NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.761 |
2.797 |
0.036 |
1.3% |
2.805 |
| High |
2.815 |
2.881 |
0.066 |
2.3% |
2.988 |
| Low |
2.748 |
2.786 |
0.038 |
1.4% |
2.775 |
| Close |
2.795 |
2.878 |
0.083 |
3.0% |
2.852 |
| Range |
0.067 |
0.095 |
0.028 |
41.8% |
0.213 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.3% |
0.000 |
| Volume |
29,523 |
14,719 |
-14,804 |
-50.1% |
205,346 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.133 |
3.101 |
2.930 |
|
| R3 |
3.038 |
3.006 |
2.904 |
|
| R2 |
2.943 |
2.943 |
2.895 |
|
| R1 |
2.911 |
2.911 |
2.887 |
2.927 |
| PP |
2.848 |
2.848 |
2.848 |
2.857 |
| S1 |
2.816 |
2.816 |
2.869 |
2.832 |
| S2 |
2.753 |
2.753 |
2.861 |
|
| S3 |
2.658 |
2.721 |
2.852 |
|
| S4 |
2.563 |
2.626 |
2.826 |
|
|
| 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 |
2.881 |
2.748 |
0.133 |
4.6% |
0.078 |
2.7% |
98% |
True |
False |
29,940 |
| 10 |
2.988 |
2.748 |
0.240 |
8.3% |
0.092 |
3.2% |
54% |
False |
False |
38,575 |
| 20 |
2.988 |
2.600 |
0.388 |
13.5% |
0.095 |
3.3% |
72% |
False |
False |
39,942 |
| 40 |
3.163 |
2.600 |
0.563 |
19.6% |
0.100 |
3.5% |
49% |
False |
False |
32,627 |
| 60 |
3.163 |
2.589 |
0.574 |
19.9% |
0.089 |
3.1% |
50% |
False |
False |
26,088 |
| 80 |
3.163 |
2.589 |
0.574 |
19.9% |
0.087 |
3.0% |
50% |
False |
False |
22,032 |
| 100 |
3.163 |
2.589 |
0.574 |
19.9% |
0.090 |
3.1% |
50% |
False |
False |
19,151 |
| 120 |
3.257 |
2.589 |
0.668 |
23.2% |
0.095 |
3.3% |
43% |
False |
False |
17,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.285 |
|
2.618 |
3.130 |
|
1.618 |
3.035 |
|
1.000 |
2.976 |
|
0.618 |
2.940 |
|
HIGH |
2.881 |
|
0.618 |
2.845 |
|
0.500 |
2.834 |
|
0.382 |
2.822 |
|
LOW |
2.786 |
|
0.618 |
2.727 |
|
1.000 |
2.691 |
|
1.618 |
2.632 |
|
2.618 |
2.537 |
|
4.250 |
2.382 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.863 |
2.857 |
| PP |
2.848 |
2.836 |
| S1 |
2.834 |
2.815 |
|