NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.903 |
2.850 |
-0.053 |
-1.8% |
2.640 |
| High |
2.955 |
2.882 |
-0.073 |
-2.5% |
2.922 |
| Low |
2.839 |
2.772 |
-0.067 |
-2.4% |
2.624 |
| Close |
2.855 |
2.777 |
-0.078 |
-2.7% |
2.750 |
| Range |
0.116 |
0.110 |
-0.006 |
-5.2% |
0.298 |
| ATR |
0.109 |
0.109 |
0.000 |
0.0% |
0.000 |
| Volume |
166,029 |
149,242 |
-16,787 |
-10.1% |
976,550 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.140 |
3.069 |
2.838 |
|
| R3 |
3.030 |
2.959 |
2.807 |
|
| R2 |
2.920 |
2.920 |
2.797 |
|
| R1 |
2.849 |
2.849 |
2.787 |
2.830 |
| PP |
2.810 |
2.810 |
2.810 |
2.801 |
| S1 |
2.739 |
2.739 |
2.767 |
2.720 |
| S2 |
2.700 |
2.700 |
2.757 |
|
| S3 |
2.590 |
2.629 |
2.747 |
|
| S4 |
2.480 |
2.519 |
2.717 |
|
|
| 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 |
7.6% |
0.112 |
4.0% |
16% |
False |
False |
157,354 |
| 10 |
2.955 |
2.581 |
0.374 |
13.5% |
0.107 |
3.9% |
52% |
False |
False |
174,998 |
| 20 |
3.081 |
2.556 |
0.525 |
18.9% |
0.106 |
3.8% |
42% |
False |
False |
153,023 |
| 40 |
3.150 |
2.540 |
0.610 |
22.0% |
0.105 |
3.8% |
39% |
False |
False |
106,605 |
| 60 |
3.150 |
2.540 |
0.610 |
22.0% |
0.096 |
3.4% |
39% |
False |
False |
81,965 |
| 80 |
3.150 |
2.540 |
0.610 |
22.0% |
0.095 |
3.4% |
39% |
False |
False |
66,618 |
| 100 |
3.150 |
2.540 |
0.610 |
22.0% |
0.098 |
3.5% |
39% |
False |
False |
56,584 |
| 120 |
3.264 |
2.540 |
0.724 |
26.1% |
0.103 |
3.7% |
33% |
False |
False |
48,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.350 |
|
2.618 |
3.170 |
|
1.618 |
3.060 |
|
1.000 |
2.992 |
|
0.618 |
2.950 |
|
HIGH |
2.882 |
|
0.618 |
2.840 |
|
0.500 |
2.827 |
|
0.382 |
2.814 |
|
LOW |
2.772 |
|
0.618 |
2.704 |
|
1.000 |
2.662 |
|
1.618 |
2.594 |
|
2.618 |
2.484 |
|
4.250 |
2.305 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.827 |
2.864 |
| PP |
2.810 |
2.835 |
| S1 |
2.794 |
2.806 |
|