NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.872 |
2.770 |
-0.102 |
-3.6% |
2.797 |
| High |
2.878 |
2.854 |
-0.024 |
-0.8% |
2.881 |
| Low |
2.781 |
2.750 |
-0.031 |
-1.1% |
2.748 |
| Close |
2.785 |
2.819 |
0.034 |
1.2% |
2.785 |
| Range |
0.097 |
0.104 |
0.007 |
7.2% |
0.133 |
| ATR |
0.099 |
0.099 |
0.000 |
0.4% |
0.000 |
| Volume |
48,128 |
35,746 |
-12,382 |
-25.7% |
160,000 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.120 |
3.073 |
2.876 |
|
| R3 |
3.016 |
2.969 |
2.848 |
|
| R2 |
2.912 |
2.912 |
2.838 |
|
| R1 |
2.865 |
2.865 |
2.829 |
2.889 |
| PP |
2.808 |
2.808 |
2.808 |
2.819 |
| S1 |
2.761 |
2.761 |
2.809 |
2.785 |
| S2 |
2.704 |
2.704 |
2.800 |
|
| S3 |
2.600 |
2.657 |
2.790 |
|
| S4 |
2.496 |
2.553 |
2.762 |
|
|
| 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 |
4.7% |
0.090 |
3.2% |
53% |
False |
False |
31,998 |
| 10 |
2.988 |
2.748 |
0.240 |
8.5% |
0.090 |
3.2% |
30% |
False |
False |
36,251 |
| 20 |
2.988 |
2.600 |
0.388 |
13.8% |
0.097 |
3.5% |
56% |
False |
False |
41,065 |
| 40 |
3.163 |
2.600 |
0.563 |
20.0% |
0.098 |
3.5% |
39% |
False |
False |
33,697 |
| 60 |
3.163 |
2.589 |
0.574 |
20.4% |
0.090 |
3.2% |
40% |
False |
False |
27,181 |
| 80 |
3.163 |
2.589 |
0.574 |
20.4% |
0.088 |
3.1% |
40% |
False |
False |
22,928 |
| 100 |
3.163 |
2.589 |
0.574 |
20.4% |
0.090 |
3.2% |
40% |
False |
False |
19,896 |
| 120 |
3.257 |
2.589 |
0.668 |
23.7% |
0.094 |
3.3% |
34% |
False |
False |
17,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.296 |
|
2.618 |
3.126 |
|
1.618 |
3.022 |
|
1.000 |
2.958 |
|
0.618 |
2.918 |
|
HIGH |
2.854 |
|
0.618 |
2.814 |
|
0.500 |
2.802 |
|
0.382 |
2.790 |
|
LOW |
2.750 |
|
0.618 |
2.686 |
|
1.000 |
2.646 |
|
1.618 |
2.582 |
|
2.618 |
2.478 |
|
4.250 |
2.308 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.813 |
2.818 |
| PP |
2.808 |
2.817 |
| S1 |
2.802 |
2.816 |
|