NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.891 |
2.846 |
-0.045 |
-1.6% |
2.718 |
| High |
2.891 |
2.979 |
0.088 |
3.0% |
2.992 |
| Low |
2.822 |
2.846 |
0.024 |
0.9% |
2.700 |
| Close |
2.826 |
2.954 |
0.128 |
4.5% |
2.826 |
| Range |
0.069 |
0.133 |
0.064 |
92.8% |
0.292 |
| ATR |
0.097 |
0.101 |
0.004 |
4.1% |
0.000 |
| Volume |
42,616 |
25,110 |
-17,506 |
-41.1% |
197,912 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.325 |
3.273 |
3.027 |
|
| R3 |
3.192 |
3.140 |
2.991 |
|
| R2 |
3.059 |
3.059 |
2.978 |
|
| R1 |
3.007 |
3.007 |
2.966 |
3.033 |
| PP |
2.926 |
2.926 |
2.926 |
2.940 |
| S1 |
2.874 |
2.874 |
2.942 |
2.900 |
| S2 |
2.793 |
2.793 |
2.930 |
|
| S3 |
2.660 |
2.741 |
2.917 |
|
| S4 |
2.527 |
2.608 |
2.881 |
|
|
| 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 |
2.779 |
0.213 |
7.2% |
0.108 |
3.7% |
82% |
False |
False |
39,292 |
| 10 |
2.992 |
2.640 |
0.352 |
11.9% |
0.101 |
3.4% |
89% |
False |
False |
34,772 |
| 20 |
3.180 |
2.640 |
0.540 |
18.3% |
0.098 |
3.3% |
58% |
False |
False |
33,456 |
| 40 |
3.180 |
2.638 |
0.542 |
18.3% |
0.091 |
3.1% |
58% |
False |
False |
29,369 |
| 60 |
3.180 |
2.638 |
0.542 |
18.3% |
0.085 |
2.9% |
58% |
False |
False |
25,854 |
| 80 |
3.180 |
2.638 |
0.542 |
18.3% |
0.087 |
3.0% |
58% |
False |
False |
25,169 |
| 100 |
3.180 |
2.638 |
0.542 |
18.3% |
0.091 |
3.1% |
58% |
False |
False |
24,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.544 |
|
2.618 |
3.327 |
|
1.618 |
3.194 |
|
1.000 |
3.112 |
|
0.618 |
3.061 |
|
HIGH |
2.979 |
|
0.618 |
2.928 |
|
0.500 |
2.913 |
|
0.382 |
2.897 |
|
LOW |
2.846 |
|
0.618 |
2.764 |
|
1.000 |
2.713 |
|
1.618 |
2.631 |
|
2.618 |
2.498 |
|
4.250 |
2.281 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.940 |
2.938 |
| PP |
2.926 |
2.921 |
| S1 |
2.913 |
2.905 |
|