NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.972 |
2.927 |
-0.045 |
-1.5% |
2.718 |
| High |
3.013 |
2.938 |
-0.075 |
-2.5% |
2.992 |
| Low |
2.914 |
2.847 |
-0.067 |
-2.3% |
2.700 |
| Close |
2.927 |
2.848 |
-0.079 |
-2.7% |
2.826 |
| Range |
0.099 |
0.091 |
-0.008 |
-8.1% |
0.292 |
| ATR |
0.100 |
0.100 |
-0.001 |
-0.7% |
0.000 |
| Volume |
30,143 |
44,727 |
14,584 |
48.4% |
197,912 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.151 |
3.090 |
2.898 |
|
| R3 |
3.060 |
2.999 |
2.873 |
|
| R2 |
2.969 |
2.969 |
2.865 |
|
| R1 |
2.908 |
2.908 |
2.856 |
2.893 |
| PP |
2.878 |
2.878 |
2.878 |
2.870 |
| S1 |
2.817 |
2.817 |
2.840 |
2.802 |
| S2 |
2.787 |
2.787 |
2.831 |
|
| S3 |
2.696 |
2.726 |
2.823 |
|
| S4 |
2.605 |
2.635 |
2.798 |
|
|
| 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 |
3.013 |
2.822 |
0.191 |
6.7% |
0.097 |
3.4% |
14% |
False |
False |
35,542 |
| 10 |
3.013 |
2.663 |
0.350 |
12.3% |
0.097 |
3.4% |
53% |
False |
False |
37,101 |
| 20 |
3.121 |
2.640 |
0.481 |
16.9% |
0.097 |
3.4% |
43% |
False |
False |
34,093 |
| 40 |
3.180 |
2.638 |
0.542 |
19.0% |
0.094 |
3.3% |
39% |
False |
False |
30,889 |
| 60 |
3.180 |
2.638 |
0.542 |
19.0% |
0.086 |
3.0% |
39% |
False |
False |
26,358 |
| 80 |
3.180 |
2.638 |
0.542 |
19.0% |
0.086 |
3.0% |
39% |
False |
False |
25,230 |
| 100 |
3.180 |
2.638 |
0.542 |
19.0% |
0.090 |
3.2% |
39% |
False |
False |
24,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.325 |
|
2.618 |
3.176 |
|
1.618 |
3.085 |
|
1.000 |
3.029 |
|
0.618 |
2.994 |
|
HIGH |
2.938 |
|
0.618 |
2.903 |
|
0.500 |
2.893 |
|
0.382 |
2.882 |
|
LOW |
2.847 |
|
0.618 |
2.791 |
|
1.000 |
2.756 |
|
1.618 |
2.700 |
|
2.618 |
2.609 |
|
4.250 |
2.460 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.893 |
2.930 |
| PP |
2.878 |
2.903 |
| S1 |
2.863 |
2.875 |
|