NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 25-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2015 |
25-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.799 |
2.824 |
0.025 |
0.9% |
2.846 |
| High |
2.850 |
2.908 |
0.058 |
2.0% |
3.013 |
| Low |
2.785 |
2.819 |
0.034 |
1.2% |
2.813 |
| Close |
2.829 |
2.905 |
0.076 |
2.7% |
2.884 |
| Range |
0.065 |
0.089 |
0.024 |
36.9% |
0.200 |
| ATR |
0.095 |
0.095 |
0.000 |
-0.5% |
0.000 |
| Volume |
22,259 |
14,429 |
-7,830 |
-35.2% |
169,027 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.144 |
3.114 |
2.954 |
|
| R3 |
3.055 |
3.025 |
2.929 |
|
| R2 |
2.966 |
2.966 |
2.921 |
|
| R1 |
2.936 |
2.936 |
2.913 |
2.951 |
| PP |
2.877 |
2.877 |
2.877 |
2.885 |
| S1 |
2.847 |
2.847 |
2.897 |
2.862 |
| S2 |
2.788 |
2.788 |
2.889 |
|
| S3 |
2.699 |
2.758 |
2.881 |
|
| S4 |
2.610 |
2.669 |
2.856 |
|
|
| 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 |
2.908 |
2.785 |
0.123 |
4.2% |
0.078 |
2.7% |
98% |
True |
False |
26,052 |
| 10 |
3.013 |
2.785 |
0.228 |
7.8% |
0.088 |
3.0% |
53% |
False |
False |
30,797 |
| 20 |
3.013 |
2.640 |
0.373 |
12.8% |
0.091 |
3.1% |
71% |
False |
False |
33,200 |
| 40 |
3.180 |
2.640 |
0.540 |
18.6% |
0.096 |
3.3% |
49% |
False |
False |
32,076 |
| 60 |
3.180 |
2.638 |
0.542 |
18.7% |
0.087 |
3.0% |
49% |
False |
False |
27,218 |
| 80 |
3.180 |
2.638 |
0.542 |
18.7% |
0.085 |
2.9% |
49% |
False |
False |
25,597 |
| 100 |
3.180 |
2.638 |
0.542 |
18.7% |
0.089 |
3.1% |
49% |
False |
False |
25,106 |
| 120 |
3.283 |
2.638 |
0.645 |
22.2% |
0.095 |
3.3% |
41% |
False |
False |
23,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.286 |
|
2.618 |
3.141 |
|
1.618 |
3.052 |
|
1.000 |
2.997 |
|
0.618 |
2.963 |
|
HIGH |
2.908 |
|
0.618 |
2.874 |
|
0.500 |
2.864 |
|
0.382 |
2.853 |
|
LOW |
2.819 |
|
0.618 |
2.764 |
|
1.000 |
2.730 |
|
1.618 |
2.675 |
|
2.618 |
2.586 |
|
4.250 |
2.441 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.891 |
2.886 |
| PP |
2.877 |
2.866 |
| S1 |
2.864 |
2.847 |
|