NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.769 |
2.841 |
0.072 |
2.6% |
2.749 |
| High |
2.854 |
2.846 |
-0.008 |
-0.3% |
2.854 |
| Low |
2.752 |
2.743 |
-0.009 |
-0.3% |
2.711 |
| Close |
2.850 |
2.773 |
-0.077 |
-2.7% |
2.773 |
| Range |
0.102 |
0.103 |
0.001 |
1.0% |
0.143 |
| ATR |
0.103 |
0.103 |
0.000 |
0.3% |
0.000 |
| Volume |
60,077 |
10,396 |
-49,681 |
-82.7% |
333,883 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.038 |
2.830 |
|
| R3 |
2.993 |
2.935 |
2.801 |
|
| R2 |
2.890 |
2.890 |
2.792 |
|
| R1 |
2.832 |
2.832 |
2.782 |
2.810 |
| PP |
2.787 |
2.787 |
2.787 |
2.776 |
| S1 |
2.729 |
2.729 |
2.764 |
2.707 |
| S2 |
2.684 |
2.684 |
2.754 |
|
| S3 |
2.581 |
2.626 |
2.745 |
|
| S4 |
2.478 |
2.523 |
2.716 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.208 |
3.134 |
2.852 |
|
| R3 |
3.065 |
2.991 |
2.812 |
|
| R2 |
2.922 |
2.922 |
2.799 |
|
| R1 |
2.848 |
2.848 |
2.786 |
2.885 |
| PP |
2.779 |
2.779 |
2.779 |
2.798 |
| S1 |
2.705 |
2.705 |
2.760 |
2.742 |
| S2 |
2.636 |
2.636 |
2.747 |
|
| S3 |
2.493 |
2.562 |
2.734 |
|
| S4 |
2.350 |
2.419 |
2.694 |
|
|
| 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 |
5.2% |
0.078 |
2.8% |
43% |
False |
False |
66,776 |
| 10 |
2.955 |
2.711 |
0.244 |
8.8% |
0.097 |
3.5% |
25% |
False |
False |
109,302 |
| 20 |
2.955 |
2.556 |
0.399 |
14.4% |
0.099 |
3.6% |
54% |
False |
False |
138,339 |
| 40 |
3.150 |
2.556 |
0.594 |
21.4% |
0.103 |
3.7% |
37% |
False |
False |
113,293 |
| 60 |
3.150 |
2.540 |
0.610 |
22.0% |
0.097 |
3.5% |
38% |
False |
False |
87,411 |
| 80 |
3.150 |
2.540 |
0.610 |
22.0% |
0.095 |
3.4% |
38% |
False |
False |
71,174 |
| 100 |
3.150 |
2.540 |
0.610 |
22.0% |
0.097 |
3.5% |
38% |
False |
False |
60,478 |
| 120 |
3.264 |
2.540 |
0.724 |
26.1% |
0.101 |
3.6% |
32% |
False |
False |
52,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.284 |
|
2.618 |
3.116 |
|
1.618 |
3.013 |
|
1.000 |
2.949 |
|
0.618 |
2.910 |
|
HIGH |
2.846 |
|
0.618 |
2.807 |
|
0.500 |
2.795 |
|
0.382 |
2.782 |
|
LOW |
2.743 |
|
0.618 |
2.679 |
|
1.000 |
2.640 |
|
1.618 |
2.576 |
|
2.618 |
2.473 |
|
4.250 |
2.305 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.795 |
2.783 |
| PP |
2.787 |
2.779 |
| S1 |
2.780 |
2.776 |
|