NYMEX Natural Gas Future October 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 |
2.970 |
2.972 |
0.002 |
0.1% |
2.718 |
| High |
2.988 |
3.013 |
0.025 |
0.8% |
2.992 |
| Low |
2.896 |
2.914 |
0.018 |
0.6% |
2.700 |
| Close |
2.958 |
2.927 |
-0.031 |
-1.0% |
2.826 |
| Range |
0.092 |
0.099 |
0.007 |
7.6% |
0.292 |
| ATR |
0.100 |
0.100 |
0.000 |
-0.1% |
0.000 |
| Volume |
35,118 |
30,143 |
-4,975 |
-14.2% |
197,912 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.248 |
3.187 |
2.981 |
|
| R3 |
3.149 |
3.088 |
2.954 |
|
| R2 |
3.050 |
3.050 |
2.945 |
|
| R1 |
2.989 |
2.989 |
2.936 |
2.970 |
| PP |
2.951 |
2.951 |
2.951 |
2.942 |
| S1 |
2.890 |
2.890 |
2.918 |
2.871 |
| S2 |
2.852 |
2.852 |
2.909 |
|
| S3 |
2.753 |
2.791 |
2.900 |
|
| S4 |
2.654 |
2.692 |
2.873 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.715 |
3.563 |
2.987 |
|
| R3 |
3.423 |
3.271 |
2.906 |
|
| R2 |
3.131 |
3.131 |
2.880 |
|
| R1 |
2.979 |
2.979 |
2.853 |
3.055 |
| PP |
2.839 |
2.839 |
2.839 |
2.878 |
| S1 |
2.687 |
2.687 |
2.799 |
2.763 |
| S2 |
2.547 |
2.547 |
2.772 |
|
| S3 |
2.255 |
2.395 |
2.746 |
|
| S4 |
1.963 |
2.103 |
2.665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.013 |
2.822 |
0.191 |
6.5% |
0.098 |
3.4% |
55% |
True |
False |
35,851 |
| 10 |
3.013 |
2.640 |
0.373 |
12.7% |
0.099 |
3.4% |
77% |
True |
False |
35,201 |
| 20 |
3.121 |
2.640 |
0.481 |
16.4% |
0.097 |
3.3% |
60% |
False |
False |
33,965 |
| 40 |
3.180 |
2.638 |
0.542 |
18.5% |
0.093 |
3.2% |
53% |
False |
False |
30,111 |
| 60 |
3.180 |
2.638 |
0.542 |
18.5% |
0.085 |
2.9% |
53% |
False |
False |
26,020 |
| 80 |
3.180 |
2.638 |
0.542 |
18.5% |
0.086 |
3.0% |
53% |
False |
False |
24,997 |
| 100 |
3.180 |
2.638 |
0.542 |
18.5% |
0.090 |
3.1% |
53% |
False |
False |
24,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.434 |
|
2.618 |
3.272 |
|
1.618 |
3.173 |
|
1.000 |
3.112 |
|
0.618 |
3.074 |
|
HIGH |
3.013 |
|
0.618 |
2.975 |
|
0.500 |
2.964 |
|
0.382 |
2.952 |
|
LOW |
2.914 |
|
0.618 |
2.853 |
|
1.000 |
2.815 |
|
1.618 |
2.754 |
|
2.618 |
2.655 |
|
4.250 |
2.493 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.964 |
2.930 |
| PP |
2.951 |
2.929 |
| S1 |
2.939 |
2.928 |
|