NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.848 |
2.794 |
-0.054 |
-1.9% |
2.651 |
| High |
2.850 |
2.939 |
0.089 |
3.1% |
2.954 |
| Low |
2.770 |
2.788 |
0.018 |
0.6% |
2.651 |
| Close |
2.776 |
2.912 |
0.136 |
4.9% |
2.776 |
| Range |
0.080 |
0.151 |
0.071 |
88.8% |
0.303 |
| ATR |
0.103 |
0.107 |
0.004 |
4.2% |
0.000 |
| Volume |
87,088 |
96,634 |
9,546 |
11.0% |
392,941 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.273 |
2.995 |
|
| R3 |
3.182 |
3.122 |
2.954 |
|
| R2 |
3.031 |
3.031 |
2.940 |
|
| R1 |
2.971 |
2.971 |
2.926 |
3.001 |
| PP |
2.880 |
2.880 |
2.880 |
2.895 |
| S1 |
2.820 |
2.820 |
2.898 |
2.850 |
| S2 |
2.729 |
2.729 |
2.884 |
|
| S3 |
2.578 |
2.669 |
2.870 |
|
| S4 |
2.427 |
2.518 |
2.829 |
|
|
| 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 |
2.730 |
0.224 |
7.7% |
0.117 |
4.0% |
81% |
False |
False |
85,136 |
| 10 |
2.954 |
2.588 |
0.366 |
12.6% |
0.108 |
3.7% |
89% |
False |
False |
65,535 |
| 20 |
3.167 |
2.588 |
0.579 |
19.9% |
0.106 |
3.6% |
56% |
False |
False |
45,116 |
| 40 |
3.167 |
2.569 |
0.598 |
20.5% |
0.097 |
3.3% |
57% |
False |
False |
32,742 |
| 60 |
3.167 |
2.569 |
0.598 |
20.5% |
0.090 |
3.1% |
57% |
False |
False |
26,441 |
| 80 |
3.167 |
2.569 |
0.598 |
20.5% |
0.091 |
3.1% |
57% |
False |
False |
22,203 |
| 100 |
3.167 |
2.569 |
0.598 |
20.5% |
0.093 |
3.2% |
57% |
False |
False |
18,953 |
| 120 |
3.287 |
2.569 |
0.718 |
24.7% |
0.097 |
3.3% |
48% |
False |
False |
16,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.581 |
|
2.618 |
3.334 |
|
1.618 |
3.183 |
|
1.000 |
3.090 |
|
0.618 |
3.032 |
|
HIGH |
2.939 |
|
0.618 |
2.881 |
|
0.500 |
2.864 |
|
0.382 |
2.846 |
|
LOW |
2.788 |
|
0.618 |
2.695 |
|
1.000 |
2.637 |
|
1.618 |
2.544 |
|
2.618 |
2.393 |
|
4.250 |
2.146 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.896 |
2.894 |
| PP |
2.880 |
2.877 |
| S1 |
2.864 |
2.859 |
|