NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 19-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2015 |
19-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.927 |
2.852 |
-0.075 |
-2.6% |
2.846 |
| High |
2.938 |
2.900 |
-0.038 |
-1.3% |
3.013 |
| Low |
2.847 |
2.813 |
-0.034 |
-1.2% |
2.813 |
| Close |
2.848 |
2.884 |
0.036 |
1.3% |
2.884 |
| Range |
0.091 |
0.087 |
-0.004 |
-4.4% |
0.200 |
| ATR |
0.100 |
0.099 |
-0.001 |
-0.9% |
0.000 |
| Volume |
44,727 |
33,929 |
-10,798 |
-24.1% |
169,027 |
|
| Daily Pivots for day following 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.127 |
3.092 |
2.932 |
|
| R3 |
3.040 |
3.005 |
2.908 |
|
| R2 |
2.953 |
2.953 |
2.900 |
|
| R1 |
2.918 |
2.918 |
2.892 |
2.936 |
| PP |
2.866 |
2.866 |
2.866 |
2.874 |
| S1 |
2.831 |
2.831 |
2.876 |
2.849 |
| S2 |
2.779 |
2.779 |
2.868 |
|
| S3 |
2.692 |
2.744 |
2.860 |
|
| S4 |
2.605 |
2.657 |
2.836 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.503 |
3.394 |
2.994 |
|
| R3 |
3.303 |
3.194 |
2.939 |
|
| R2 |
3.103 |
3.103 |
2.921 |
|
| R1 |
2.994 |
2.994 |
2.902 |
3.049 |
| PP |
2.903 |
2.903 |
2.903 |
2.931 |
| S1 |
2.794 |
2.794 |
2.866 |
2.849 |
| S2 |
2.703 |
2.703 |
2.847 |
|
| S3 |
2.503 |
2.594 |
2.829 |
|
| S4 |
2.303 |
2.394 |
2.774 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.013 |
2.813 |
0.200 |
6.9% |
0.100 |
3.5% |
36% |
False |
True |
33,805 |
| 10 |
3.013 |
2.700 |
0.313 |
10.9% |
0.100 |
3.5% |
59% |
False |
False |
36,693 |
| 20 |
3.057 |
2.640 |
0.417 |
14.5% |
0.096 |
3.3% |
59% |
False |
False |
34,140 |
| 40 |
3.180 |
2.638 |
0.542 |
18.8% |
0.094 |
3.3% |
45% |
False |
False |
31,414 |
| 60 |
3.180 |
2.638 |
0.542 |
18.8% |
0.086 |
3.0% |
45% |
False |
False |
26,653 |
| 80 |
3.180 |
2.638 |
0.542 |
18.8% |
0.086 |
3.0% |
45% |
False |
False |
25,382 |
| 100 |
3.180 |
2.638 |
0.542 |
18.8% |
0.091 |
3.1% |
45% |
False |
False |
24,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.270 |
|
2.618 |
3.128 |
|
1.618 |
3.041 |
|
1.000 |
2.987 |
|
0.618 |
2.954 |
|
HIGH |
2.900 |
|
0.618 |
2.867 |
|
0.500 |
2.857 |
|
0.382 |
2.846 |
|
LOW |
2.813 |
|
0.618 |
2.759 |
|
1.000 |
2.726 |
|
1.618 |
2.672 |
|
2.618 |
2.585 |
|
4.250 |
2.443 |
|
|
| Fisher Pivots for day following 19-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.875 |
2.913 |
| PP |
2.866 |
2.903 |
| S1 |
2.857 |
2.894 |
|