NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.840 |
2.869 |
0.029 |
1.0% |
2.852 |
| High |
2.874 |
2.891 |
0.017 |
0.6% |
2.908 |
| Low |
2.796 |
2.809 |
0.013 |
0.5% |
2.785 |
| Close |
2.869 |
2.831 |
-0.038 |
-1.3% |
2.814 |
| Range |
0.078 |
0.082 |
0.004 |
5.1% |
0.123 |
| ATR |
0.094 |
0.093 |
-0.001 |
-0.9% |
0.000 |
| Volume |
29,405 |
24,784 |
-4,621 |
-15.7% |
137,431 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.090 |
3.042 |
2.876 |
|
| R3 |
3.008 |
2.960 |
2.854 |
|
| R2 |
2.926 |
2.926 |
2.846 |
|
| R1 |
2.878 |
2.878 |
2.839 |
2.861 |
| PP |
2.844 |
2.844 |
2.844 |
2.835 |
| S1 |
2.796 |
2.796 |
2.823 |
2.779 |
| S2 |
2.762 |
2.762 |
2.816 |
|
| S3 |
2.680 |
2.714 |
2.808 |
|
| S4 |
2.598 |
2.632 |
2.786 |
|
|
| 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% |
0.088 |
3.1% |
40% |
False |
False |
28,440 |
| 10 |
2.938 |
2.780 |
0.158 |
5.6% |
0.083 |
2.9% |
32% |
False |
False |
30,276 |
| 20 |
3.013 |
2.640 |
0.373 |
13.2% |
0.091 |
3.2% |
51% |
False |
False |
32,739 |
| 40 |
3.180 |
2.640 |
0.540 |
19.1% |
0.095 |
3.4% |
35% |
False |
False |
32,857 |
| 60 |
3.180 |
2.638 |
0.542 |
19.1% |
0.088 |
3.1% |
36% |
False |
False |
28,369 |
| 80 |
3.180 |
2.638 |
0.542 |
19.1% |
0.086 |
3.0% |
36% |
False |
False |
26,230 |
| 100 |
3.180 |
2.638 |
0.542 |
19.1% |
0.089 |
3.2% |
36% |
False |
False |
25,755 |
| 120 |
3.283 |
2.638 |
0.645 |
22.8% |
0.093 |
3.3% |
30% |
False |
False |
24,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.240 |
|
2.618 |
3.106 |
|
1.618 |
3.024 |
|
1.000 |
2.973 |
|
0.618 |
2.942 |
|
HIGH |
2.891 |
|
0.618 |
2.860 |
|
0.500 |
2.850 |
|
0.382 |
2.840 |
|
LOW |
2.809 |
|
0.618 |
2.758 |
|
1.000 |
2.727 |
|
1.618 |
2.676 |
|
2.618 |
2.594 |
|
4.250 |
2.461 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.850 |
2.836 |
| PP |
2.844 |
2.834 |
| S1 |
2.837 |
2.833 |
|