NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.770 |
2.819 |
0.049 |
1.8% |
2.797 |
| High |
2.854 |
2.850 |
-0.004 |
-0.1% |
2.881 |
| Low |
2.750 |
2.767 |
0.017 |
0.6% |
2.748 |
| Close |
2.819 |
2.842 |
0.023 |
0.8% |
2.785 |
| Range |
0.104 |
0.083 |
-0.021 |
-20.2% |
0.133 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.2% |
0.000 |
| Volume |
35,746 |
26,289 |
-9,457 |
-26.5% |
160,000 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.069 |
3.038 |
2.888 |
|
| R3 |
2.986 |
2.955 |
2.865 |
|
| R2 |
2.903 |
2.903 |
2.857 |
|
| R1 |
2.872 |
2.872 |
2.850 |
2.888 |
| PP |
2.820 |
2.820 |
2.820 |
2.827 |
| S1 |
2.789 |
2.789 |
2.834 |
2.805 |
| S2 |
2.737 |
2.737 |
2.827 |
|
| S3 |
2.654 |
2.706 |
2.819 |
|
| S4 |
2.571 |
2.623 |
2.796 |
|
|
| 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% |
0.089 |
3.1% |
71% |
False |
False |
30,881 |
| 10 |
2.988 |
2.748 |
0.240 |
8.4% |
0.088 |
3.1% |
39% |
False |
False |
34,886 |
| 20 |
2.988 |
2.600 |
0.388 |
13.7% |
0.095 |
3.4% |
62% |
False |
False |
40,907 |
| 40 |
3.163 |
2.600 |
0.563 |
19.8% |
0.098 |
3.4% |
43% |
False |
False |
33,932 |
| 60 |
3.163 |
2.589 |
0.574 |
20.2% |
0.090 |
3.2% |
44% |
False |
False |
27,393 |
| 80 |
3.163 |
2.589 |
0.574 |
20.2% |
0.088 |
3.1% |
44% |
False |
False |
23,133 |
| 100 |
3.163 |
2.589 |
0.574 |
20.2% |
0.090 |
3.2% |
44% |
False |
False |
20,100 |
| 120 |
3.257 |
2.589 |
0.668 |
23.5% |
0.093 |
3.3% |
38% |
False |
False |
18,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.203 |
|
2.618 |
3.067 |
|
1.618 |
2.984 |
|
1.000 |
2.933 |
|
0.618 |
2.901 |
|
HIGH |
2.850 |
|
0.618 |
2.818 |
|
0.500 |
2.809 |
|
0.382 |
2.799 |
|
LOW |
2.767 |
|
0.618 |
2.716 |
|
1.000 |
2.684 |
|
1.618 |
2.633 |
|
2.618 |
2.550 |
|
4.250 |
2.414 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.831 |
2.833 |
| PP |
2.820 |
2.823 |
| S1 |
2.809 |
2.814 |
|