NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.797 |
2.872 |
0.075 |
2.7% |
2.797 |
| High |
2.881 |
2.878 |
-0.003 |
-0.1% |
2.881 |
| Low |
2.786 |
2.781 |
-0.005 |
-0.2% |
2.748 |
| Close |
2.878 |
2.785 |
-0.093 |
-3.2% |
2.785 |
| Range |
0.095 |
0.097 |
0.002 |
2.1% |
0.133 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.1% |
0.000 |
| Volume |
14,719 |
48,128 |
33,409 |
227.0% |
160,000 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.106 |
3.042 |
2.838 |
|
| R3 |
3.009 |
2.945 |
2.812 |
|
| R2 |
2.912 |
2.912 |
2.803 |
|
| R1 |
2.848 |
2.848 |
2.794 |
2.832 |
| PP |
2.815 |
2.815 |
2.815 |
2.806 |
| S1 |
2.751 |
2.751 |
2.776 |
2.735 |
| S2 |
2.718 |
2.718 |
2.767 |
|
| S3 |
2.621 |
2.654 |
2.758 |
|
| S4 |
2.524 |
2.557 |
2.732 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.204 |
3.127 |
2.858 |
|
| R3 |
3.071 |
2.994 |
2.822 |
|
| R2 |
2.938 |
2.938 |
2.809 |
|
| R1 |
2.861 |
2.861 |
2.797 |
2.833 |
| PP |
2.805 |
2.805 |
2.805 |
2.791 |
| S1 |
2.728 |
2.728 |
2.773 |
2.700 |
| S2 |
2.672 |
2.672 |
2.761 |
|
| S3 |
2.539 |
2.595 |
2.748 |
|
| S4 |
2.406 |
2.462 |
2.712 |
|
|
| 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 |
4.8% |
0.079 |
2.8% |
28% |
False |
False |
32,000 |
| 10 |
2.988 |
2.748 |
0.240 |
8.6% |
0.094 |
3.4% |
15% |
False |
False |
36,534 |
| 20 |
2.988 |
2.600 |
0.388 |
13.9% |
0.096 |
3.4% |
48% |
False |
False |
40,712 |
| 40 |
3.163 |
2.600 |
0.563 |
20.2% |
0.097 |
3.5% |
33% |
False |
False |
33,561 |
| 60 |
3.163 |
2.589 |
0.574 |
20.6% |
0.090 |
3.2% |
34% |
False |
False |
26,770 |
| 80 |
3.163 |
2.589 |
0.574 |
20.6% |
0.088 |
3.1% |
34% |
False |
False |
22,561 |
| 100 |
3.163 |
2.589 |
0.574 |
20.6% |
0.090 |
3.2% |
34% |
False |
False |
19,581 |
| 120 |
3.257 |
2.589 |
0.668 |
24.0% |
0.094 |
3.4% |
29% |
False |
False |
17,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.290 |
|
2.618 |
3.132 |
|
1.618 |
3.035 |
|
1.000 |
2.975 |
|
0.618 |
2.938 |
|
HIGH |
2.878 |
|
0.618 |
2.841 |
|
0.500 |
2.830 |
|
0.382 |
2.818 |
|
LOW |
2.781 |
|
0.618 |
2.721 |
|
1.000 |
2.684 |
|
1.618 |
2.624 |
|
2.618 |
2.527 |
|
4.250 |
2.369 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.830 |
2.815 |
| PP |
2.815 |
2.805 |
| S1 |
2.800 |
2.795 |
|