NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.852 |
2.852 |
0.000 |
0.0% |
2.846 |
| High |
2.900 |
2.852 |
-0.048 |
-1.7% |
3.013 |
| Low |
2.813 |
2.786 |
-0.027 |
-1.0% |
2.813 |
| Close |
2.884 |
2.810 |
-0.074 |
-2.6% |
2.884 |
| Range |
0.087 |
0.066 |
-0.021 |
-24.1% |
0.200 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.1% |
0.000 |
| Volume |
33,929 |
30,111 |
-3,818 |
-11.3% |
169,027 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.014 |
2.978 |
2.846 |
|
| R3 |
2.948 |
2.912 |
2.828 |
|
| R2 |
2.882 |
2.882 |
2.822 |
|
| R1 |
2.846 |
2.846 |
2.816 |
2.831 |
| PP |
2.816 |
2.816 |
2.816 |
2.809 |
| S1 |
2.780 |
2.780 |
2.804 |
2.765 |
| S2 |
2.750 |
2.750 |
2.798 |
|
| S3 |
2.684 |
2.714 |
2.792 |
|
| S4 |
2.618 |
2.648 |
2.774 |
|
|
| 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 |
2.786 |
0.227 |
8.1% |
0.087 |
3.1% |
11% |
False |
True |
34,805 |
| 10 |
3.013 |
2.779 |
0.234 |
8.3% |
0.098 |
3.5% |
13% |
False |
False |
37,049 |
| 20 |
3.013 |
2.640 |
0.373 |
13.3% |
0.094 |
3.4% |
46% |
False |
False |
33,360 |
| 40 |
3.180 |
2.638 |
0.542 |
19.3% |
0.095 |
3.4% |
32% |
False |
False |
31,605 |
| 60 |
3.180 |
2.638 |
0.542 |
19.3% |
0.086 |
3.0% |
32% |
False |
False |
26,835 |
| 80 |
3.180 |
2.638 |
0.542 |
19.3% |
0.085 |
3.0% |
32% |
False |
False |
25,498 |
| 100 |
3.180 |
2.638 |
0.542 |
19.3% |
0.091 |
3.2% |
32% |
False |
False |
25,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.133 |
|
2.618 |
3.025 |
|
1.618 |
2.959 |
|
1.000 |
2.918 |
|
0.618 |
2.893 |
|
HIGH |
2.852 |
|
0.618 |
2.827 |
|
0.500 |
2.819 |
|
0.382 |
2.811 |
|
LOW |
2.786 |
|
0.618 |
2.745 |
|
1.000 |
2.720 |
|
1.618 |
2.679 |
|
2.618 |
2.613 |
|
4.250 |
2.506 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.819 |
2.862 |
| PP |
2.816 |
2.845 |
| S1 |
2.813 |
2.827 |
|