NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.852 |
2.819 |
-0.033 |
-1.2% |
2.846 |
| High |
2.852 |
2.870 |
0.018 |
0.6% |
3.013 |
| Low |
2.786 |
2.786 |
0.000 |
0.0% |
2.813 |
| Close |
2.810 |
2.796 |
-0.014 |
-0.5% |
2.884 |
| Range |
0.066 |
0.084 |
0.018 |
27.3% |
0.200 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.1% |
0.000 |
| Volume |
30,111 |
29,536 |
-575 |
-1.9% |
169,027 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.069 |
3.017 |
2.842 |
|
| R3 |
2.985 |
2.933 |
2.819 |
|
| R2 |
2.901 |
2.901 |
2.811 |
|
| R1 |
2.849 |
2.849 |
2.804 |
2.833 |
| PP |
2.817 |
2.817 |
2.817 |
2.810 |
| S1 |
2.765 |
2.765 |
2.788 |
2.749 |
| S2 |
2.733 |
2.733 |
2.781 |
|
| S3 |
2.649 |
2.681 |
2.773 |
|
| S4 |
2.565 |
2.597 |
2.750 |
|
|
| 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% |
0.085 |
3.1% |
4% |
False |
True |
33,689 |
| 10 |
3.013 |
2.786 |
0.227 |
8.1% |
0.091 |
3.3% |
4% |
False |
True |
36,753 |
| 20 |
3.013 |
2.640 |
0.373 |
13.3% |
0.094 |
3.4% |
42% |
False |
False |
33,691 |
| 40 |
3.180 |
2.640 |
0.540 |
19.3% |
0.096 |
3.4% |
29% |
False |
False |
32,049 |
| 60 |
3.180 |
2.638 |
0.542 |
19.4% |
0.086 |
3.1% |
29% |
False |
False |
26,973 |
| 80 |
3.180 |
2.638 |
0.542 |
19.4% |
0.086 |
3.1% |
29% |
False |
False |
25,546 |
| 100 |
3.180 |
2.638 |
0.542 |
19.4% |
0.089 |
3.2% |
29% |
False |
False |
25,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.227 |
|
2.618 |
3.090 |
|
1.618 |
3.006 |
|
1.000 |
2.954 |
|
0.618 |
2.922 |
|
HIGH |
2.870 |
|
0.618 |
2.838 |
|
0.500 |
2.828 |
|
0.382 |
2.818 |
|
LOW |
2.786 |
|
0.618 |
2.734 |
|
1.000 |
2.702 |
|
1.618 |
2.650 |
|
2.618 |
2.566 |
|
4.250 |
2.429 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.828 |
2.843 |
| PP |
2.817 |
2.827 |
| S1 |
2.807 |
2.812 |
|