NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
3.002 |
0.052 |
1.8% |
2.928 |
| High |
3.013 |
3.010 |
-0.003 |
-0.1% |
3.013 |
| Low |
2.950 |
2.920 |
-0.030 |
-1.0% |
2.905 |
| Close |
3.012 |
2.923 |
-0.089 |
-3.0% |
2.923 |
| Range |
0.063 |
0.090 |
0.027 |
42.9% |
0.108 |
| ATR |
0.084 |
0.085 |
0.001 |
0.7% |
0.000 |
| Volume |
11,545 |
28,404 |
16,859 |
146.0% |
95,443 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.221 |
3.162 |
2.973 |
|
| R3 |
3.131 |
3.072 |
2.948 |
|
| R2 |
3.041 |
3.041 |
2.940 |
|
| R1 |
2.982 |
2.982 |
2.931 |
2.967 |
| PP |
2.951 |
2.951 |
2.951 |
2.943 |
| S1 |
2.892 |
2.892 |
2.915 |
2.877 |
| S2 |
2.861 |
2.861 |
2.907 |
|
| S3 |
2.771 |
2.802 |
2.898 |
|
| S4 |
2.681 |
2.712 |
2.874 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.271 |
3.205 |
2.982 |
|
| R3 |
3.163 |
3.097 |
2.953 |
|
| R2 |
3.055 |
3.055 |
2.943 |
|
| R1 |
2.989 |
2.989 |
2.933 |
2.968 |
| PP |
2.947 |
2.947 |
2.947 |
2.937 |
| S1 |
2.881 |
2.881 |
2.913 |
2.860 |
| S2 |
2.839 |
2.839 |
2.903 |
|
| S3 |
2.731 |
2.773 |
2.893 |
|
| S4 |
2.623 |
2.665 |
2.864 |
|
|
| 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 |
3.7% |
0.065 |
2.2% |
17% |
False |
False |
19,088 |
| 10 |
3.118 |
2.905 |
0.213 |
7.3% |
0.078 |
2.7% |
8% |
False |
False |
17,584 |
| 20 |
3.118 |
2.770 |
0.348 |
11.9% |
0.081 |
2.8% |
44% |
False |
False |
18,083 |
| 40 |
3.254 |
2.770 |
0.484 |
16.6% |
0.083 |
2.8% |
32% |
False |
False |
15,211 |
| 60 |
3.254 |
2.750 |
0.504 |
17.2% |
0.077 |
2.6% |
34% |
False |
False |
12,207 |
| 80 |
3.254 |
2.750 |
0.504 |
17.2% |
0.075 |
2.6% |
34% |
False |
False |
10,527 |
| 100 |
3.254 |
2.750 |
0.504 |
17.2% |
0.077 |
2.6% |
34% |
False |
False |
9,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.393 |
|
2.618 |
3.246 |
|
1.618 |
3.156 |
|
1.000 |
3.100 |
|
0.618 |
3.066 |
|
HIGH |
3.010 |
|
0.618 |
2.976 |
|
0.500 |
2.965 |
|
0.382 |
2.954 |
|
LOW |
2.920 |
|
0.618 |
2.864 |
|
1.000 |
2.830 |
|
1.618 |
2.774 |
|
2.618 |
2.684 |
|
4.250 |
2.538 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.965 |
2.963 |
| PP |
2.951 |
2.949 |
| S1 |
2.937 |
2.936 |
|