NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.994 |
3.084 |
0.090 |
3.0% |
2.850 |
| High |
3.088 |
3.100 |
0.012 |
0.4% |
3.096 |
| Low |
2.967 |
3.013 |
0.046 |
1.6% |
2.829 |
| Close |
3.067 |
3.068 |
0.001 |
0.0% |
2.949 |
| Range |
0.121 |
0.087 |
-0.034 |
-28.1% |
0.267 |
| ATR |
0.091 |
0.090 |
0.000 |
-0.3% |
0.000 |
| Volume |
10,161 |
19,305 |
9,144 |
90.0% |
112,785 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.321 |
3.282 |
3.116 |
|
| R3 |
3.234 |
3.195 |
3.092 |
|
| R2 |
3.147 |
3.147 |
3.084 |
|
| R1 |
3.108 |
3.108 |
3.076 |
3.084 |
| PP |
3.060 |
3.060 |
3.060 |
3.049 |
| S1 |
3.021 |
3.021 |
3.060 |
2.997 |
| S2 |
2.973 |
2.973 |
3.052 |
|
| S3 |
2.886 |
2.934 |
3.044 |
|
| S4 |
2.799 |
2.847 |
3.020 |
|
|
| 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 |
3.100 |
2.948 |
0.152 |
5.0% |
0.088 |
2.9% |
79% |
True |
False |
21,324 |
| 10 |
3.100 |
2.770 |
0.330 |
10.8% |
0.088 |
2.9% |
90% |
True |
False |
19,055 |
| 20 |
3.254 |
2.770 |
0.484 |
15.8% |
0.090 |
2.9% |
62% |
False |
False |
15,585 |
| 40 |
3.254 |
2.764 |
0.490 |
16.0% |
0.081 |
2.6% |
62% |
False |
False |
12,703 |
| 60 |
3.254 |
2.750 |
0.504 |
16.4% |
0.075 |
2.4% |
63% |
False |
False |
10,345 |
| 80 |
3.254 |
2.750 |
0.504 |
16.4% |
0.076 |
2.5% |
63% |
False |
False |
9,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.470 |
|
2.618 |
3.328 |
|
1.618 |
3.241 |
|
1.000 |
3.187 |
|
0.618 |
3.154 |
|
HIGH |
3.100 |
|
0.618 |
3.067 |
|
0.500 |
3.057 |
|
0.382 |
3.046 |
|
LOW |
3.013 |
|
0.618 |
2.959 |
|
1.000 |
2.926 |
|
1.618 |
2.872 |
|
2.618 |
2.785 |
|
4.250 |
2.643 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.064 |
3.053 |
| PP |
3.060 |
3.039 |
| S1 |
3.057 |
3.024 |
|