NYMEX Natural Gas Future October 2015
Trading Metrics calculated at close of trading on 16-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
2.846 |
2.970 |
0.124 |
4.4% |
2.718 |
High |
2.979 |
2.988 |
0.009 |
0.3% |
2.992 |
Low |
2.846 |
2.896 |
0.050 |
1.8% |
2.700 |
Close |
2.954 |
2.958 |
0.004 |
0.1% |
2.826 |
Range |
0.133 |
0.092 |
-0.041 |
-30.8% |
0.292 |
ATR |
0.101 |
0.100 |
-0.001 |
-0.6% |
0.000 |
Volume |
25,110 |
35,118 |
10,008 |
39.9% |
197,912 |
|
Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.223 |
3.183 |
3.009 |
|
R3 |
3.131 |
3.091 |
2.983 |
|
R2 |
3.039 |
3.039 |
2.975 |
|
R1 |
2.999 |
2.999 |
2.966 |
2.973 |
PP |
2.947 |
2.947 |
2.947 |
2.935 |
S1 |
2.907 |
2.907 |
2.950 |
2.881 |
S2 |
2.855 |
2.855 |
2.941 |
|
S3 |
2.763 |
2.815 |
2.933 |
|
S4 |
2.671 |
2.723 |
2.907 |
|
|
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 |
2.822 |
0.170 |
5.7% |
0.097 |
3.3% |
80% |
False |
False |
39,817 |
10 |
2.992 |
2.640 |
0.352 |
11.9% |
0.098 |
3.3% |
90% |
False |
False |
35,515 |
20 |
3.180 |
2.640 |
0.540 |
18.3% |
0.100 |
3.4% |
59% |
False |
False |
33,516 |
40 |
3.180 |
2.638 |
0.542 |
18.3% |
0.092 |
3.1% |
59% |
False |
False |
29,885 |
60 |
3.180 |
2.638 |
0.542 |
18.3% |
0.085 |
2.9% |
59% |
False |
False |
25,909 |
80 |
3.180 |
2.638 |
0.542 |
18.3% |
0.087 |
2.9% |
59% |
False |
False |
25,173 |
100 |
3.180 |
2.638 |
0.542 |
18.3% |
0.090 |
3.0% |
59% |
False |
False |
24,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.379 |
2.618 |
3.229 |
1.618 |
3.137 |
1.000 |
3.080 |
0.618 |
3.045 |
HIGH |
2.988 |
0.618 |
2.953 |
0.500 |
2.942 |
0.382 |
2.931 |
LOW |
2.896 |
0.618 |
2.839 |
1.000 |
2.804 |
1.618 |
2.747 |
2.618 |
2.655 |
4.250 |
2.505 |
|
|
Fisher Pivots for day following 16-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
2.953 |
2.940 |
PP |
2.947 |
2.923 |
S1 |
2.942 |
2.905 |
|