NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3.084 |
3.074 |
-0.010 |
-0.3% |
2.850 |
| High |
3.100 |
3.118 |
0.018 |
0.6% |
3.096 |
| Low |
3.013 |
3.031 |
0.018 |
0.6% |
2.829 |
| Close |
3.068 |
3.040 |
-0.028 |
-0.9% |
2.949 |
| Range |
0.087 |
0.087 |
0.000 |
0.0% |
0.267 |
| ATR |
0.090 |
0.090 |
0.000 |
-0.3% |
0.000 |
| Volume |
19,305 |
15,315 |
-3,990 |
-20.7% |
112,785 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.324 |
3.269 |
3.088 |
|
| R3 |
3.237 |
3.182 |
3.064 |
|
| R2 |
3.150 |
3.150 |
3.056 |
|
| R1 |
3.095 |
3.095 |
3.048 |
3.079 |
| PP |
3.063 |
3.063 |
3.063 |
3.055 |
| S1 |
3.008 |
3.008 |
3.032 |
2.992 |
| S2 |
2.976 |
2.976 |
3.024 |
|
| S3 |
2.889 |
2.921 |
3.016 |
|
| S4 |
2.802 |
2.834 |
2.992 |
|
|
| 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 |
3.118 |
2.948 |
0.170 |
5.6% |
0.089 |
2.9% |
54% |
True |
False |
18,524 |
| 10 |
3.118 |
2.770 |
0.348 |
11.4% |
0.089 |
2.9% |
78% |
True |
False |
18,982 |
| 20 |
3.190 |
2.770 |
0.420 |
13.8% |
0.087 |
2.9% |
64% |
False |
False |
15,993 |
| 40 |
3.254 |
2.764 |
0.490 |
16.1% |
0.082 |
2.7% |
56% |
False |
False |
12,918 |
| 60 |
3.254 |
2.750 |
0.504 |
16.6% |
0.075 |
2.5% |
58% |
False |
False |
10,517 |
| 80 |
3.254 |
2.750 |
0.504 |
16.6% |
0.076 |
2.5% |
58% |
False |
False |
9,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.488 |
|
2.618 |
3.346 |
|
1.618 |
3.259 |
|
1.000 |
3.205 |
|
0.618 |
3.172 |
|
HIGH |
3.118 |
|
0.618 |
3.085 |
|
0.500 |
3.075 |
|
0.382 |
3.064 |
|
LOW |
3.031 |
|
0.618 |
2.977 |
|
1.000 |
2.944 |
|
1.618 |
2.890 |
|
2.618 |
2.803 |
|
4.250 |
2.661 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.075 |
3.043 |
| PP |
3.063 |
3.042 |
| S1 |
3.052 |
3.041 |
|