NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.819 |
2.842 |
0.023 |
0.8% |
2.797 |
| High |
2.850 |
2.865 |
0.015 |
0.5% |
2.881 |
| Low |
2.767 |
2.777 |
0.010 |
0.4% |
2.748 |
| Close |
2.842 |
2.799 |
-0.043 |
-1.5% |
2.785 |
| Range |
0.083 |
0.088 |
0.005 |
6.0% |
0.133 |
| ATR |
0.098 |
0.097 |
-0.001 |
-0.7% |
0.000 |
| Volume |
26,289 |
32,731 |
6,442 |
24.5% |
160,000 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.078 |
3.026 |
2.847 |
|
| R3 |
2.990 |
2.938 |
2.823 |
|
| R2 |
2.902 |
2.902 |
2.815 |
|
| R1 |
2.850 |
2.850 |
2.807 |
2.832 |
| PP |
2.814 |
2.814 |
2.814 |
2.805 |
| S1 |
2.762 |
2.762 |
2.791 |
2.744 |
| S2 |
2.726 |
2.726 |
2.783 |
|
| S3 |
2.638 |
2.674 |
2.775 |
|
| S4 |
2.550 |
2.586 |
2.751 |
|
|
| 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 |
2.750 |
0.131 |
4.7% |
0.093 |
3.3% |
37% |
False |
False |
31,522 |
| 10 |
2.914 |
2.748 |
0.166 |
5.9% |
0.086 |
3.1% |
31% |
False |
False |
33,659 |
| 20 |
2.988 |
2.600 |
0.388 |
13.9% |
0.095 |
3.4% |
51% |
False |
False |
41,289 |
| 40 |
3.163 |
2.600 |
0.563 |
20.1% |
0.099 |
3.5% |
35% |
False |
False |
34,465 |
| 60 |
3.163 |
2.589 |
0.574 |
20.5% |
0.091 |
3.2% |
37% |
False |
False |
27,830 |
| 80 |
3.163 |
2.589 |
0.574 |
20.5% |
0.088 |
3.1% |
37% |
False |
False |
23,429 |
| 100 |
3.163 |
2.589 |
0.574 |
20.5% |
0.091 |
3.2% |
37% |
False |
False |
20,378 |
| 120 |
3.257 |
2.589 |
0.668 |
23.9% |
0.093 |
3.3% |
31% |
False |
False |
18,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.239 |
|
2.618 |
3.095 |
|
1.618 |
3.007 |
|
1.000 |
2.953 |
|
0.618 |
2.919 |
|
HIGH |
2.865 |
|
0.618 |
2.831 |
|
0.500 |
2.821 |
|
0.382 |
2.811 |
|
LOW |
2.777 |
|
0.618 |
2.723 |
|
1.000 |
2.689 |
|
1.618 |
2.635 |
|
2.618 |
2.547 |
|
4.250 |
2.403 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.821 |
2.808 |
| PP |
2.814 |
2.805 |
| S1 |
2.806 |
2.802 |
|