NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3.070 |
3.012 |
-0.058 |
-1.9% |
2.850 |
| High |
3.090 |
3.012 |
-0.078 |
-2.5% |
3.096 |
| Low |
3.006 |
2.948 |
-0.058 |
-1.9% |
2.829 |
| Close |
3.018 |
2.949 |
-0.069 |
-2.3% |
2.949 |
| Range |
0.084 |
0.064 |
-0.020 |
-23.8% |
0.267 |
| ATR |
0.088 |
0.087 |
-0.001 |
-1.5% |
0.000 |
| Volume |
29,596 |
18,243 |
-11,353 |
-38.4% |
112,785 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.162 |
3.119 |
2.984 |
|
| R3 |
3.098 |
3.055 |
2.967 |
|
| R2 |
3.034 |
3.034 |
2.961 |
|
| R1 |
2.991 |
2.991 |
2.955 |
2.981 |
| PP |
2.970 |
2.970 |
2.970 |
2.964 |
| S1 |
2.927 |
2.927 |
2.943 |
2.917 |
| S2 |
2.906 |
2.906 |
2.937 |
|
| S3 |
2.842 |
2.863 |
2.931 |
|
| S4 |
2.778 |
2.799 |
2.914 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.759 |
3.621 |
3.096 |
|
| R3 |
3.492 |
3.354 |
3.022 |
|
| R2 |
3.225 |
3.225 |
2.998 |
|
| R1 |
3.087 |
3.087 |
2.973 |
3.156 |
| PP |
2.958 |
2.958 |
2.958 |
2.993 |
| S1 |
2.820 |
2.820 |
2.925 |
2.889 |
| S2 |
2.691 |
2.691 |
2.900 |
|
| S3 |
2.424 |
2.553 |
2.876 |
|
| S4 |
2.157 |
2.286 |
2.802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.096 |
2.829 |
0.267 |
9.1% |
0.092 |
3.1% |
45% |
False |
False |
22,557 |
| 10 |
3.096 |
2.770 |
0.326 |
11.1% |
0.085 |
2.9% |
55% |
False |
False |
18,581 |
| 20 |
3.254 |
2.770 |
0.484 |
16.4% |
0.085 |
2.9% |
37% |
False |
False |
15,438 |
| 40 |
3.254 |
2.764 |
0.490 |
16.6% |
0.078 |
2.6% |
38% |
False |
False |
12,349 |
| 60 |
3.254 |
2.750 |
0.504 |
17.1% |
0.075 |
2.5% |
39% |
False |
False |
10,146 |
| 80 |
3.254 |
2.750 |
0.504 |
17.1% |
0.075 |
2.5% |
39% |
False |
False |
9,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.284 |
|
2.618 |
3.180 |
|
1.618 |
3.116 |
|
1.000 |
3.076 |
|
0.618 |
3.052 |
|
HIGH |
3.012 |
|
0.618 |
2.988 |
|
0.500 |
2.980 |
|
0.382 |
2.972 |
|
LOW |
2.948 |
|
0.618 |
2.908 |
|
1.000 |
2.884 |
|
1.618 |
2.844 |
|
2.618 |
2.780 |
|
4.250 |
2.676 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.980 |
3.022 |
| PP |
2.970 |
2.998 |
| S1 |
2.959 |
2.973 |
|