NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.777 |
2.761 |
-0.016 |
-0.6% |
2.805 |
| High |
2.838 |
2.815 |
-0.023 |
-0.8% |
2.988 |
| Low |
2.750 |
2.748 |
-0.002 |
-0.1% |
2.775 |
| Close |
2.761 |
2.795 |
0.034 |
1.2% |
2.852 |
| Range |
0.088 |
0.067 |
-0.021 |
-23.9% |
0.213 |
| ATR |
0.102 |
0.099 |
-0.002 |
-2.4% |
0.000 |
| Volume |
31,878 |
29,523 |
-2,355 |
-7.4% |
205,346 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.987 |
2.958 |
2.832 |
|
| R3 |
2.920 |
2.891 |
2.813 |
|
| R2 |
2.853 |
2.853 |
2.807 |
|
| R1 |
2.824 |
2.824 |
2.801 |
2.839 |
| PP |
2.786 |
2.786 |
2.786 |
2.793 |
| S1 |
2.757 |
2.757 |
2.789 |
2.772 |
| S2 |
2.719 |
2.719 |
2.783 |
|
| S3 |
2.652 |
2.690 |
2.777 |
|
| S4 |
2.585 |
2.623 |
2.758 |
|
|
| 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 |
2.914 |
2.748 |
0.166 |
5.9% |
0.079 |
2.8% |
28% |
False |
True |
35,796 |
| 10 |
2.988 |
2.748 |
0.240 |
8.6% |
0.092 |
3.3% |
20% |
False |
True |
43,121 |
| 20 |
2.988 |
2.600 |
0.388 |
13.9% |
0.097 |
3.5% |
50% |
False |
False |
40,466 |
| 40 |
3.163 |
2.600 |
0.563 |
20.1% |
0.099 |
3.6% |
35% |
False |
False |
32,564 |
| 60 |
3.163 |
2.589 |
0.574 |
20.5% |
0.088 |
3.2% |
36% |
False |
False |
25,977 |
| 80 |
3.163 |
2.589 |
0.574 |
20.5% |
0.087 |
3.1% |
36% |
False |
False |
21,946 |
| 100 |
3.163 |
2.589 |
0.574 |
20.5% |
0.090 |
3.2% |
36% |
False |
False |
19,046 |
| 120 |
3.257 |
2.589 |
0.668 |
23.9% |
0.096 |
3.4% |
31% |
False |
False |
17,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.100 |
|
2.618 |
2.990 |
|
1.618 |
2.923 |
|
1.000 |
2.882 |
|
0.618 |
2.856 |
|
HIGH |
2.815 |
|
0.618 |
2.789 |
|
0.500 |
2.782 |
|
0.382 |
2.774 |
|
LOW |
2.748 |
|
0.618 |
2.707 |
|
1.000 |
2.681 |
|
1.618 |
2.640 |
|
2.618 |
2.573 |
|
4.250 |
2.463 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.791 |
2.794 |
| PP |
2.786 |
2.794 |
| S1 |
2.782 |
2.793 |
|