NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3.074 |
3.037 |
-0.037 |
-1.2% |
2.850 |
| High |
3.118 |
3.051 |
-0.067 |
-2.1% |
3.096 |
| Low |
3.031 |
2.967 |
-0.064 |
-2.1% |
2.829 |
| Close |
3.040 |
2.968 |
-0.072 |
-2.4% |
2.949 |
| Range |
0.087 |
0.084 |
-0.003 |
-3.4% |
0.267 |
| ATR |
0.090 |
0.090 |
0.000 |
-0.5% |
0.000 |
| Volume |
15,315 |
20,673 |
5,358 |
35.0% |
112,785 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.247 |
3.192 |
3.014 |
|
| R3 |
3.163 |
3.108 |
2.991 |
|
| R2 |
3.079 |
3.079 |
2.983 |
|
| R1 |
3.024 |
3.024 |
2.976 |
3.010 |
| PP |
2.995 |
2.995 |
2.995 |
2.988 |
| S1 |
2.940 |
2.940 |
2.960 |
2.926 |
| S2 |
2.911 |
2.911 |
2.953 |
|
| S3 |
2.827 |
2.856 |
2.945 |
|
| S4 |
2.743 |
2.772 |
2.922 |
|
|
| 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 |
5.7% |
0.089 |
3.0% |
12% |
False |
False |
16,739 |
| 10 |
3.118 |
2.793 |
0.325 |
11.0% |
0.089 |
3.0% |
54% |
False |
False |
19,498 |
| 20 |
3.190 |
2.770 |
0.420 |
14.2% |
0.087 |
2.9% |
47% |
False |
False |
16,232 |
| 40 |
3.254 |
2.764 |
0.490 |
16.5% |
0.083 |
2.8% |
42% |
False |
False |
13,324 |
| 60 |
3.254 |
2.750 |
0.504 |
17.0% |
0.076 |
2.6% |
43% |
False |
False |
10,796 |
| 80 |
3.254 |
2.750 |
0.504 |
17.0% |
0.076 |
2.5% |
43% |
False |
False |
9,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.408 |
|
2.618 |
3.271 |
|
1.618 |
3.187 |
|
1.000 |
3.135 |
|
0.618 |
3.103 |
|
HIGH |
3.051 |
|
0.618 |
3.019 |
|
0.500 |
3.009 |
|
0.382 |
2.999 |
|
LOW |
2.967 |
|
0.618 |
2.915 |
|
1.000 |
2.883 |
|
1.618 |
2.831 |
|
2.618 |
2.747 |
|
4.250 |
2.610 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.009 |
3.043 |
| PP |
2.995 |
3.018 |
| S1 |
2.982 |
2.993 |
|