NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.980 |
2.891 |
-0.089 |
-3.0% |
2.718 |
| High |
2.988 |
2.891 |
-0.097 |
-3.2% |
2.992 |
| Low |
2.890 |
2.822 |
-0.068 |
-2.4% |
2.700 |
| Close |
2.900 |
2.826 |
-0.074 |
-2.6% |
2.826 |
| Range |
0.098 |
0.069 |
-0.029 |
-29.6% |
0.292 |
| ATR |
0.099 |
0.097 |
-0.001 |
-1.5% |
0.000 |
| Volume |
46,272 |
42,616 |
-3,656 |
-7.9% |
197,912 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.053 |
3.009 |
2.864 |
|
| R3 |
2.984 |
2.940 |
2.845 |
|
| R2 |
2.915 |
2.915 |
2.839 |
|
| R1 |
2.871 |
2.871 |
2.832 |
2.859 |
| PP |
2.846 |
2.846 |
2.846 |
2.840 |
| S1 |
2.802 |
2.802 |
2.820 |
2.790 |
| S2 |
2.777 |
2.777 |
2.813 |
|
| S3 |
2.708 |
2.733 |
2.807 |
|
| S4 |
2.639 |
2.664 |
2.788 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.715 |
3.563 |
2.987 |
|
| R3 |
3.423 |
3.271 |
2.906 |
|
| R2 |
3.131 |
3.131 |
2.880 |
|
| R1 |
2.979 |
2.979 |
2.853 |
3.055 |
| PP |
2.839 |
2.839 |
2.839 |
2.878 |
| S1 |
2.687 |
2.687 |
2.799 |
2.763 |
| S2 |
2.547 |
2.547 |
2.772 |
|
| S3 |
2.255 |
2.395 |
2.746 |
|
| S4 |
1.963 |
2.103 |
2.665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.992 |
2.700 |
0.292 |
10.3% |
0.100 |
3.5% |
43% |
False |
False |
39,582 |
| 10 |
2.992 |
2.640 |
0.352 |
12.5% |
0.094 |
3.3% |
53% |
False |
False |
35,172 |
| 20 |
3.180 |
2.640 |
0.540 |
19.1% |
0.095 |
3.4% |
34% |
False |
False |
35,568 |
| 40 |
3.180 |
2.638 |
0.542 |
19.2% |
0.089 |
3.2% |
35% |
False |
False |
29,788 |
| 60 |
3.180 |
2.638 |
0.542 |
19.2% |
0.085 |
3.0% |
35% |
False |
False |
25,964 |
| 80 |
3.180 |
2.638 |
0.542 |
19.2% |
0.087 |
3.1% |
35% |
False |
False |
25,128 |
| 100 |
3.180 |
2.638 |
0.542 |
19.2% |
0.091 |
3.2% |
35% |
False |
False |
24,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.184 |
|
2.618 |
3.072 |
|
1.618 |
3.003 |
|
1.000 |
2.960 |
|
0.618 |
2.934 |
|
HIGH |
2.891 |
|
0.618 |
2.865 |
|
0.500 |
2.857 |
|
0.382 |
2.848 |
|
LOW |
2.822 |
|
0.618 |
2.779 |
|
1.000 |
2.753 |
|
1.618 |
2.710 |
|
2.618 |
2.641 |
|
4.250 |
2.529 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.857 |
2.907 |
| PP |
2.846 |
2.880 |
| S1 |
2.836 |
2.853 |
|