NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.640 |
2.704 |
0.064 |
2.4% |
2.615 |
| High |
2.712 |
2.850 |
0.138 |
5.1% |
2.724 |
| Low |
2.624 |
2.696 |
0.072 |
2.7% |
2.556 |
| Close |
2.705 |
2.846 |
0.141 |
5.2% |
2.590 |
| Range |
0.088 |
0.154 |
0.066 |
75.0% |
0.168 |
| ATR |
0.104 |
0.108 |
0.004 |
3.4% |
0.000 |
| Volume |
170,731 |
246,116 |
75,385 |
44.2% |
697,217 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.259 |
3.207 |
2.931 |
|
| R3 |
3.105 |
3.053 |
2.888 |
|
| R2 |
2.951 |
2.951 |
2.874 |
|
| R1 |
2.899 |
2.899 |
2.860 |
2.925 |
| PP |
2.797 |
2.797 |
2.797 |
2.811 |
| S1 |
2.745 |
2.745 |
2.832 |
2.771 |
| S2 |
2.643 |
2.643 |
2.818 |
|
| S3 |
2.489 |
2.591 |
2.804 |
|
| S4 |
2.335 |
2.437 |
2.761 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.127 |
3.027 |
2.682 |
|
| R3 |
2.959 |
2.859 |
2.636 |
|
| R2 |
2.791 |
2.791 |
2.621 |
|
| R1 |
2.691 |
2.691 |
2.605 |
2.657 |
| PP |
2.623 |
2.623 |
2.623 |
2.607 |
| S1 |
2.523 |
2.523 |
2.575 |
2.489 |
| S2 |
2.455 |
2.455 |
2.559 |
|
| S3 |
2.287 |
2.355 |
2.544 |
|
| S4 |
2.119 |
2.187 |
2.498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.850 |
2.556 |
0.294 |
10.3% |
0.105 |
3.7% |
99% |
True |
False |
168,552 |
| 10 |
2.915 |
2.556 |
0.359 |
12.6% |
0.104 |
3.7% |
81% |
False |
False |
152,685 |
| 20 |
3.150 |
2.556 |
0.594 |
20.9% |
0.108 |
3.8% |
49% |
False |
False |
124,972 |
| 40 |
3.150 |
2.540 |
0.610 |
21.4% |
0.100 |
3.5% |
50% |
False |
False |
83,690 |
| 60 |
3.150 |
2.540 |
0.610 |
21.4% |
0.094 |
3.3% |
50% |
False |
False |
65,050 |
| 80 |
3.150 |
2.540 |
0.610 |
21.4% |
0.096 |
3.4% |
50% |
False |
False |
53,515 |
| 100 |
3.264 |
2.540 |
0.724 |
25.4% |
0.100 |
3.5% |
42% |
False |
False |
45,501 |
| 120 |
3.554 |
2.540 |
1.014 |
35.6% |
0.102 |
3.6% |
30% |
False |
False |
38,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.505 |
|
2.618 |
3.253 |
|
1.618 |
3.099 |
|
1.000 |
3.004 |
|
0.618 |
2.945 |
|
HIGH |
2.850 |
|
0.618 |
2.791 |
|
0.500 |
2.773 |
|
0.382 |
2.755 |
|
LOW |
2.696 |
|
0.618 |
2.601 |
|
1.000 |
2.542 |
|
1.618 |
2.447 |
|
2.618 |
2.293 |
|
4.250 |
2.042 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.822 |
2.803 |
| PP |
2.797 |
2.759 |
| S1 |
2.773 |
2.716 |
|