NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.807 |
2.840 |
0.033 |
1.2% |
2.852 |
| High |
2.881 |
2.874 |
-0.007 |
-0.2% |
2.908 |
| Low |
2.780 |
2.796 |
0.016 |
0.6% |
2.785 |
| Close |
2.847 |
2.869 |
0.022 |
0.8% |
2.814 |
| Range |
0.101 |
0.078 |
-0.023 |
-22.8% |
0.123 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.3% |
0.000 |
| Volume |
32,489 |
29,405 |
-3,084 |
-9.5% |
137,431 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.080 |
3.053 |
2.912 |
|
| R3 |
3.002 |
2.975 |
2.890 |
|
| R2 |
2.924 |
2.924 |
2.883 |
|
| R1 |
2.897 |
2.897 |
2.876 |
2.911 |
| PP |
2.846 |
2.846 |
2.846 |
2.853 |
| S1 |
2.819 |
2.819 |
2.862 |
2.833 |
| S2 |
2.768 |
2.768 |
2.855 |
|
| S3 |
2.690 |
2.741 |
2.848 |
|
| S4 |
2.612 |
2.663 |
2.826 |
|
|
| 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% |
0.085 |
3.0% |
70% |
False |
False |
27,935 |
| 10 |
3.013 |
2.780 |
0.233 |
8.1% |
0.085 |
3.0% |
38% |
False |
False |
30,812 |
| 20 |
3.013 |
2.640 |
0.373 |
13.0% |
0.092 |
3.2% |
61% |
False |
False |
33,164 |
| 40 |
3.180 |
2.640 |
0.540 |
18.8% |
0.094 |
3.3% |
42% |
False |
False |
32,588 |
| 60 |
3.180 |
2.638 |
0.542 |
18.9% |
0.087 |
3.0% |
43% |
False |
False |
28,108 |
| 80 |
3.180 |
2.638 |
0.542 |
18.9% |
0.086 |
3.0% |
43% |
False |
False |
26,152 |
| 100 |
3.180 |
2.638 |
0.542 |
18.9% |
0.089 |
3.1% |
43% |
False |
False |
25,654 |
| 120 |
3.283 |
2.638 |
0.645 |
22.5% |
0.094 |
3.3% |
36% |
False |
False |
24,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.206 |
|
2.618 |
3.078 |
|
1.618 |
3.000 |
|
1.000 |
2.952 |
|
0.618 |
2.922 |
|
HIGH |
2.874 |
|
0.618 |
2.844 |
|
0.500 |
2.835 |
|
0.382 |
2.826 |
|
LOW |
2.796 |
|
0.618 |
2.748 |
|
1.000 |
2.718 |
|
1.618 |
2.670 |
|
2.618 |
2.592 |
|
4.250 |
2.465 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.858 |
2.860 |
| PP |
2.846 |
2.850 |
| S1 |
2.835 |
2.841 |
|