NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.859 |
2.755 |
-0.104 |
-3.6% |
2.770 |
| High |
2.866 |
2.844 |
-0.022 |
-0.8% |
2.869 |
| Low |
2.765 |
2.735 |
-0.030 |
-1.1% |
2.733 |
| Close |
2.770 |
2.805 |
0.035 |
1.3% |
2.770 |
| Range |
0.101 |
0.109 |
0.008 |
7.9% |
0.136 |
| ATR |
0.102 |
0.102 |
0.001 |
0.5% |
0.000 |
| Volume |
135,271 |
123,712 |
-11,559 |
-8.5% |
562,457 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.122 |
3.072 |
2.865 |
|
| R3 |
3.013 |
2.963 |
2.835 |
|
| R2 |
2.904 |
2.904 |
2.825 |
|
| R1 |
2.854 |
2.854 |
2.815 |
2.879 |
| PP |
2.795 |
2.795 |
2.795 |
2.807 |
| S1 |
2.745 |
2.745 |
2.795 |
2.770 |
| S2 |
2.686 |
2.686 |
2.785 |
|
| S3 |
2.577 |
2.636 |
2.775 |
|
| S4 |
2.468 |
2.527 |
2.745 |
|
|
| 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 |
4.8% |
0.093 |
3.3% |
53% |
False |
False |
120,011 |
| 10 |
2.977 |
2.733 |
0.244 |
8.7% |
0.092 |
3.3% |
30% |
False |
False |
100,640 |
| 20 |
2.977 |
2.588 |
0.389 |
13.9% |
0.100 |
3.6% |
56% |
False |
False |
83,087 |
| 40 |
3.167 |
2.588 |
0.579 |
20.6% |
0.101 |
3.6% |
37% |
False |
False |
54,079 |
| 60 |
3.167 |
2.569 |
0.598 |
21.3% |
0.092 |
3.3% |
39% |
False |
False |
41,116 |
| 80 |
3.167 |
2.569 |
0.598 |
21.3% |
0.091 |
3.2% |
39% |
False |
False |
33,664 |
| 100 |
3.167 |
2.569 |
0.598 |
21.3% |
0.092 |
3.3% |
39% |
False |
False |
28,506 |
| 120 |
3.268 |
2.569 |
0.699 |
24.9% |
0.096 |
3.4% |
34% |
False |
False |
24,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.307 |
|
2.618 |
3.129 |
|
1.618 |
3.020 |
|
1.000 |
2.953 |
|
0.618 |
2.911 |
|
HIGH |
2.844 |
|
0.618 |
2.802 |
|
0.500 |
2.790 |
|
0.382 |
2.777 |
|
LOW |
2.735 |
|
0.618 |
2.668 |
|
1.000 |
2.626 |
|
1.618 |
2.559 |
|
2.618 |
2.450 |
|
4.250 |
2.272 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.800 |
2.804 |
| PP |
2.795 |
2.803 |
| S1 |
2.790 |
2.802 |
|