NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.918 |
2.915 |
-0.003 |
-0.1% |
2.994 |
| High |
2.985 |
2.970 |
-0.015 |
-0.5% |
3.118 |
| Low |
2.908 |
2.912 |
0.004 |
0.1% |
2.934 |
| Close |
2.920 |
2.950 |
0.030 |
1.0% |
2.997 |
| Range |
0.077 |
0.058 |
-0.019 |
-24.7% |
0.184 |
| ATR |
0.088 |
0.086 |
-0.002 |
-2.4% |
0.000 |
| Volume |
19,560 |
16,563 |
-2,997 |
-15.3% |
80,406 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.118 |
3.092 |
2.982 |
|
| R3 |
3.060 |
3.034 |
2.966 |
|
| R2 |
3.002 |
3.002 |
2.961 |
|
| R1 |
2.976 |
2.976 |
2.955 |
2.989 |
| PP |
2.944 |
2.944 |
2.944 |
2.951 |
| S1 |
2.918 |
2.918 |
2.945 |
2.931 |
| S2 |
2.886 |
2.886 |
2.939 |
|
| S3 |
2.828 |
2.860 |
2.934 |
|
| S4 |
2.770 |
2.802 |
2.918 |
|
|
| 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 |
3.051 |
2.905 |
0.146 |
4.9% |
0.066 |
2.2% |
31% |
False |
False |
18,223 |
| 10 |
3.118 |
2.905 |
0.213 |
7.2% |
0.077 |
2.6% |
21% |
False |
False |
18,373 |
| 20 |
3.118 |
2.770 |
0.348 |
11.8% |
0.083 |
2.8% |
52% |
False |
False |
17,570 |
| 40 |
3.254 |
2.770 |
0.484 |
16.4% |
0.085 |
2.9% |
37% |
False |
False |
14,487 |
| 60 |
3.254 |
2.750 |
0.504 |
17.1% |
0.076 |
2.6% |
40% |
False |
False |
11,660 |
| 80 |
3.254 |
2.750 |
0.504 |
17.1% |
0.074 |
2.5% |
40% |
False |
False |
10,098 |
| 100 |
3.254 |
2.750 |
0.504 |
17.1% |
0.077 |
2.6% |
40% |
False |
False |
9,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.217 |
|
2.618 |
3.122 |
|
1.618 |
3.064 |
|
1.000 |
3.028 |
|
0.618 |
3.006 |
|
HIGH |
2.970 |
|
0.618 |
2.948 |
|
0.500 |
2.941 |
|
0.382 |
2.934 |
|
LOW |
2.912 |
|
0.618 |
2.876 |
|
1.000 |
2.854 |
|
1.618 |
2.818 |
|
2.618 |
2.760 |
|
4.250 |
2.666 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.947 |
2.948 |
| PP |
2.944 |
2.947 |
| S1 |
2.941 |
2.945 |
|