NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.948 |
2.860 |
-0.088 |
-3.0% |
2.675 |
| High |
2.960 |
2.864 |
-0.096 |
-3.2% |
2.962 |
| Low |
2.860 |
2.786 |
-0.074 |
-2.6% |
2.663 |
| Close |
2.869 |
2.792 |
-0.077 |
-2.7% |
2.792 |
| Range |
0.100 |
0.078 |
-0.022 |
-22.0% |
0.299 |
| ATR |
0.101 |
0.100 |
-0.001 |
-1.3% |
0.000 |
| Volume |
60,179 |
68,538 |
8,359 |
13.9% |
298,673 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.048 |
2.998 |
2.835 |
|
| R3 |
2.970 |
2.920 |
2.813 |
|
| R2 |
2.892 |
2.892 |
2.806 |
|
| R1 |
2.842 |
2.842 |
2.799 |
2.828 |
| PP |
2.814 |
2.814 |
2.814 |
2.807 |
| S1 |
2.764 |
2.764 |
2.785 |
2.750 |
| S2 |
2.736 |
2.736 |
2.778 |
|
| S3 |
2.658 |
2.686 |
2.771 |
|
| S4 |
2.580 |
2.608 |
2.749 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.703 |
3.546 |
2.956 |
|
| R3 |
3.404 |
3.247 |
2.874 |
|
| R2 |
3.105 |
3.105 |
2.847 |
|
| R1 |
2.948 |
2.948 |
2.819 |
3.027 |
| PP |
2.806 |
2.806 |
2.806 |
2.845 |
| S1 |
2.649 |
2.649 |
2.765 |
2.728 |
| S2 |
2.507 |
2.507 |
2.737 |
|
| S3 |
2.208 |
2.350 |
2.710 |
|
| S4 |
1.909 |
2.051 |
2.628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.962 |
2.663 |
0.299 |
10.7% |
0.102 |
3.7% |
43% |
False |
False |
59,734 |
| 10 |
2.962 |
2.600 |
0.362 |
13.0% |
0.098 |
3.5% |
53% |
False |
False |
44,890 |
| 20 |
3.163 |
2.600 |
0.563 |
20.2% |
0.098 |
3.5% |
34% |
False |
False |
37,024 |
| 40 |
3.163 |
2.589 |
0.574 |
20.6% |
0.092 |
3.3% |
35% |
False |
False |
27,912 |
| 60 |
3.163 |
2.589 |
0.574 |
20.6% |
0.086 |
3.1% |
35% |
False |
False |
22,361 |
| 80 |
3.163 |
2.589 |
0.574 |
20.6% |
0.087 |
3.1% |
35% |
False |
False |
18,959 |
| 100 |
3.163 |
2.589 |
0.574 |
20.6% |
0.090 |
3.2% |
35% |
False |
False |
16,635 |
| 120 |
3.442 |
2.589 |
0.853 |
30.6% |
0.095 |
3.4% |
24% |
False |
False |
14,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.196 |
|
2.618 |
3.068 |
|
1.618 |
2.990 |
|
1.000 |
2.942 |
|
0.618 |
2.912 |
|
HIGH |
2.864 |
|
0.618 |
2.834 |
|
0.500 |
2.825 |
|
0.382 |
2.816 |
|
LOW |
2.786 |
|
0.618 |
2.738 |
|
1.000 |
2.708 |
|
1.618 |
2.660 |
|
2.618 |
2.582 |
|
4.250 |
2.455 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.825 |
2.874 |
| PP |
2.814 |
2.847 |
| S1 |
2.803 |
2.819 |
|