NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.814 |
2.797 |
-0.017 |
-0.6% |
2.805 |
| High |
2.868 |
2.797 |
-0.071 |
-2.5% |
2.988 |
| Low |
2.775 |
2.751 |
-0.024 |
-0.9% |
2.775 |
| Close |
2.852 |
2.776 |
-0.076 |
-2.7% |
2.852 |
| Range |
0.093 |
0.046 |
-0.047 |
-50.5% |
0.213 |
| ATR |
0.103 |
0.103 |
0.000 |
-0.1% |
0.000 |
| Volume |
37,831 |
35,752 |
-2,079 |
-5.5% |
205,346 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.913 |
2.890 |
2.801 |
|
| R3 |
2.867 |
2.844 |
2.789 |
|
| R2 |
2.821 |
2.821 |
2.784 |
|
| R1 |
2.798 |
2.798 |
2.780 |
2.787 |
| PP |
2.775 |
2.775 |
2.775 |
2.769 |
| S1 |
2.752 |
2.752 |
2.772 |
2.741 |
| S2 |
2.729 |
2.729 |
2.768 |
|
| S3 |
2.683 |
2.706 |
2.763 |
|
| S4 |
2.637 |
2.660 |
2.751 |
|
|
| 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 |
2.751 |
0.237 |
8.5% |
0.089 |
3.2% |
11% |
False |
True |
40,504 |
| 10 |
2.988 |
2.741 |
0.247 |
8.9% |
0.101 |
3.6% |
14% |
False |
False |
49,342 |
| 20 |
2.988 |
2.600 |
0.388 |
14.0% |
0.098 |
3.5% |
45% |
False |
False |
39,569 |
| 40 |
3.163 |
2.589 |
0.574 |
20.7% |
0.098 |
3.5% |
33% |
False |
False |
31,672 |
| 60 |
3.163 |
2.589 |
0.574 |
20.7% |
0.088 |
3.2% |
33% |
False |
False |
25,290 |
| 80 |
3.163 |
2.589 |
0.574 |
20.7% |
0.086 |
3.1% |
33% |
False |
False |
21,334 |
| 100 |
3.163 |
2.589 |
0.574 |
20.7% |
0.091 |
3.3% |
33% |
False |
False |
18,593 |
| 120 |
3.257 |
2.589 |
0.668 |
24.1% |
0.096 |
3.4% |
28% |
False |
False |
16,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.993 |
|
2.618 |
2.917 |
|
1.618 |
2.871 |
|
1.000 |
2.843 |
|
0.618 |
2.825 |
|
HIGH |
2.797 |
|
0.618 |
2.779 |
|
0.500 |
2.774 |
|
0.382 |
2.769 |
|
LOW |
2.751 |
|
0.618 |
2.723 |
|
1.000 |
2.705 |
|
1.618 |
2.677 |
|
2.618 |
2.631 |
|
4.250 |
2.556 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.775 |
2.833 |
| PP |
2.775 |
2.814 |
| S1 |
2.774 |
2.795 |
|