NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.842 |
2.814 |
-0.028 |
-1.0% |
2.797 |
| High |
2.865 |
2.896 |
0.031 |
1.1% |
2.881 |
| Low |
2.777 |
2.814 |
0.037 |
1.3% |
2.748 |
| Close |
2.799 |
2.837 |
0.038 |
1.4% |
2.785 |
| Range |
0.088 |
0.082 |
-0.006 |
-6.8% |
0.133 |
| ATR |
0.097 |
0.097 |
0.000 |
0.0% |
0.000 |
| Volume |
32,731 |
33,445 |
714 |
2.2% |
160,000 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.095 |
3.048 |
2.882 |
|
| R3 |
3.013 |
2.966 |
2.860 |
|
| R2 |
2.931 |
2.931 |
2.852 |
|
| R1 |
2.884 |
2.884 |
2.845 |
2.908 |
| PP |
2.849 |
2.849 |
2.849 |
2.861 |
| S1 |
2.802 |
2.802 |
2.829 |
2.826 |
| S2 |
2.767 |
2.767 |
2.822 |
|
| S3 |
2.685 |
2.720 |
2.814 |
|
| S4 |
2.603 |
2.638 |
2.792 |
|
|
| 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 |
2.896 |
2.750 |
0.146 |
5.1% |
0.091 |
3.2% |
60% |
True |
False |
35,267 |
| 10 |
2.896 |
2.748 |
0.148 |
5.2% |
0.084 |
3.0% |
60% |
True |
False |
32,604 |
| 20 |
2.988 |
2.625 |
0.363 |
12.8% |
0.093 |
3.3% |
58% |
False |
False |
41,548 |
| 40 |
3.163 |
2.600 |
0.563 |
19.8% |
0.099 |
3.5% |
42% |
False |
False |
34,957 |
| 60 |
3.163 |
2.589 |
0.574 |
20.2% |
0.091 |
3.2% |
43% |
False |
False |
28,210 |
| 80 |
3.163 |
2.589 |
0.574 |
20.2% |
0.089 |
3.1% |
43% |
False |
False |
23,716 |
| 100 |
3.163 |
2.589 |
0.574 |
20.2% |
0.090 |
3.2% |
43% |
False |
False |
20,639 |
| 120 |
3.257 |
2.589 |
0.668 |
23.5% |
0.093 |
3.3% |
37% |
False |
False |
18,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.245 |
|
2.618 |
3.111 |
|
1.618 |
3.029 |
|
1.000 |
2.978 |
|
0.618 |
2.947 |
|
HIGH |
2.896 |
|
0.618 |
2.865 |
|
0.500 |
2.855 |
|
0.382 |
2.845 |
|
LOW |
2.814 |
|
0.618 |
2.763 |
|
1.000 |
2.732 |
|
1.618 |
2.681 |
|
2.618 |
2.599 |
|
4.250 |
2.466 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.855 |
2.835 |
| PP |
2.849 |
2.833 |
| S1 |
2.843 |
2.832 |
|