NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.869 |
2.850 |
-0.019 |
-0.7% |
2.852 |
| High |
2.891 |
2.925 |
0.034 |
1.2% |
2.908 |
| Low |
2.809 |
2.849 |
0.040 |
1.4% |
2.785 |
| Close |
2.831 |
2.867 |
0.036 |
1.3% |
2.814 |
| Range |
0.082 |
0.076 |
-0.006 |
-7.3% |
0.123 |
| ATR |
0.093 |
0.093 |
0.000 |
0.1% |
0.000 |
| Volume |
24,784 |
26,440 |
1,656 |
6.7% |
137,431 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.108 |
3.064 |
2.909 |
|
| R3 |
3.032 |
2.988 |
2.888 |
|
| R2 |
2.956 |
2.956 |
2.881 |
|
| R1 |
2.912 |
2.912 |
2.874 |
2.934 |
| PP |
2.880 |
2.880 |
2.880 |
2.892 |
| S1 |
2.836 |
2.836 |
2.860 |
2.858 |
| S2 |
2.804 |
2.804 |
2.853 |
|
| S3 |
2.728 |
2.760 |
2.846 |
|
| S4 |
2.652 |
2.684 |
2.825 |
|
|
| 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 |
2.925 |
2.780 |
0.145 |
5.1% |
0.086 |
3.0% |
60% |
True |
False |
30,842 |
| 10 |
2.925 |
2.780 |
0.145 |
5.1% |
0.082 |
2.9% |
60% |
True |
False |
28,447 |
| 20 |
3.013 |
2.663 |
0.350 |
12.2% |
0.090 |
3.1% |
58% |
False |
False |
32,774 |
| 40 |
3.180 |
2.640 |
0.540 |
18.8% |
0.095 |
3.3% |
42% |
False |
False |
33,089 |
| 60 |
3.180 |
2.638 |
0.542 |
18.9% |
0.088 |
3.1% |
42% |
False |
False |
28,524 |
| 80 |
3.180 |
2.638 |
0.542 |
18.9% |
0.087 |
3.0% |
42% |
False |
False |
26,272 |
| 100 |
3.180 |
2.638 |
0.542 |
18.9% |
0.089 |
3.1% |
42% |
False |
False |
25,851 |
| 120 |
3.283 |
2.638 |
0.645 |
22.5% |
0.093 |
3.3% |
36% |
False |
False |
24,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.248 |
|
2.618 |
3.124 |
|
1.618 |
3.048 |
|
1.000 |
3.001 |
|
0.618 |
2.972 |
|
HIGH |
2.925 |
|
0.618 |
2.896 |
|
0.500 |
2.887 |
|
0.382 |
2.878 |
|
LOW |
2.849 |
|
0.618 |
2.802 |
|
1.000 |
2.773 |
|
1.618 |
2.726 |
|
2.618 |
2.650 |
|
4.250 |
2.526 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.887 |
2.865 |
| PP |
2.880 |
2.863 |
| S1 |
2.874 |
2.861 |
|