NYMEX Natural Gas Future September 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 |
2.927 |
2.942 |
0.015 |
0.5% |
2.675 |
| High |
2.960 |
2.988 |
0.028 |
0.9% |
2.962 |
| Low |
2.865 |
2.881 |
0.016 |
0.6% |
2.663 |
| Close |
2.931 |
2.895 |
-0.036 |
-1.2% |
2.792 |
| Range |
0.095 |
0.107 |
0.012 |
12.6% |
0.299 |
| ATR |
0.103 |
0.104 |
0.000 |
0.3% |
0.000 |
| Volume |
39,942 |
44,998 |
5,056 |
12.7% |
298,673 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.242 |
3.176 |
2.954 |
|
| R3 |
3.135 |
3.069 |
2.924 |
|
| R2 |
3.028 |
3.028 |
2.915 |
|
| R1 |
2.962 |
2.962 |
2.905 |
2.942 |
| PP |
2.921 |
2.921 |
2.921 |
2.911 |
| S1 |
2.855 |
2.855 |
2.885 |
2.835 |
| S2 |
2.814 |
2.814 |
2.875 |
|
| S3 |
2.707 |
2.748 |
2.866 |
|
| S4 |
2.600 |
2.641 |
2.836 |
|
|
| 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 |
2.988 |
2.786 |
0.202 |
7.0% |
0.105 |
3.6% |
54% |
True |
False |
50,446 |
| 10 |
2.988 |
2.600 |
0.388 |
13.4% |
0.103 |
3.6% |
76% |
True |
False |
48,918 |
| 20 |
3.086 |
2.600 |
0.486 |
16.8% |
0.101 |
3.5% |
61% |
False |
False |
38,249 |
| 40 |
3.163 |
2.589 |
0.574 |
19.8% |
0.096 |
3.3% |
53% |
False |
False |
29,695 |
| 60 |
3.163 |
2.589 |
0.574 |
19.8% |
0.087 |
3.0% |
53% |
False |
False |
23,779 |
| 80 |
3.163 |
2.589 |
0.574 |
19.8% |
0.087 |
3.0% |
53% |
False |
False |
20,156 |
| 100 |
3.163 |
2.589 |
0.574 |
19.8% |
0.091 |
3.1% |
53% |
False |
False |
17,577 |
| 120 |
3.257 |
2.589 |
0.668 |
23.1% |
0.096 |
3.3% |
46% |
False |
False |
15,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.443 |
|
2.618 |
3.268 |
|
1.618 |
3.161 |
|
1.000 |
3.095 |
|
0.618 |
3.054 |
|
HIGH |
2.988 |
|
0.618 |
2.947 |
|
0.500 |
2.935 |
|
0.382 |
2.922 |
|
LOW |
2.881 |
|
0.618 |
2.815 |
|
1.000 |
2.774 |
|
1.618 |
2.708 |
|
2.618 |
2.601 |
|
4.250 |
2.426 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.935 |
2.897 |
| PP |
2.921 |
2.896 |
| S1 |
2.908 |
2.896 |
|