NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.794 |
2.940 |
0.146 |
5.2% |
2.651 |
| High |
2.939 |
2.948 |
0.009 |
0.3% |
2.954 |
| Low |
2.788 |
2.851 |
0.063 |
2.3% |
2.651 |
| Close |
2.912 |
2.918 |
0.006 |
0.2% |
2.776 |
| Range |
0.151 |
0.097 |
-0.054 |
-35.8% |
0.303 |
| ATR |
0.107 |
0.106 |
-0.001 |
-0.7% |
0.000 |
| Volume |
96,634 |
76,868 |
-19,766 |
-20.5% |
392,941 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.197 |
3.154 |
2.971 |
|
| R3 |
3.100 |
3.057 |
2.945 |
|
| R2 |
3.003 |
3.003 |
2.936 |
|
| R1 |
2.960 |
2.960 |
2.927 |
2.933 |
| PP |
2.906 |
2.906 |
2.906 |
2.892 |
| S1 |
2.863 |
2.863 |
2.909 |
2.836 |
| S2 |
2.809 |
2.809 |
2.900 |
|
| S3 |
2.712 |
2.766 |
2.891 |
|
| S4 |
2.615 |
2.669 |
2.865 |
|
|
| 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 |
2.770 |
0.184 |
6.3% |
0.106 |
3.6% |
80% |
False |
False |
86,336 |
| 10 |
2.954 |
2.588 |
0.366 |
12.5% |
0.105 |
3.6% |
90% |
False |
False |
69,156 |
| 20 |
3.167 |
2.588 |
0.579 |
19.8% |
0.107 |
3.7% |
57% |
False |
False |
47,994 |
| 40 |
3.167 |
2.569 |
0.598 |
20.5% |
0.098 |
3.4% |
58% |
False |
False |
34,429 |
| 60 |
3.167 |
2.569 |
0.598 |
20.5% |
0.089 |
3.1% |
58% |
False |
False |
27,447 |
| 80 |
3.167 |
2.569 |
0.598 |
20.5% |
0.091 |
3.1% |
58% |
False |
False |
23,036 |
| 100 |
3.167 |
2.569 |
0.598 |
20.5% |
0.092 |
3.1% |
58% |
False |
False |
19,655 |
| 120 |
3.268 |
2.569 |
0.699 |
24.0% |
0.097 |
3.3% |
50% |
False |
False |
17,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.360 |
|
2.618 |
3.202 |
|
1.618 |
3.105 |
|
1.000 |
3.045 |
|
0.618 |
3.008 |
|
HIGH |
2.948 |
|
0.618 |
2.911 |
|
0.500 |
2.900 |
|
0.382 |
2.888 |
|
LOW |
2.851 |
|
0.618 |
2.791 |
|
1.000 |
2.754 |
|
1.618 |
2.694 |
|
2.618 |
2.597 |
|
4.250 |
2.439 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.912 |
2.898 |
| PP |
2.906 |
2.879 |
| S1 |
2.900 |
2.859 |
|