NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 24-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.819 |
2.799 |
-0.020 |
-0.7% |
2.846 |
| High |
2.870 |
2.850 |
-0.020 |
-0.7% |
3.013 |
| Low |
2.786 |
2.785 |
-0.001 |
0.0% |
2.813 |
| Close |
2.796 |
2.829 |
0.033 |
1.2% |
2.884 |
| Range |
0.084 |
0.065 |
-0.019 |
-22.6% |
0.200 |
| ATR |
0.098 |
0.095 |
-0.002 |
-2.4% |
0.000 |
| Volume |
29,536 |
22,259 |
-7,277 |
-24.6% |
169,027 |
|
| Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.016 |
2.988 |
2.865 |
|
| R3 |
2.951 |
2.923 |
2.847 |
|
| R2 |
2.886 |
2.886 |
2.841 |
|
| R1 |
2.858 |
2.858 |
2.835 |
2.872 |
| PP |
2.821 |
2.821 |
2.821 |
2.829 |
| S1 |
2.793 |
2.793 |
2.823 |
2.807 |
| S2 |
2.756 |
2.756 |
2.817 |
|
| S3 |
2.691 |
2.728 |
2.811 |
|
| S4 |
2.626 |
2.663 |
2.793 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.503 |
3.394 |
2.994 |
|
| R3 |
3.303 |
3.194 |
2.939 |
|
| R2 |
3.103 |
3.103 |
2.921 |
|
| R1 |
2.994 |
2.994 |
2.902 |
3.049 |
| PP |
2.903 |
2.903 |
2.903 |
2.931 |
| S1 |
2.794 |
2.794 |
2.866 |
2.849 |
| S2 |
2.703 |
2.703 |
2.847 |
|
| S3 |
2.503 |
2.594 |
2.829 |
|
| S4 |
2.303 |
2.394 |
2.774 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.938 |
2.785 |
0.153 |
5.4% |
0.079 |
2.8% |
29% |
False |
True |
32,112 |
| 10 |
3.013 |
2.785 |
0.228 |
8.1% |
0.088 |
3.1% |
19% |
False |
True |
33,982 |
| 20 |
3.013 |
2.640 |
0.373 |
13.2% |
0.093 |
3.3% |
51% |
False |
False |
33,680 |
| 40 |
3.180 |
2.640 |
0.540 |
19.1% |
0.096 |
3.4% |
35% |
False |
False |
32,086 |
| 60 |
3.180 |
2.638 |
0.542 |
19.2% |
0.086 |
3.0% |
35% |
False |
False |
27,141 |
| 80 |
3.180 |
2.638 |
0.542 |
19.2% |
0.085 |
3.0% |
35% |
False |
False |
25,671 |
| 100 |
3.180 |
2.638 |
0.542 |
19.2% |
0.089 |
3.2% |
35% |
False |
False |
25,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.126 |
|
2.618 |
3.020 |
|
1.618 |
2.955 |
|
1.000 |
2.915 |
|
0.618 |
2.890 |
|
HIGH |
2.850 |
|
0.618 |
2.825 |
|
0.500 |
2.818 |
|
0.382 |
2.810 |
|
LOW |
2.785 |
|
0.618 |
2.745 |
|
1.000 |
2.720 |
|
1.618 |
2.680 |
|
2.618 |
2.615 |
|
4.250 |
2.509 |
|
|
| Fisher Pivots for day following 24-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.825 |
2.829 |
| PP |
2.821 |
2.828 |
| S1 |
2.818 |
2.828 |
|