NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.894 |
2.807 |
-0.087 |
-3.0% |
2.852 |
| High |
2.902 |
2.881 |
-0.021 |
-0.7% |
2.908 |
| Low |
2.811 |
2.780 |
-0.031 |
-1.1% |
2.785 |
| Close |
2.814 |
2.847 |
0.033 |
1.2% |
2.814 |
| Range |
0.091 |
0.101 |
0.010 |
11.0% |
0.123 |
| ATR |
0.095 |
0.095 |
0.000 |
0.5% |
0.000 |
| Volume |
41,096 |
32,489 |
-8,607 |
-20.9% |
137,431 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.139 |
3.094 |
2.903 |
|
| R3 |
3.038 |
2.993 |
2.875 |
|
| R2 |
2.937 |
2.937 |
2.866 |
|
| R1 |
2.892 |
2.892 |
2.856 |
2.915 |
| PP |
2.836 |
2.836 |
2.836 |
2.847 |
| S1 |
2.791 |
2.791 |
2.838 |
2.814 |
| S2 |
2.735 |
2.735 |
2.828 |
|
| S3 |
2.634 |
2.690 |
2.819 |
|
| S4 |
2.533 |
2.589 |
2.791 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.205 |
3.132 |
2.882 |
|
| R3 |
3.082 |
3.009 |
2.848 |
|
| R2 |
2.959 |
2.959 |
2.837 |
|
| R1 |
2.886 |
2.886 |
2.825 |
2.861 |
| PP |
2.836 |
2.836 |
2.836 |
2.823 |
| S1 |
2.763 |
2.763 |
2.803 |
2.738 |
| S2 |
2.713 |
2.713 |
2.791 |
|
| S3 |
2.590 |
2.640 |
2.780 |
|
| S4 |
2.467 |
2.517 |
2.746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.908 |
2.780 |
0.128 |
4.5% |
0.086 |
3.0% |
52% |
False |
True |
27,961 |
| 10 |
3.013 |
2.780 |
0.233 |
8.2% |
0.087 |
3.0% |
29% |
False |
True |
31,383 |
| 20 |
3.013 |
2.640 |
0.373 |
13.1% |
0.094 |
3.3% |
55% |
False |
False |
33,078 |
| 40 |
3.180 |
2.640 |
0.540 |
19.0% |
0.094 |
3.3% |
38% |
False |
False |
32,328 |
| 60 |
3.180 |
2.638 |
0.542 |
19.0% |
0.087 |
3.1% |
39% |
False |
False |
27,929 |
| 80 |
3.180 |
2.638 |
0.542 |
19.0% |
0.086 |
3.0% |
39% |
False |
False |
26,074 |
| 100 |
3.180 |
2.638 |
0.542 |
19.0% |
0.089 |
3.1% |
39% |
False |
False |
25,524 |
| 120 |
3.283 |
2.638 |
0.645 |
22.7% |
0.094 |
3.3% |
32% |
False |
False |
24,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.310 |
|
2.618 |
3.145 |
|
1.618 |
3.044 |
|
1.000 |
2.982 |
|
0.618 |
2.943 |
|
HIGH |
2.881 |
|
0.618 |
2.842 |
|
0.500 |
2.831 |
|
0.382 |
2.819 |
|
LOW |
2.780 |
|
0.618 |
2.718 |
|
1.000 |
2.679 |
|
1.618 |
2.617 |
|
2.618 |
2.516 |
|
4.250 |
2.351 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.842 |
2.846 |
| PP |
2.836 |
2.845 |
| S1 |
2.831 |
2.844 |
|