NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.932 |
2.889 |
-0.043 |
-1.5% |
2.651 |
| High |
2.977 |
2.906 |
-0.071 |
-2.4% |
2.954 |
| Low |
2.866 |
2.798 |
-0.068 |
-2.4% |
2.651 |
| Close |
2.883 |
2.799 |
-0.084 |
-2.9% |
2.776 |
| Range |
0.111 |
0.108 |
-0.003 |
-2.7% |
0.303 |
| ATR |
0.107 |
0.107 |
0.000 |
0.1% |
0.000 |
| Volume |
79,977 |
79,768 |
-209 |
-0.3% |
392,941 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.158 |
3.087 |
2.858 |
|
| R3 |
3.050 |
2.979 |
2.829 |
|
| R2 |
2.942 |
2.942 |
2.819 |
|
| R1 |
2.871 |
2.871 |
2.809 |
2.853 |
| PP |
2.834 |
2.834 |
2.834 |
2.825 |
| S1 |
2.763 |
2.763 |
2.789 |
2.745 |
| S2 |
2.726 |
2.726 |
2.779 |
|
| S3 |
2.618 |
2.655 |
2.769 |
|
| S4 |
2.510 |
2.547 |
2.740 |
|
|
| 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 |
2.977 |
2.770 |
0.207 |
7.4% |
0.109 |
3.9% |
14% |
False |
False |
84,067 |
| 10 |
2.977 |
2.610 |
0.367 |
13.1% |
0.106 |
3.8% |
51% |
False |
False |
77,523 |
| 20 |
3.095 |
2.588 |
0.507 |
18.1% |
0.104 |
3.7% |
42% |
False |
False |
53,828 |
| 40 |
3.167 |
2.569 |
0.598 |
21.4% |
0.101 |
3.6% |
38% |
False |
False |
37,707 |
| 60 |
3.167 |
2.569 |
0.598 |
21.4% |
0.091 |
3.2% |
38% |
False |
False |
29,623 |
| 80 |
3.167 |
2.569 |
0.598 |
21.4% |
0.091 |
3.2% |
38% |
False |
False |
24,750 |
| 100 |
3.167 |
2.569 |
0.598 |
21.4% |
0.093 |
3.3% |
38% |
False |
False |
21,143 |
| 120 |
3.268 |
2.569 |
0.699 |
25.0% |
0.097 |
3.5% |
33% |
False |
False |
18,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.365 |
|
2.618 |
3.189 |
|
1.618 |
3.081 |
|
1.000 |
3.014 |
|
0.618 |
2.973 |
|
HIGH |
2.906 |
|
0.618 |
2.865 |
|
0.500 |
2.852 |
|
0.382 |
2.839 |
|
LOW |
2.798 |
|
0.618 |
2.731 |
|
1.000 |
2.690 |
|
1.618 |
2.623 |
|
2.618 |
2.515 |
|
4.250 |
2.339 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.852 |
2.888 |
| PP |
2.834 |
2.858 |
| S1 |
2.817 |
2.829 |
|