NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.860 |
2.805 |
-0.055 |
-1.9% |
2.675 |
| High |
2.864 |
2.950 |
0.086 |
3.0% |
2.962 |
| Low |
2.786 |
2.805 |
0.019 |
0.7% |
2.663 |
| Close |
2.792 |
2.925 |
0.133 |
4.8% |
2.792 |
| Range |
0.078 |
0.145 |
0.067 |
85.9% |
0.299 |
| ATR |
0.100 |
0.104 |
0.004 |
4.2% |
0.000 |
| Volume |
68,538 |
38,577 |
-29,961 |
-43.7% |
298,673 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.328 |
3.272 |
3.005 |
|
| R3 |
3.183 |
3.127 |
2.965 |
|
| R2 |
3.038 |
3.038 |
2.952 |
|
| R1 |
2.982 |
2.982 |
2.938 |
3.010 |
| PP |
2.893 |
2.893 |
2.893 |
2.908 |
| S1 |
2.837 |
2.837 |
2.912 |
2.865 |
| S2 |
2.748 |
2.748 |
2.898 |
|
| S3 |
2.603 |
2.692 |
2.885 |
|
| S4 |
2.458 |
2.547 |
2.845 |
|
|
| 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 |
2.741 |
0.221 |
7.6% |
0.113 |
3.9% |
83% |
False |
False |
58,181 |
| 10 |
2.962 |
2.600 |
0.362 |
12.4% |
0.105 |
3.6% |
90% |
False |
False |
45,878 |
| 20 |
3.163 |
2.600 |
0.563 |
19.2% |
0.102 |
3.5% |
58% |
False |
False |
36,325 |
| 40 |
3.163 |
2.589 |
0.574 |
19.6% |
0.094 |
3.2% |
59% |
False |
False |
28,197 |
| 60 |
3.163 |
2.589 |
0.574 |
19.6% |
0.087 |
3.0% |
59% |
False |
False |
22,779 |
| 80 |
3.163 |
2.589 |
0.574 |
19.6% |
0.088 |
3.0% |
59% |
False |
False |
19,359 |
| 100 |
3.163 |
2.589 |
0.574 |
19.6% |
0.091 |
3.1% |
59% |
False |
False |
16,907 |
| 120 |
3.267 |
2.589 |
0.678 |
23.2% |
0.096 |
3.3% |
50% |
False |
False |
15,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.566 |
|
2.618 |
3.330 |
|
1.618 |
3.185 |
|
1.000 |
3.095 |
|
0.618 |
3.040 |
|
HIGH |
2.950 |
|
0.618 |
2.895 |
|
0.500 |
2.878 |
|
0.382 |
2.860 |
|
LOW |
2.805 |
|
0.618 |
2.715 |
|
1.000 |
2.660 |
|
1.618 |
2.570 |
|
2.618 |
2.425 |
|
4.250 |
2.189 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.909 |
2.908 |
| PP |
2.893 |
2.890 |
| S1 |
2.878 |
2.873 |
|