NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.907 |
2.903 |
-0.004 |
-0.1% |
2.640 |
| High |
2.929 |
2.955 |
0.026 |
0.9% |
2.922 |
| Low |
2.831 |
2.839 |
0.008 |
0.3% |
2.624 |
| Close |
2.894 |
2.855 |
-0.039 |
-1.3% |
2.750 |
| Range |
0.098 |
0.116 |
0.018 |
18.4% |
0.298 |
| ATR |
0.109 |
0.109 |
0.001 |
0.5% |
0.000 |
| Volume |
157,271 |
166,029 |
8,758 |
5.6% |
976,550 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.231 |
3.159 |
2.919 |
|
| R3 |
3.115 |
3.043 |
2.887 |
|
| R2 |
2.999 |
2.999 |
2.876 |
|
| R1 |
2.927 |
2.927 |
2.866 |
2.905 |
| PP |
2.883 |
2.883 |
2.883 |
2.872 |
| S1 |
2.811 |
2.811 |
2.844 |
2.789 |
| S2 |
2.767 |
2.767 |
2.834 |
|
| S3 |
2.651 |
2.695 |
2.823 |
|
| S4 |
2.535 |
2.579 |
2.791 |
|
|
| 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 |
2.955 |
2.744 |
0.211 |
7.4% |
0.111 |
3.9% |
53% |
True |
False |
165,297 |
| 10 |
2.955 |
2.556 |
0.399 |
14.0% |
0.108 |
3.8% |
75% |
True |
False |
176,697 |
| 20 |
3.081 |
2.556 |
0.525 |
18.4% |
0.107 |
3.7% |
57% |
False |
False |
149,461 |
| 40 |
3.150 |
2.540 |
0.610 |
21.4% |
0.104 |
3.6% |
52% |
False |
False |
103,721 |
| 60 |
3.150 |
2.540 |
0.610 |
21.4% |
0.095 |
3.3% |
52% |
False |
False |
80,025 |
| 80 |
3.150 |
2.540 |
0.610 |
21.4% |
0.095 |
3.3% |
52% |
False |
False |
65,038 |
| 100 |
3.150 |
2.540 |
0.610 |
21.4% |
0.098 |
3.4% |
52% |
False |
False |
55,179 |
| 120 |
3.264 |
2.540 |
0.724 |
25.4% |
0.103 |
3.6% |
44% |
False |
False |
47,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.448 |
|
2.618 |
3.259 |
|
1.618 |
3.143 |
|
1.000 |
3.071 |
|
0.618 |
3.027 |
|
HIGH |
2.955 |
|
0.618 |
2.911 |
|
0.500 |
2.897 |
|
0.382 |
2.883 |
|
LOW |
2.839 |
|
0.618 |
2.767 |
|
1.000 |
2.723 |
|
1.618 |
2.651 |
|
2.618 |
2.535 |
|
4.250 |
2.346 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.897 |
2.860 |
| PP |
2.883 |
2.858 |
| S1 |
2.869 |
2.857 |
|