NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.942 |
2.895 |
-0.047 |
-1.6% |
2.675 |
| High |
2.988 |
2.914 |
-0.074 |
-2.5% |
2.962 |
| Low |
2.881 |
2.811 |
-0.070 |
-2.4% |
2.663 |
| Close |
2.895 |
2.812 |
-0.083 |
-2.9% |
2.792 |
| Range |
0.107 |
0.103 |
-0.004 |
-3.7% |
0.299 |
| ATR |
0.104 |
0.104 |
0.000 |
0.0% |
0.000 |
| Volume |
44,998 |
43,998 |
-1,000 |
-2.2% |
298,673 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.155 |
3.086 |
2.869 |
|
| R3 |
3.052 |
2.983 |
2.840 |
|
| R2 |
2.949 |
2.949 |
2.831 |
|
| R1 |
2.880 |
2.880 |
2.821 |
2.863 |
| PP |
2.846 |
2.846 |
2.846 |
2.837 |
| S1 |
2.777 |
2.777 |
2.803 |
2.760 |
| S2 |
2.743 |
2.743 |
2.793 |
|
| S3 |
2.640 |
2.674 |
2.784 |
|
| S4 |
2.537 |
2.571 |
2.755 |
|
|
| 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 |
2.988 |
2.786 |
0.202 |
7.2% |
0.106 |
3.8% |
13% |
False |
False |
47,210 |
| 10 |
2.988 |
2.625 |
0.363 |
12.9% |
0.102 |
3.6% |
52% |
False |
False |
50,493 |
| 20 |
3.086 |
2.600 |
0.486 |
17.3% |
0.101 |
3.6% |
44% |
False |
False |
39,095 |
| 40 |
3.163 |
2.589 |
0.574 |
20.4% |
0.097 |
3.5% |
39% |
False |
False |
30,557 |
| 60 |
3.163 |
2.589 |
0.574 |
20.4% |
0.088 |
3.1% |
39% |
False |
False |
24,353 |
| 80 |
3.163 |
2.589 |
0.574 |
20.4% |
0.088 |
3.1% |
39% |
False |
False |
20,587 |
| 100 |
3.163 |
2.589 |
0.574 |
20.4% |
0.091 |
3.2% |
39% |
False |
False |
17,964 |
| 120 |
3.257 |
2.589 |
0.668 |
23.8% |
0.096 |
3.4% |
33% |
False |
False |
16,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.352 |
|
2.618 |
3.184 |
|
1.618 |
3.081 |
|
1.000 |
3.017 |
|
0.618 |
2.978 |
|
HIGH |
2.914 |
|
0.618 |
2.875 |
|
0.500 |
2.863 |
|
0.382 |
2.850 |
|
LOW |
2.811 |
|
0.618 |
2.747 |
|
1.000 |
2.708 |
|
1.618 |
2.644 |
|
2.618 |
2.541 |
|
4.250 |
2.373 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.863 |
2.900 |
| PP |
2.846 |
2.870 |
| S1 |
2.829 |
2.841 |
|