NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 22-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.784 |
2.749 |
-0.035 |
-1.3% |
2.769 |
| High |
2.837 |
2.753 |
-0.084 |
-3.0% |
2.955 |
| Low |
2.739 |
2.715 |
-0.024 |
-0.9% |
2.739 |
| Close |
2.816 |
2.733 |
-0.083 |
-2.9% |
2.816 |
| Range |
0.098 |
0.038 |
-0.060 |
-61.2% |
0.216 |
| ATR |
0.109 |
0.108 |
-0.001 |
-0.5% |
0.000 |
| Volume |
117,265 |
117,991 |
726 |
0.6% |
759,137 |
|
| Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.848 |
2.828 |
2.754 |
|
| R3 |
2.810 |
2.790 |
2.743 |
|
| R2 |
2.772 |
2.772 |
2.740 |
|
| R1 |
2.752 |
2.752 |
2.736 |
2.743 |
| PP |
2.734 |
2.734 |
2.734 |
2.729 |
| S1 |
2.714 |
2.714 |
2.730 |
2.705 |
| S2 |
2.696 |
2.696 |
2.726 |
|
| S3 |
2.658 |
2.676 |
2.723 |
|
| S4 |
2.620 |
2.638 |
2.712 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.485 |
3.366 |
2.935 |
|
| R3 |
3.269 |
3.150 |
2.875 |
|
| R2 |
3.053 |
3.053 |
2.856 |
|
| R1 |
2.934 |
2.934 |
2.836 |
2.994 |
| PP |
2.837 |
2.837 |
2.837 |
2.866 |
| S1 |
2.718 |
2.718 |
2.796 |
2.778 |
| S2 |
2.621 |
2.621 |
2.776 |
|
| S3 |
2.405 |
2.502 |
2.757 |
|
| S4 |
2.189 |
2.286 |
2.697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.955 |
2.715 |
0.240 |
8.8% |
0.092 |
3.4% |
8% |
False |
True |
141,559 |
| 10 |
2.955 |
2.696 |
0.259 |
9.5% |
0.105 |
3.9% |
14% |
False |
False |
168,294 |
| 20 |
2.955 |
2.556 |
0.399 |
14.6% |
0.102 |
3.7% |
44% |
False |
False |
154,121 |
| 40 |
3.150 |
2.540 |
0.610 |
22.3% |
0.105 |
3.9% |
32% |
False |
False |
110,921 |
| 60 |
3.150 |
2.540 |
0.610 |
22.3% |
0.095 |
3.5% |
32% |
False |
False |
85,070 |
| 80 |
3.150 |
2.540 |
0.610 |
22.3% |
0.094 |
3.4% |
32% |
False |
False |
69,157 |
| 100 |
3.150 |
2.540 |
0.610 |
22.3% |
0.098 |
3.6% |
32% |
False |
False |
58,761 |
| 120 |
3.264 |
2.540 |
0.724 |
26.5% |
0.103 |
3.8% |
27% |
False |
False |
50,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.915 |
|
2.618 |
2.852 |
|
1.618 |
2.814 |
|
1.000 |
2.791 |
|
0.618 |
2.776 |
|
HIGH |
2.753 |
|
0.618 |
2.738 |
|
0.500 |
2.734 |
|
0.382 |
2.730 |
|
LOW |
2.715 |
|
0.618 |
2.692 |
|
1.000 |
2.677 |
|
1.618 |
2.654 |
|
2.618 |
2.616 |
|
4.250 |
2.554 |
|
|
| Fisher Pivots for day following 22-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.734 |
2.799 |
| PP |
2.734 |
2.777 |
| S1 |
2.733 |
2.755 |
|