NYMEX Natural Gas Future December 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 |
3.135 |
3.189 |
0.054 |
1.7% |
3.144 |
| High |
3.196 |
3.193 |
-0.003 |
-0.1% |
3.196 |
| Low |
3.135 |
3.101 |
-0.034 |
-1.1% |
3.097 |
| Close |
3.194 |
3.106 |
-0.088 |
-2.8% |
3.106 |
| Range |
0.061 |
0.092 |
0.031 |
50.8% |
0.099 |
| ATR |
0.077 |
0.078 |
0.001 |
1.5% |
0.000 |
| Volume |
5,273 |
15,369 |
10,096 |
191.5% |
46,948 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.409 |
3.350 |
3.157 |
|
| R3 |
3.317 |
3.258 |
3.131 |
|
| R2 |
3.225 |
3.225 |
3.123 |
|
| R1 |
3.166 |
3.166 |
3.114 |
3.150 |
| PP |
3.133 |
3.133 |
3.133 |
3.125 |
| S1 |
3.074 |
3.074 |
3.098 |
3.058 |
| S2 |
3.041 |
3.041 |
3.089 |
|
| S3 |
2.949 |
2.982 |
3.081 |
|
| S4 |
2.857 |
2.890 |
3.055 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.430 |
3.367 |
3.160 |
|
| R3 |
3.331 |
3.268 |
3.133 |
|
| R2 |
3.232 |
3.232 |
3.124 |
|
| R1 |
3.169 |
3.169 |
3.115 |
3.151 |
| PP |
3.133 |
3.133 |
3.133 |
3.124 |
| S1 |
3.070 |
3.070 |
3.097 |
3.052 |
| S2 |
3.034 |
3.034 |
3.088 |
|
| S3 |
2.935 |
2.971 |
3.079 |
|
| S4 |
2.836 |
2.872 |
3.052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.196 |
3.097 |
0.099 |
3.2% |
0.064 |
2.1% |
9% |
False |
False |
9,389 |
| 10 |
3.283 |
3.097 |
0.186 |
6.0% |
0.073 |
2.3% |
5% |
False |
False |
10,150 |
| 20 |
3.283 |
2.969 |
0.314 |
10.1% |
0.075 |
2.4% |
44% |
False |
False |
10,919 |
| 40 |
3.391 |
2.969 |
0.422 |
13.6% |
0.076 |
2.5% |
32% |
False |
False |
9,329 |
| 60 |
3.391 |
2.927 |
0.464 |
14.9% |
0.071 |
2.3% |
39% |
False |
False |
7,795 |
| 80 |
3.391 |
2.927 |
0.464 |
14.9% |
0.069 |
2.2% |
39% |
False |
False |
6,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.584 |
|
2.618 |
3.434 |
|
1.618 |
3.342 |
|
1.000 |
3.285 |
|
0.618 |
3.250 |
|
HIGH |
3.193 |
|
0.618 |
3.158 |
|
0.500 |
3.147 |
|
0.382 |
3.136 |
|
LOW |
3.101 |
|
0.618 |
3.044 |
|
1.000 |
3.009 |
|
1.618 |
2.952 |
|
2.618 |
2.860 |
|
4.250 |
2.710 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.147 |
3.149 |
| PP |
3.133 |
3.134 |
| S1 |
3.120 |
3.120 |
|