NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.746 |
2.789 |
0.043 |
1.6% |
2.794 |
| High |
2.803 |
2.869 |
0.066 |
2.4% |
2.977 |
| Low |
2.733 |
2.773 |
0.040 |
1.5% |
2.761 |
| Close |
2.782 |
2.866 |
0.084 |
3.0% |
2.840 |
| Range |
0.070 |
0.096 |
0.026 |
37.1% |
0.216 |
| ATR |
0.102 |
0.102 |
0.000 |
-0.4% |
0.000 |
| Volume |
70,076 |
169,575 |
99,499 |
142.0% |
416,871 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.124 |
3.091 |
2.919 |
|
| R3 |
3.028 |
2.995 |
2.892 |
|
| R2 |
2.932 |
2.932 |
2.884 |
|
| R1 |
2.899 |
2.899 |
2.875 |
2.916 |
| PP |
2.836 |
2.836 |
2.836 |
2.844 |
| S1 |
2.803 |
2.803 |
2.857 |
2.820 |
| S2 |
2.740 |
2.740 |
2.848 |
|
| S3 |
2.644 |
2.707 |
2.840 |
|
| S4 |
2.548 |
2.611 |
2.813 |
|
|
| 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 |
2.869 |
2.733 |
0.136 |
4.7% |
0.079 |
2.8% |
98% |
True |
False |
102,162 |
| 10 |
2.977 |
2.733 |
0.244 |
8.5% |
0.094 |
3.3% |
55% |
False |
False |
93,114 |
| 20 |
2.977 |
2.588 |
0.389 |
13.6% |
0.097 |
3.4% |
71% |
False |
False |
73,286 |
| 40 |
3.167 |
2.588 |
0.579 |
20.2% |
0.103 |
3.6% |
48% |
False |
False |
48,718 |
| 60 |
3.167 |
2.569 |
0.598 |
20.9% |
0.092 |
3.2% |
50% |
False |
False |
37,109 |
| 80 |
3.167 |
2.569 |
0.598 |
20.9% |
0.090 |
3.1% |
50% |
False |
False |
30,585 |
| 100 |
3.167 |
2.569 |
0.598 |
20.9% |
0.092 |
3.2% |
50% |
False |
False |
26,004 |
| 120 |
3.268 |
2.569 |
0.699 |
24.4% |
0.096 |
3.4% |
42% |
False |
False |
22,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.277 |
|
2.618 |
3.120 |
|
1.618 |
3.024 |
|
1.000 |
2.965 |
|
0.618 |
2.928 |
|
HIGH |
2.869 |
|
0.618 |
2.832 |
|
0.500 |
2.821 |
|
0.382 |
2.810 |
|
LOW |
2.773 |
|
0.618 |
2.714 |
|
1.000 |
2.677 |
|
1.618 |
2.618 |
|
2.618 |
2.522 |
|
4.250 |
2.365 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.851 |
2.844 |
| PP |
2.836 |
2.823 |
| S1 |
2.821 |
2.801 |
|