NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.970 |
2.928 |
-0.042 |
-1.4% |
2.994 |
| High |
3.009 |
2.942 |
-0.067 |
-2.2% |
3.118 |
| Low |
2.934 |
2.905 |
-0.029 |
-1.0% |
2.934 |
| Close |
2.997 |
2.929 |
-0.068 |
-2.3% |
2.997 |
| Range |
0.075 |
0.037 |
-0.038 |
-50.7% |
0.184 |
| ATR |
0.089 |
0.089 |
0.000 |
0.3% |
0.000 |
| Volume |
14,952 |
19,371 |
4,419 |
29.6% |
80,406 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.036 |
3.020 |
2.949 |
|
| R3 |
2.999 |
2.983 |
2.939 |
|
| R2 |
2.962 |
2.962 |
2.936 |
|
| R1 |
2.946 |
2.946 |
2.932 |
2.954 |
| PP |
2.925 |
2.925 |
2.925 |
2.930 |
| S1 |
2.909 |
2.909 |
2.926 |
2.917 |
| S2 |
2.888 |
2.888 |
2.922 |
|
| S3 |
2.851 |
2.872 |
2.919 |
|
| S4 |
2.814 |
2.835 |
2.909 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.568 |
3.467 |
3.098 |
|
| R3 |
3.384 |
3.283 |
3.048 |
|
| R2 |
3.200 |
3.200 |
3.031 |
|
| R1 |
3.099 |
3.099 |
3.014 |
3.150 |
| PP |
3.016 |
3.016 |
3.016 |
3.042 |
| S1 |
2.915 |
2.915 |
2.980 |
2.966 |
| S2 |
2.832 |
2.832 |
2.963 |
|
| S3 |
2.648 |
2.731 |
2.946 |
|
| S4 |
2.464 |
2.547 |
2.896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.118 |
2.905 |
0.213 |
7.3% |
0.074 |
2.5% |
11% |
False |
True |
17,923 |
| 10 |
3.118 |
2.902 |
0.216 |
7.4% |
0.086 |
2.9% |
13% |
False |
False |
19,500 |
| 20 |
3.118 |
2.770 |
0.348 |
11.9% |
0.084 |
2.9% |
46% |
False |
False |
16,626 |
| 40 |
3.254 |
2.764 |
0.490 |
16.7% |
0.083 |
2.8% |
34% |
False |
False |
13,917 |
| 60 |
3.254 |
2.750 |
0.504 |
17.2% |
0.075 |
2.6% |
36% |
False |
False |
11,210 |
| 80 |
3.254 |
2.750 |
0.504 |
17.2% |
0.074 |
2.5% |
36% |
False |
False |
9,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.099 |
|
2.618 |
3.039 |
|
1.618 |
3.002 |
|
1.000 |
2.979 |
|
0.618 |
2.965 |
|
HIGH |
2.942 |
|
0.618 |
2.928 |
|
0.500 |
2.924 |
|
0.382 |
2.919 |
|
LOW |
2.905 |
|
0.618 |
2.882 |
|
1.000 |
2.868 |
|
1.618 |
2.845 |
|
2.618 |
2.808 |
|
4.250 |
2.748 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.927 |
2.978 |
| PP |
2.925 |
2.962 |
| S1 |
2.924 |
2.945 |
|