NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.895 |
2.814 |
-0.081 |
-2.8% |
2.805 |
| High |
2.914 |
2.868 |
-0.046 |
-1.6% |
2.988 |
| Low |
2.811 |
2.775 |
-0.036 |
-1.3% |
2.775 |
| Close |
2.812 |
2.852 |
0.040 |
1.4% |
2.852 |
| Range |
0.103 |
0.093 |
-0.010 |
-9.7% |
0.213 |
| ATR |
0.104 |
0.103 |
-0.001 |
-0.7% |
0.000 |
| Volume |
43,998 |
37,831 |
-6,167 |
-14.0% |
205,346 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.111 |
3.074 |
2.903 |
|
| R3 |
3.018 |
2.981 |
2.878 |
|
| R2 |
2.925 |
2.925 |
2.869 |
|
| R1 |
2.888 |
2.888 |
2.861 |
2.907 |
| PP |
2.832 |
2.832 |
2.832 |
2.841 |
| S1 |
2.795 |
2.795 |
2.843 |
2.814 |
| S2 |
2.739 |
2.739 |
2.835 |
|
| S3 |
2.646 |
2.702 |
2.826 |
|
| S4 |
2.553 |
2.609 |
2.801 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.511 |
3.394 |
2.969 |
|
| R3 |
3.298 |
3.181 |
2.911 |
|
| R2 |
3.085 |
3.085 |
2.891 |
|
| R1 |
2.968 |
2.968 |
2.872 |
3.027 |
| PP |
2.872 |
2.872 |
2.872 |
2.901 |
| S1 |
2.755 |
2.755 |
2.832 |
2.814 |
| S2 |
2.659 |
2.659 |
2.813 |
|
| S3 |
2.446 |
2.542 |
2.793 |
|
| S4 |
2.233 |
2.329 |
2.735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.988 |
2.775 |
0.213 |
7.5% |
0.109 |
3.8% |
36% |
False |
True |
41,069 |
| 10 |
2.988 |
2.663 |
0.325 |
11.4% |
0.105 |
3.7% |
58% |
False |
False |
50,401 |
| 20 |
3.036 |
2.600 |
0.436 |
15.3% |
0.101 |
3.5% |
58% |
False |
False |
39,584 |
| 40 |
3.163 |
2.589 |
0.574 |
20.1% |
0.098 |
3.4% |
46% |
False |
False |
31,296 |
| 60 |
3.163 |
2.589 |
0.574 |
20.1% |
0.088 |
3.1% |
46% |
False |
False |
24,874 |
| 80 |
3.163 |
2.589 |
0.574 |
20.1% |
0.088 |
3.1% |
46% |
False |
False |
20,983 |
| 100 |
3.163 |
2.589 |
0.574 |
20.1% |
0.091 |
3.2% |
46% |
False |
False |
18,287 |
| 120 |
3.257 |
2.589 |
0.668 |
23.4% |
0.096 |
3.4% |
39% |
False |
False |
16,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.263 |
|
2.618 |
3.111 |
|
1.618 |
3.018 |
|
1.000 |
2.961 |
|
0.618 |
2.925 |
|
HIGH |
2.868 |
|
0.618 |
2.832 |
|
0.500 |
2.822 |
|
0.382 |
2.811 |
|
LOW |
2.775 |
|
0.618 |
2.718 |
|
1.000 |
2.682 |
|
1.618 |
2.625 |
|
2.618 |
2.532 |
|
4.250 |
2.380 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.842 |
2.882 |
| PP |
2.832 |
2.872 |
| S1 |
2.822 |
2.862 |
|