NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 15-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.818 |
2.769 |
-0.049 |
-1.7% |
2.640 |
| High |
2.826 |
2.919 |
0.093 |
3.3% |
2.922 |
| Low |
2.744 |
2.764 |
0.020 |
0.7% |
2.624 |
| Close |
2.750 |
2.889 |
0.139 |
5.1% |
2.750 |
| Range |
0.082 |
0.155 |
0.073 |
89.0% |
0.298 |
| ATR |
0.105 |
0.110 |
0.005 |
4.3% |
0.000 |
| Volume |
144,900 |
169,330 |
24,430 |
16.9% |
976,550 |
|
| Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.322 |
3.261 |
2.974 |
|
| R3 |
3.167 |
3.106 |
2.932 |
|
| R2 |
3.012 |
3.012 |
2.917 |
|
| R1 |
2.951 |
2.951 |
2.903 |
2.982 |
| PP |
2.857 |
2.857 |
2.857 |
2.873 |
| S1 |
2.796 |
2.796 |
2.875 |
2.827 |
| S2 |
2.702 |
2.702 |
2.861 |
|
| S3 |
2.547 |
2.641 |
2.846 |
|
| S4 |
2.392 |
2.486 |
2.804 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.659 |
3.503 |
2.914 |
|
| R3 |
3.361 |
3.205 |
2.832 |
|
| R2 |
3.063 |
3.063 |
2.805 |
|
| R1 |
2.907 |
2.907 |
2.777 |
2.985 |
| PP |
2.765 |
2.765 |
2.765 |
2.805 |
| S1 |
2.609 |
2.609 |
2.723 |
2.687 |
| S2 |
2.467 |
2.467 |
2.695 |
|
| S3 |
2.169 |
2.311 |
2.668 |
|
| S4 |
1.871 |
2.013 |
2.586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.922 |
2.696 |
0.226 |
7.8% |
0.119 |
4.1% |
85% |
False |
False |
195,029 |
| 10 |
2.922 |
2.556 |
0.366 |
12.7% |
0.109 |
3.8% |
91% |
False |
False |
171,716 |
| 20 |
3.150 |
2.556 |
0.594 |
20.6% |
0.108 |
3.7% |
56% |
False |
False |
142,002 |
| 40 |
3.150 |
2.540 |
0.610 |
21.1% |
0.102 |
3.5% |
57% |
False |
False |
96,907 |
| 60 |
3.150 |
2.540 |
0.610 |
21.1% |
0.094 |
3.3% |
57% |
False |
False |
75,767 |
| 80 |
3.150 |
2.540 |
0.610 |
21.1% |
0.096 |
3.3% |
57% |
False |
False |
61,741 |
| 100 |
3.150 |
2.540 |
0.610 |
21.1% |
0.098 |
3.4% |
57% |
False |
False |
52,185 |
| 120 |
3.292 |
2.540 |
0.752 |
26.0% |
0.103 |
3.6% |
46% |
False |
False |
44,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.578 |
|
2.618 |
3.325 |
|
1.618 |
3.170 |
|
1.000 |
3.074 |
|
0.618 |
3.015 |
|
HIGH |
2.919 |
|
0.618 |
2.860 |
|
0.500 |
2.842 |
|
0.382 |
2.823 |
|
LOW |
2.764 |
|
0.618 |
2.668 |
|
1.000 |
2.609 |
|
1.618 |
2.513 |
|
2.618 |
2.358 |
|
4.250 |
2.105 |
|
|
| Fisher Pivots for day following 15-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.873 |
2.870 |
| PP |
2.857 |
2.851 |
| S1 |
2.842 |
2.832 |
|