NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 16-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2015 |
16-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.805 |
2.927 |
0.122 |
4.3% |
2.675 |
| High |
2.950 |
2.960 |
0.010 |
0.3% |
2.962 |
| Low |
2.805 |
2.865 |
0.060 |
2.1% |
2.663 |
| Close |
2.925 |
2.931 |
0.006 |
0.2% |
2.792 |
| Range |
0.145 |
0.095 |
-0.050 |
-34.5% |
0.299 |
| ATR |
0.104 |
0.103 |
-0.001 |
-0.6% |
0.000 |
| Volume |
38,577 |
39,942 |
1,365 |
3.5% |
298,673 |
|
| Daily Pivots for day following 16-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.204 |
3.162 |
2.983 |
|
| R3 |
3.109 |
3.067 |
2.957 |
|
| R2 |
3.014 |
3.014 |
2.948 |
|
| R1 |
2.972 |
2.972 |
2.940 |
2.993 |
| PP |
2.919 |
2.919 |
2.919 |
2.929 |
| S1 |
2.877 |
2.877 |
2.922 |
2.898 |
| S2 |
2.824 |
2.824 |
2.914 |
|
| S3 |
2.729 |
2.782 |
2.905 |
|
| S4 |
2.634 |
2.687 |
2.879 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.703 |
3.546 |
2.956 |
|
| R3 |
3.404 |
3.247 |
2.874 |
|
| R2 |
3.105 |
3.105 |
2.847 |
|
| R1 |
2.948 |
2.948 |
2.819 |
3.027 |
| PP |
2.806 |
2.806 |
2.806 |
2.845 |
| S1 |
2.649 |
2.649 |
2.765 |
2.728 |
| S2 |
2.507 |
2.507 |
2.737 |
|
| S3 |
2.208 |
2.350 |
2.710 |
|
| S4 |
1.909 |
2.051 |
2.628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.962 |
2.786 |
0.176 |
6.0% |
0.102 |
3.5% |
82% |
False |
False |
55,383 |
| 10 |
2.962 |
2.600 |
0.362 |
12.4% |
0.103 |
3.5% |
91% |
False |
False |
46,927 |
| 20 |
3.163 |
2.600 |
0.563 |
19.2% |
0.104 |
3.5% |
59% |
False |
False |
37,006 |
| 40 |
3.163 |
2.589 |
0.574 |
19.6% |
0.095 |
3.2% |
60% |
False |
False |
28,990 |
| 60 |
3.163 |
2.589 |
0.574 |
19.6% |
0.086 |
2.9% |
60% |
False |
False |
23,196 |
| 80 |
3.163 |
2.589 |
0.574 |
19.6% |
0.088 |
3.0% |
60% |
False |
False |
19,751 |
| 100 |
3.163 |
2.589 |
0.574 |
19.6% |
0.090 |
3.1% |
60% |
False |
False |
17,223 |
| 120 |
3.257 |
2.589 |
0.668 |
22.8% |
0.096 |
3.3% |
51% |
False |
False |
15,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.364 |
|
2.618 |
3.209 |
|
1.618 |
3.114 |
|
1.000 |
3.055 |
|
0.618 |
3.019 |
|
HIGH |
2.960 |
|
0.618 |
2.924 |
|
0.500 |
2.913 |
|
0.382 |
2.901 |
|
LOW |
2.865 |
|
0.618 |
2.806 |
|
1.000 |
2.770 |
|
1.618 |
2.711 |
|
2.618 |
2.616 |
|
4.250 |
2.461 |
|
|
| Fisher Pivots for day following 16-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.925 |
2.912 |
| PP |
2.919 |
2.892 |
| S1 |
2.913 |
2.873 |
|