NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.797 |
2.777 |
-0.020 |
-0.7% |
2.805 |
| High |
2.797 |
2.838 |
0.041 |
1.5% |
2.988 |
| Low |
2.751 |
2.750 |
-0.001 |
0.0% |
2.775 |
| Close |
2.776 |
2.761 |
-0.015 |
-0.5% |
2.852 |
| Range |
0.046 |
0.088 |
0.042 |
91.3% |
0.213 |
| ATR |
0.103 |
0.102 |
-0.001 |
-1.0% |
0.000 |
| Volume |
35,752 |
31,878 |
-3,874 |
-10.8% |
205,346 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.047 |
2.992 |
2.809 |
|
| R3 |
2.959 |
2.904 |
2.785 |
|
| R2 |
2.871 |
2.871 |
2.777 |
|
| R1 |
2.816 |
2.816 |
2.769 |
2.800 |
| PP |
2.783 |
2.783 |
2.783 |
2.775 |
| S1 |
2.728 |
2.728 |
2.753 |
2.712 |
| S2 |
2.695 |
2.695 |
2.745 |
|
| S3 |
2.607 |
2.640 |
2.737 |
|
| S4 |
2.519 |
2.552 |
2.713 |
|
|
| 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 |
2.750 |
0.238 |
8.6% |
0.087 |
3.2% |
5% |
False |
True |
38,891 |
| 10 |
2.988 |
2.750 |
0.238 |
8.6% |
0.095 |
3.4% |
5% |
False |
True |
47,137 |
| 20 |
2.988 |
2.600 |
0.388 |
14.1% |
0.098 |
3.5% |
41% |
False |
False |
39,995 |
| 40 |
3.163 |
2.590 |
0.573 |
20.8% |
0.099 |
3.6% |
30% |
False |
False |
32,231 |
| 60 |
3.163 |
2.589 |
0.574 |
20.8% |
0.088 |
3.2% |
30% |
False |
False |
25,659 |
| 80 |
3.163 |
2.589 |
0.574 |
20.8% |
0.087 |
3.1% |
30% |
False |
False |
21,627 |
| 100 |
3.163 |
2.589 |
0.574 |
20.8% |
0.090 |
3.3% |
30% |
False |
False |
18,845 |
| 120 |
3.257 |
2.589 |
0.668 |
24.2% |
0.096 |
3.5% |
26% |
False |
False |
16,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.212 |
|
2.618 |
3.068 |
|
1.618 |
2.980 |
|
1.000 |
2.926 |
|
0.618 |
2.892 |
|
HIGH |
2.838 |
|
0.618 |
2.804 |
|
0.500 |
2.794 |
|
0.382 |
2.784 |
|
LOW |
2.750 |
|
0.618 |
2.696 |
|
1.000 |
2.662 |
|
1.618 |
2.608 |
|
2.618 |
2.520 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.794 |
2.809 |
| PP |
2.783 |
2.793 |
| S1 |
2.772 |
2.777 |
|