NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3.012 |
2.994 |
-0.018 |
-0.6% |
2.850 |
| High |
3.012 |
3.088 |
0.076 |
2.5% |
3.096 |
| Low |
2.948 |
2.967 |
0.019 |
0.6% |
2.829 |
| Close |
2.949 |
3.067 |
0.118 |
4.0% |
2.949 |
| Range |
0.064 |
0.121 |
0.057 |
89.1% |
0.267 |
| ATR |
0.087 |
0.091 |
0.004 |
4.3% |
0.000 |
| Volume |
18,243 |
10,161 |
-8,082 |
-44.3% |
112,785 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.404 |
3.356 |
3.134 |
|
| R3 |
3.283 |
3.235 |
3.100 |
|
| R2 |
3.162 |
3.162 |
3.089 |
|
| R1 |
3.114 |
3.114 |
3.078 |
3.138 |
| PP |
3.041 |
3.041 |
3.041 |
3.053 |
| S1 |
2.993 |
2.993 |
3.056 |
3.017 |
| S2 |
2.920 |
2.920 |
3.045 |
|
| S3 |
2.799 |
2.872 |
3.034 |
|
| S4 |
2.678 |
2.751 |
3.000 |
|
|
| 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 |
2.902 |
0.194 |
6.3% |
0.098 |
3.2% |
85% |
False |
False |
21,078 |
| 10 |
3.096 |
2.770 |
0.326 |
10.6% |
0.090 |
2.9% |
91% |
False |
False |
18,440 |
| 20 |
3.254 |
2.770 |
0.484 |
15.8% |
0.088 |
2.9% |
61% |
False |
False |
15,058 |
| 40 |
3.254 |
2.764 |
0.490 |
16.0% |
0.080 |
2.6% |
62% |
False |
False |
12,341 |
| 60 |
3.254 |
2.750 |
0.504 |
16.4% |
0.075 |
2.4% |
63% |
False |
False |
10,155 |
| 80 |
3.254 |
2.750 |
0.504 |
16.4% |
0.076 |
2.5% |
63% |
False |
False |
9,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.602 |
|
2.618 |
3.405 |
|
1.618 |
3.284 |
|
1.000 |
3.209 |
|
0.618 |
3.163 |
|
HIGH |
3.088 |
|
0.618 |
3.042 |
|
0.500 |
3.028 |
|
0.382 |
3.013 |
|
LOW |
2.967 |
|
0.618 |
2.892 |
|
1.000 |
2.846 |
|
1.618 |
2.771 |
|
2.618 |
2.650 |
|
4.250 |
2.453 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.054 |
3.051 |
| PP |
3.041 |
3.035 |
| S1 |
3.028 |
3.019 |
|