NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.789 |
2.859 |
0.070 |
2.5% |
2.770 |
| High |
2.869 |
2.866 |
-0.003 |
-0.1% |
2.869 |
| Low |
2.773 |
2.765 |
-0.008 |
-0.3% |
2.733 |
| Close |
2.866 |
2.770 |
-0.096 |
-3.3% |
2.770 |
| Range |
0.096 |
0.101 |
0.005 |
5.2% |
0.136 |
| ATR |
0.102 |
0.102 |
0.000 |
-0.1% |
0.000 |
| Volume |
169,575 |
135,271 |
-34,304 |
-20.2% |
562,457 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.038 |
2.826 |
|
| R3 |
3.002 |
2.937 |
2.798 |
|
| R2 |
2.901 |
2.901 |
2.789 |
|
| R1 |
2.836 |
2.836 |
2.779 |
2.818 |
| PP |
2.800 |
2.800 |
2.800 |
2.792 |
| S1 |
2.735 |
2.735 |
2.761 |
2.717 |
| S2 |
2.699 |
2.699 |
2.751 |
|
| S3 |
2.598 |
2.634 |
2.742 |
|
| S4 |
2.497 |
2.533 |
2.714 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.199 |
3.120 |
2.845 |
|
| R3 |
3.063 |
2.984 |
2.807 |
|
| R2 |
2.927 |
2.927 |
2.795 |
|
| R1 |
2.848 |
2.848 |
2.782 |
2.838 |
| PP |
2.791 |
2.791 |
2.791 |
2.786 |
| S1 |
2.712 |
2.712 |
2.758 |
2.702 |
| S2 |
2.655 |
2.655 |
2.745 |
|
| S3 |
2.519 |
2.576 |
2.733 |
|
| S4 |
2.383 |
2.440 |
2.695 |
|
|
| 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 |
4.9% |
0.080 |
2.9% |
27% |
False |
False |
112,491 |
| 10 |
2.977 |
2.733 |
0.244 |
8.8% |
0.096 |
3.5% |
15% |
False |
False |
97,932 |
| 20 |
2.977 |
2.588 |
0.389 |
14.0% |
0.098 |
3.5% |
47% |
False |
False |
78,136 |
| 40 |
3.167 |
2.588 |
0.579 |
20.9% |
0.101 |
3.6% |
31% |
False |
False |
51,737 |
| 60 |
3.167 |
2.569 |
0.598 |
21.6% |
0.093 |
3.3% |
34% |
False |
False |
39,241 |
| 80 |
3.167 |
2.569 |
0.598 |
21.6% |
0.091 |
3.3% |
34% |
False |
False |
32,192 |
| 100 |
3.167 |
2.569 |
0.598 |
21.6% |
0.092 |
3.3% |
34% |
False |
False |
27,316 |
| 120 |
3.268 |
2.569 |
0.699 |
25.2% |
0.096 |
3.4% |
29% |
False |
False |
23,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.295 |
|
2.618 |
3.130 |
|
1.618 |
3.029 |
|
1.000 |
2.967 |
|
0.618 |
2.928 |
|
HIGH |
2.866 |
|
0.618 |
2.827 |
|
0.500 |
2.816 |
|
0.382 |
2.804 |
|
LOW |
2.765 |
|
0.618 |
2.703 |
|
1.000 |
2.664 |
|
1.618 |
2.602 |
|
2.618 |
2.501 |
|
4.250 |
2.336 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.816 |
2.801 |
| PP |
2.800 |
2.791 |
| S1 |
2.785 |
2.780 |
|