NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.755 |
2.806 |
0.051 |
1.9% |
2.770 |
| High |
2.844 |
2.837 |
-0.007 |
-0.2% |
2.869 |
| Low |
2.735 |
2.752 |
0.017 |
0.6% |
2.733 |
| Close |
2.805 |
2.832 |
0.027 |
1.0% |
2.770 |
| Range |
0.109 |
0.085 |
-0.024 |
-22.0% |
0.136 |
| ATR |
0.102 |
0.101 |
-0.001 |
-1.2% |
0.000 |
| Volume |
123,712 |
115,062 |
-8,650 |
-7.0% |
562,457 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.062 |
3.032 |
2.879 |
|
| R3 |
2.977 |
2.947 |
2.855 |
|
| R2 |
2.892 |
2.892 |
2.848 |
|
| R1 |
2.862 |
2.862 |
2.840 |
2.877 |
| PP |
2.807 |
2.807 |
2.807 |
2.815 |
| S1 |
2.777 |
2.777 |
2.824 |
2.792 |
| S2 |
2.722 |
2.722 |
2.816 |
|
| S3 |
2.637 |
2.692 |
2.809 |
|
| S4 |
2.552 |
2.607 |
2.785 |
|
|
| 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% |
0.092 |
3.3% |
73% |
False |
False |
122,739 |
| 10 |
2.977 |
2.733 |
0.244 |
8.6% |
0.091 |
3.2% |
41% |
False |
False |
104,460 |
| 20 |
2.977 |
2.588 |
0.389 |
13.7% |
0.098 |
3.5% |
63% |
False |
False |
86,808 |
| 40 |
3.167 |
2.588 |
0.579 |
20.4% |
0.101 |
3.6% |
42% |
False |
False |
56,465 |
| 60 |
3.167 |
2.569 |
0.598 |
21.1% |
0.093 |
3.3% |
44% |
False |
False |
42,842 |
| 80 |
3.167 |
2.569 |
0.598 |
21.1% |
0.091 |
3.2% |
44% |
False |
False |
35,007 |
| 100 |
3.167 |
2.569 |
0.598 |
21.1% |
0.092 |
3.3% |
44% |
False |
False |
29,592 |
| 120 |
3.268 |
2.569 |
0.699 |
24.7% |
0.095 |
3.4% |
38% |
False |
False |
25,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.198 |
|
2.618 |
3.060 |
|
1.618 |
2.975 |
|
1.000 |
2.922 |
|
0.618 |
2.890 |
|
HIGH |
2.837 |
|
0.618 |
2.805 |
|
0.500 |
2.795 |
|
0.382 |
2.784 |
|
LOW |
2.752 |
|
0.618 |
2.699 |
|
1.000 |
2.667 |
|
1.618 |
2.614 |
|
2.618 |
2.529 |
|
4.250 |
2.391 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.820 |
2.822 |
| PP |
2.807 |
2.811 |
| S1 |
2.795 |
2.801 |
|