NYMEX Natural Gas Future August 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 |
2.940 |
2.932 |
-0.008 |
-0.3% |
2.651 |
| High |
2.948 |
2.977 |
0.029 |
1.0% |
2.954 |
| Low |
2.851 |
2.866 |
0.015 |
0.5% |
2.651 |
| Close |
2.918 |
2.883 |
-0.035 |
-1.2% |
2.776 |
| Range |
0.097 |
0.111 |
0.014 |
14.4% |
0.303 |
| ATR |
0.106 |
0.107 |
0.000 |
0.3% |
0.000 |
| Volume |
76,868 |
79,977 |
3,109 |
4.0% |
392,941 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.242 |
3.173 |
2.944 |
|
| R3 |
3.131 |
3.062 |
2.914 |
|
| R2 |
3.020 |
3.020 |
2.903 |
|
| R1 |
2.951 |
2.951 |
2.893 |
2.930 |
| PP |
2.909 |
2.909 |
2.909 |
2.898 |
| S1 |
2.840 |
2.840 |
2.873 |
2.819 |
| S2 |
2.798 |
2.798 |
2.863 |
|
| S3 |
2.687 |
2.729 |
2.852 |
|
| S4 |
2.576 |
2.618 |
2.822 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.703 |
3.542 |
2.943 |
|
| R3 |
3.400 |
3.239 |
2.859 |
|
| R2 |
3.097 |
3.097 |
2.832 |
|
| R1 |
2.936 |
2.936 |
2.804 |
3.017 |
| PP |
2.794 |
2.794 |
2.794 |
2.834 |
| S1 |
2.633 |
2.633 |
2.748 |
2.714 |
| S2 |
2.491 |
2.491 |
2.720 |
|
| S3 |
2.188 |
2.330 |
2.693 |
|
| S4 |
1.885 |
2.027 |
2.609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.977 |
2.770 |
0.207 |
7.2% |
0.109 |
3.8% |
55% |
True |
False |
82,622 |
| 10 |
2.977 |
2.588 |
0.389 |
13.5% |
0.106 |
3.7% |
76% |
True |
False |
73,792 |
| 20 |
3.095 |
2.588 |
0.507 |
17.6% |
0.105 |
3.6% |
58% |
False |
False |
51,301 |
| 40 |
3.167 |
2.569 |
0.598 |
20.7% |
0.100 |
3.5% |
53% |
False |
False |
36,040 |
| 60 |
3.167 |
2.569 |
0.598 |
20.7% |
0.090 |
3.1% |
53% |
False |
False |
28,499 |
| 80 |
3.167 |
2.569 |
0.598 |
20.7% |
0.091 |
3.1% |
53% |
False |
False |
23,877 |
| 100 |
3.167 |
2.569 |
0.598 |
20.7% |
0.092 |
3.2% |
53% |
False |
False |
20,394 |
| 120 |
3.268 |
2.569 |
0.699 |
24.2% |
0.097 |
3.4% |
45% |
False |
False |
17,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.449 |
|
2.618 |
3.268 |
|
1.618 |
3.157 |
|
1.000 |
3.088 |
|
0.618 |
3.046 |
|
HIGH |
2.977 |
|
0.618 |
2.935 |
|
0.500 |
2.922 |
|
0.382 |
2.908 |
|
LOW |
2.866 |
|
0.618 |
2.797 |
|
1.000 |
2.755 |
|
1.618 |
2.686 |
|
2.618 |
2.575 |
|
4.250 |
2.394 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.922 |
2.883 |
| PP |
2.909 |
2.883 |
| S1 |
2.896 |
2.883 |
|