NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.772 |
2.746 |
-0.026 |
-0.9% |
2.794 |
| High |
2.825 |
2.803 |
-0.022 |
-0.8% |
2.977 |
| Low |
2.734 |
2.733 |
-0.001 |
0.0% |
2.761 |
| Close |
2.746 |
2.782 |
0.036 |
1.3% |
2.840 |
| Range |
0.091 |
0.070 |
-0.021 |
-23.1% |
0.216 |
| ATR |
0.105 |
0.102 |
-0.002 |
-2.4% |
0.000 |
| Volume |
101,423 |
70,076 |
-31,347 |
-30.9% |
416,871 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.952 |
2.821 |
|
| R3 |
2.913 |
2.882 |
2.801 |
|
| R2 |
2.843 |
2.843 |
2.795 |
|
| R1 |
2.812 |
2.812 |
2.788 |
2.828 |
| PP |
2.773 |
2.773 |
2.773 |
2.780 |
| S1 |
2.742 |
2.742 |
2.776 |
2.758 |
| S2 |
2.703 |
2.703 |
2.769 |
|
| S3 |
2.633 |
2.672 |
2.763 |
|
| S4 |
2.563 |
2.602 |
2.744 |
|
|
| 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 |
2.906 |
2.733 |
0.173 |
6.2% |
0.081 |
2.9% |
28% |
False |
True |
84,200 |
| 10 |
2.977 |
2.733 |
0.244 |
8.8% |
0.095 |
3.4% |
20% |
False |
True |
83,411 |
| 20 |
2.977 |
2.588 |
0.389 |
14.0% |
0.099 |
3.6% |
50% |
False |
False |
65,939 |
| 40 |
3.167 |
2.588 |
0.579 |
20.8% |
0.103 |
3.7% |
34% |
False |
False |
44,907 |
| 60 |
3.167 |
2.569 |
0.598 |
21.5% |
0.091 |
3.3% |
36% |
False |
False |
34,412 |
| 80 |
3.167 |
2.569 |
0.598 |
21.5% |
0.090 |
3.2% |
36% |
False |
False |
28,545 |
| 100 |
3.167 |
2.569 |
0.598 |
21.5% |
0.092 |
3.3% |
36% |
False |
False |
24,349 |
| 120 |
3.268 |
2.569 |
0.699 |
25.1% |
0.097 |
3.5% |
30% |
False |
False |
21,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
2.986 |
|
1.618 |
2.916 |
|
1.000 |
2.873 |
|
0.618 |
2.846 |
|
HIGH |
2.803 |
|
0.618 |
2.776 |
|
0.500 |
2.768 |
|
0.382 |
2.760 |
|
LOW |
2.733 |
|
0.618 |
2.690 |
|
1.000 |
2.663 |
|
1.618 |
2.620 |
|
2.618 |
2.550 |
|
4.250 |
2.436 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.777 |
2.781 |
| PP |
2.773 |
2.780 |
| S1 |
2.768 |
2.779 |
|