NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.770 |
2.772 |
0.002 |
0.1% |
2.794 |
| High |
2.777 |
2.825 |
0.048 |
1.7% |
2.977 |
| Low |
2.737 |
2.734 |
-0.003 |
-0.1% |
2.761 |
| Close |
2.762 |
2.746 |
-0.016 |
-0.6% |
2.840 |
| Range |
0.040 |
0.091 |
0.051 |
127.5% |
0.216 |
| ATR |
0.106 |
0.105 |
-0.001 |
-1.0% |
0.000 |
| Volume |
86,112 |
101,423 |
15,311 |
17.8% |
416,871 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.041 |
2.985 |
2.796 |
|
| R3 |
2.950 |
2.894 |
2.771 |
|
| R2 |
2.859 |
2.859 |
2.763 |
|
| R1 |
2.803 |
2.803 |
2.754 |
2.786 |
| PP |
2.768 |
2.768 |
2.768 |
2.760 |
| S1 |
2.712 |
2.712 |
2.738 |
2.695 |
| S2 |
2.677 |
2.677 |
2.729 |
|
| S3 |
2.586 |
2.621 |
2.721 |
|
| S4 |
2.495 |
2.530 |
2.696 |
|
|
| 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 |
2.734 |
0.243 |
8.8% |
0.090 |
3.3% |
5% |
False |
True |
86,180 |
| 10 |
2.977 |
2.734 |
0.243 |
8.8% |
0.098 |
3.6% |
5% |
False |
True |
86,258 |
| 20 |
2.977 |
2.588 |
0.389 |
14.2% |
0.100 |
3.7% |
41% |
False |
False |
63,691 |
| 40 |
3.167 |
2.569 |
0.598 |
21.8% |
0.103 |
3.7% |
30% |
False |
False |
43,589 |
| 60 |
3.167 |
2.569 |
0.598 |
21.8% |
0.091 |
3.3% |
30% |
False |
False |
33,429 |
| 80 |
3.167 |
2.569 |
0.598 |
21.8% |
0.090 |
3.3% |
30% |
False |
False |
27,735 |
| 100 |
3.167 |
2.569 |
0.598 |
21.8% |
0.092 |
3.3% |
30% |
False |
False |
23,723 |
| 120 |
3.268 |
2.569 |
0.699 |
25.5% |
0.097 |
3.6% |
25% |
False |
False |
20,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.212 |
|
2.618 |
3.063 |
|
1.618 |
2.972 |
|
1.000 |
2.916 |
|
0.618 |
2.881 |
|
HIGH |
2.825 |
|
0.618 |
2.790 |
|
0.500 |
2.780 |
|
0.382 |
2.769 |
|
LOW |
2.734 |
|
0.618 |
2.678 |
|
1.000 |
2.643 |
|
1.618 |
2.587 |
|
2.618 |
2.496 |
|
4.250 |
2.347 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.780 |
2.797 |
| PP |
2.768 |
2.780 |
| S1 |
2.757 |
2.763 |
|