2.491 |
2.720 |
|
| S3 |
2.188 |
2.330 |
2.693 |
|
| S4 |
1.885 |
2.027 |
2.609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.954 |
2.651 |
0.303 |
10.9% |
0.106 |
3.8% |
41% |
False |
False |
78,588 |
| 10 |
2.954 |
2.588 |
0.366 |
13.2% |
0.100 |
3.6% |
51% |
False |
False |
58,340 |
| 20 |
3.167 |
2.588 |
0.579 |
20.9% |
0.101 |
3.6% |
32% |
False |
False |
42,413 |
| 40 |
3.167 |
2.569 |
0.598 |
21.5% |
0.095 |
3.4% |
35% |
False |
False |
30,797 |
| 60 |
3.167 |
2.569 |
0.598 |
21.5% |
0.090 |
3.2% |
35% |
False |
False |
25,069 |
| 80 |
3.167 |
2.569 |
0.598 |
21.5% |
0.090 |
3.2% |
35% |
False |
False |
21,083 |
| 100 |
3.167 |
2.569 |
0.598 |
21.5% |
0.092 |
3.3% |
35% |
False |
False |
18,071 |
| 120 |
3.471 |
2.569 |
0.902 |
32.5% |
0.097 |
3.5% |
23% |
False |
False |
16,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.190 |
|
2.618 |
3.059 |
|
1.618 |
2.979 |
|
1.000 |
2.930 |
|
0.618 |
2.899 |
|
HIGH |
2.850 |
|
0.618 |
2.819 |
|
0.500 |
2.810 |
|
0.382 |
2.801 |
|
LOW |
2.770 |
|
0.618 |
2.721 |
|
1.000 |
2.690 |
|
1.618 |
2.641 |
|
2.618 |
2.561 |
|
4.250 |
2.430 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.810 |
2.862 |
| PP |
2.799 |
2.833 |
| S1 |
2.787 |
2.805 |
|