NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.726 |
2.769 |
0.043 |
1.6% |
2.769 |
| High |
2.779 |
2.854 |
0.075 |
2.7% |
2.955 |
| Low |
2.711 |
2.752 |
0.041 |
1.5% |
2.739 |
| Close |
2.759 |
2.850 |
0.091 |
3.3% |
2.816 |
| Range |
0.068 |
0.102 |
0.034 |
50.0% |
0.216 |
| ATR |
0.103 |
0.103 |
0.000 |
-0.1% |
0.000 |
| Volume |
39,837 |
60,077 |
20,240 |
50.8% |
759,137 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.125 |
3.089 |
2.906 |
|
| R3 |
3.023 |
2.987 |
2.878 |
|
| R2 |
2.921 |
2.921 |
2.869 |
|
| R1 |
2.885 |
2.885 |
2.859 |
2.903 |
| PP |
2.819 |
2.819 |
2.819 |
2.828 |
| S1 |
2.783 |
2.783 |
2.841 |
2.801 |
| S2 |
2.717 |
2.717 |
2.831 |
|
| S3 |
2.615 |
2.681 |
2.822 |
|
| S4 |
2.513 |
2.579 |
2.794 |
|
|
| 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 |
2.854 |
2.711 |
0.143 |
5.0% |
0.077 |
2.7% |
97% |
True |
False |
88,150 |
| 10 |
2.955 |
2.711 |
0.244 |
8.6% |
0.095 |
3.3% |
57% |
False |
False |
122,752 |
| 20 |
2.955 |
2.556 |
0.399 |
14.0% |
0.098 |
3.4% |
74% |
False |
False |
144,156 |
| 40 |
3.150 |
2.556 |
0.594 |
20.8% |
0.106 |
3.7% |
49% |
False |
False |
114,022 |
| 60 |
3.150 |
2.540 |
0.610 |
21.4% |
0.096 |
3.4% |
51% |
False |
False |
87,520 |
| 80 |
3.150 |
2.540 |
0.610 |
21.4% |
0.094 |
3.3% |
51% |
False |
False |
71,197 |
| 100 |
3.150 |
2.540 |
0.610 |
21.4% |
0.097 |
3.4% |
51% |
False |
False |
60,462 |
| 120 |
3.264 |
2.540 |
0.724 |
25.4% |
0.102 |
3.6% |
43% |
False |
False |
52,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.288 |
|
2.618 |
3.121 |
|
1.618 |
3.019 |
|
1.000 |
2.956 |
|
0.618 |
2.917 |
|
HIGH |
2.854 |
|
0.618 |
2.815 |
|
0.500 |
2.803 |
|
0.382 |
2.791 |
|
LOW |
2.752 |
|
0.618 |
2.689 |
|
1.000 |
2.650 |
|
1.618 |
2.587 |
|
2.618 |
2.485 |
|
4.250 |
2.319 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.834 |
2.828 |
| PP |
2.819 |
2.805 |
| S1 |
2.803 |
2.783 |
|