NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.801 |
2.770 |
-0.031 |
-1.1% |
2.794 |
| High |
2.859 |
2.777 |
-0.082 |
-2.9% |
2.977 |
| Low |
2.761 |
2.737 |
-0.024 |
-0.9% |
2.761 |
| Close |
2.840 |
2.762 |
-0.078 |
-2.7% |
2.840 |
| Range |
0.098 |
0.040 |
-0.058 |
-59.2% |
0.216 |
| ATR |
0.106 |
0.106 |
0.000 |
-0.2% |
0.000 |
| Volume |
83,624 |
86,112 |
2,488 |
3.0% |
416,871 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.879 |
2.860 |
2.784 |
|
| R3 |
2.839 |
2.820 |
2.773 |
|
| R2 |
2.799 |
2.799 |
2.769 |
|
| R1 |
2.780 |
2.780 |
2.766 |
2.770 |
| PP |
2.759 |
2.759 |
2.759 |
2.753 |
| S1 |
2.740 |
2.740 |
2.758 |
2.730 |
| S2 |
2.719 |
2.719 |
2.755 |
|
| S3 |
2.679 |
2.700 |
2.751 |
|
| S4 |
2.639 |
2.660 |
2.740 |
|
|
| 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 |
2.737 |
0.240 |
8.7% |
0.091 |
3.3% |
10% |
False |
True |
81,269 |
| 10 |
2.977 |
2.730 |
0.247 |
8.9% |
0.104 |
3.8% |
13% |
False |
False |
83,203 |
| 20 |
2.977 |
2.588 |
0.389 |
14.1% |
0.101 |
3.6% |
45% |
False |
False |
59,789 |
| 40 |
3.167 |
2.569 |
0.598 |
21.7% |
0.102 |
3.7% |
32% |
False |
False |
41,270 |
| 60 |
3.167 |
2.569 |
0.598 |
21.7% |
0.091 |
3.3% |
32% |
False |
False |
32,001 |
| 80 |
3.167 |
2.569 |
0.598 |
21.7% |
0.089 |
3.2% |
32% |
False |
False |
26,597 |
| 100 |
3.167 |
2.569 |
0.598 |
21.7% |
0.093 |
3.4% |
32% |
False |
False |
22,748 |
| 120 |
3.268 |
2.569 |
0.699 |
25.3% |
0.097 |
3.5% |
28% |
False |
False |
20,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.947 |
|
2.618 |
2.882 |
|
1.618 |
2.842 |
|
1.000 |
2.817 |
|
0.618 |
2.802 |
|
HIGH |
2.777 |
|
0.618 |
2.762 |
|
0.500 |
2.757 |
|
0.382 |
2.752 |
|
LOW |
2.737 |
|
0.618 |
2.712 |
|
1.000 |
2.697 |
|
1.618 |
2.672 |
|
2.618 |
2.632 |
|
4.250 |
2.567 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.760 |
2.822 |
| PP |
2.759 |
2.802 |
| S1 |
2.757 |
2.782 |
|