NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.915 |
2.950 |
0.035 |
1.2% |
2.994 |
| High |
2.970 |
3.013 |
0.043 |
1.4% |
3.118 |
| Low |
2.912 |
2.950 |
0.038 |
1.3% |
2.934 |
| Close |
2.950 |
3.012 |
0.062 |
2.1% |
2.997 |
| Range |
0.058 |
0.063 |
0.005 |
8.6% |
0.184 |
| ATR |
0.086 |
0.084 |
-0.002 |
-1.9% |
0.000 |
| Volume |
16,563 |
11,545 |
-5,018 |
-30.3% |
80,406 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.181 |
3.159 |
3.047 |
|
| R3 |
3.118 |
3.096 |
3.029 |
|
| R2 |
3.055 |
3.055 |
3.024 |
|
| R1 |
3.033 |
3.033 |
3.018 |
3.044 |
| PP |
2.992 |
2.992 |
2.992 |
2.997 |
| S1 |
2.970 |
2.970 |
3.006 |
2.981 |
| S2 |
2.929 |
2.929 |
3.000 |
|
| S3 |
2.866 |
2.907 |
2.995 |
|
| S4 |
2.803 |
2.844 |
2.977 |
|
|
| 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 |
3.013 |
2.905 |
0.108 |
3.6% |
0.062 |
2.1% |
99% |
True |
False |
16,398 |
| 10 |
3.118 |
2.905 |
0.213 |
7.1% |
0.075 |
2.5% |
50% |
False |
False |
16,568 |
| 20 |
3.118 |
2.770 |
0.348 |
11.6% |
0.081 |
2.7% |
70% |
False |
False |
17,659 |
| 40 |
3.254 |
2.770 |
0.484 |
16.1% |
0.085 |
2.8% |
50% |
False |
False |
14,640 |
| 60 |
3.254 |
2.750 |
0.504 |
16.7% |
0.076 |
2.5% |
52% |
False |
False |
11,794 |
| 80 |
3.254 |
2.750 |
0.504 |
16.7% |
0.075 |
2.5% |
52% |
False |
False |
10,201 |
| 100 |
3.254 |
2.750 |
0.504 |
16.7% |
0.077 |
2.6% |
52% |
False |
False |
9,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.281 |
|
2.618 |
3.178 |
|
1.618 |
3.115 |
|
1.000 |
3.076 |
|
0.618 |
3.052 |
|
HIGH |
3.013 |
|
0.618 |
2.989 |
|
0.500 |
2.982 |
|
0.382 |
2.974 |
|
LOW |
2.950 |
|
0.618 |
2.911 |
|
1.000 |
2.887 |
|
1.618 |
2.848 |
|
2.618 |
2.785 |
|
4.250 |
2.682 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.002 |
2.995 |
| PP |
2.992 |
2.978 |
| S1 |
2.982 |
2.961 |
|