NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.889 |
2.801 |
-0.088 |
-3.0% |
2.794 |
| High |
2.906 |
2.859 |
-0.047 |
-1.6% |
2.977 |
| Low |
2.798 |
2.761 |
-0.037 |
-1.3% |
2.761 |
| Close |
2.799 |
2.840 |
0.041 |
1.5% |
2.840 |
| Range |
0.108 |
0.098 |
-0.010 |
-9.3% |
0.216 |
| ATR |
0.107 |
0.106 |
-0.001 |
-0.6% |
0.000 |
| Volume |
79,768 |
83,624 |
3,856 |
4.8% |
416,871 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.114 |
3.075 |
2.894 |
|
| R3 |
3.016 |
2.977 |
2.867 |
|
| R2 |
2.918 |
2.918 |
2.858 |
|
| R1 |
2.879 |
2.879 |
2.849 |
2.899 |
| PP |
2.820 |
2.820 |
2.820 |
2.830 |
| S1 |
2.781 |
2.781 |
2.831 |
2.801 |
| S2 |
2.722 |
2.722 |
2.822 |
|
| S3 |
2.624 |
2.683 |
2.813 |
|
| S4 |
2.526 |
2.585 |
2.786 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.507 |
3.390 |
2.959 |
|
| R3 |
3.291 |
3.174 |
2.899 |
|
| R2 |
3.075 |
3.075 |
2.880 |
|
| R1 |
2.958 |
2.958 |
2.860 |
3.017 |
| PP |
2.859 |
2.859 |
2.859 |
2.889 |
| S1 |
2.742 |
2.742 |
2.820 |
2.801 |
| S2 |
2.643 |
2.643 |
2.800 |
|
| S3 |
2.427 |
2.526 |
2.781 |
|
| S4 |
2.211 |
2.310 |
2.721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.977 |
2.761 |
0.216 |
7.6% |
0.113 |
4.0% |
37% |
False |
True |
83,374 |
| 10 |
2.977 |
2.651 |
0.326 |
11.5% |
0.109 |
3.8% |
58% |
False |
False |
80,981 |
| 20 |
3.033 |
2.588 |
0.445 |
15.7% |
0.104 |
3.7% |
57% |
False |
False |
57,030 |
| 40 |
3.167 |
2.569 |
0.598 |
21.1% |
0.101 |
3.6% |
45% |
False |
False |
39,602 |
| 60 |
3.167 |
2.569 |
0.598 |
21.1% |
0.091 |
3.2% |
45% |
False |
False |
30,798 |
| 80 |
3.167 |
2.569 |
0.598 |
21.1% |
0.091 |
3.2% |
45% |
False |
False |
25,674 |
| 100 |
3.167 |
2.569 |
0.598 |
21.1% |
0.093 |
3.3% |
45% |
False |
False |
21,934 |
| 120 |
3.268 |
2.569 |
0.699 |
24.6% |
0.098 |
3.4% |
39% |
False |
False |
19,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.276 |
|
2.618 |
3.116 |
|
1.618 |
3.018 |
|
1.000 |
2.957 |
|
0.618 |
2.920 |
|
HIGH |
2.859 |
|
0.618 |
2.822 |
|
0.500 |
2.810 |
|
0.382 |
2.798 |
|
LOW |
2.761 |
|
0.618 |
2.700 |
|
1.000 |
2.663 |
|
1.618 |
2.602 |
|
2.618 |
2.504 |
|
4.250 |
2.345 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.830 |
2.869 |
| PP |
2.820 |
2.859 |
| S1 |
2.810 |
2.850 |
|