NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 26-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2015 |
26-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.824 |
2.894 |
0.070 |
2.5% |
2.852 |
| High |
2.908 |
2.902 |
-0.006 |
-0.2% |
2.908 |
| Low |
2.819 |
2.811 |
-0.008 |
-0.3% |
2.785 |
| Close |
2.905 |
2.814 |
-0.091 |
-3.1% |
2.814 |
| Range |
0.089 |
0.091 |
0.002 |
2.2% |
0.123 |
| ATR |
0.095 |
0.095 |
0.000 |
-0.1% |
0.000 |
| Volume |
14,429 |
41,096 |
26,667 |
184.8% |
137,431 |
|
| Daily Pivots for day following 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.115 |
3.056 |
2.864 |
|
| R3 |
3.024 |
2.965 |
2.839 |
|
| R2 |
2.933 |
2.933 |
2.831 |
|
| R1 |
2.874 |
2.874 |
2.822 |
2.858 |
| PP |
2.842 |
2.842 |
2.842 |
2.835 |
| S1 |
2.783 |
2.783 |
2.806 |
2.767 |
| S2 |
2.751 |
2.751 |
2.797 |
|
| S3 |
2.660 |
2.692 |
2.789 |
|
| S4 |
2.569 |
2.601 |
2.764 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.205 |
3.132 |
2.882 |
|
| R3 |
3.082 |
3.009 |
2.848 |
|
| R2 |
2.959 |
2.959 |
2.837 |
|
| R1 |
2.886 |
2.886 |
2.825 |
2.861 |
| PP |
2.836 |
2.836 |
2.836 |
2.823 |
| S1 |
2.763 |
2.763 |
2.803 |
2.738 |
| S2 |
2.713 |
2.713 |
2.791 |
|
| S3 |
2.590 |
2.640 |
2.780 |
|
| S4 |
2.467 |
2.517 |
2.746 |
|
|
| 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 |
4.4% |
0.079 |
2.8% |
24% |
False |
False |
27,486 |
| 10 |
3.013 |
2.785 |
0.228 |
8.1% |
0.090 |
3.2% |
13% |
False |
False |
30,645 |
| 20 |
3.013 |
2.640 |
0.373 |
13.3% |
0.092 |
3.3% |
47% |
False |
False |
32,908 |
| 40 |
3.180 |
2.640 |
0.540 |
19.2% |
0.094 |
3.3% |
32% |
False |
False |
32,685 |
| 60 |
3.180 |
2.638 |
0.542 |
19.3% |
0.087 |
3.1% |
32% |
False |
False |
27,701 |
| 80 |
3.180 |
2.638 |
0.542 |
19.3% |
0.086 |
3.1% |
32% |
False |
False |
25,855 |
| 100 |
3.180 |
2.638 |
0.542 |
19.3% |
0.089 |
3.2% |
32% |
False |
False |
25,363 |
| 120 |
3.283 |
2.638 |
0.645 |
22.9% |
0.094 |
3.3% |
27% |
False |
False |
24,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.289 |
|
2.618 |
3.140 |
|
1.618 |
3.049 |
|
1.000 |
2.993 |
|
0.618 |
2.958 |
|
HIGH |
2.902 |
|
0.618 |
2.867 |
|
0.500 |
2.857 |
|
0.382 |
2.846 |
|
LOW |
2.811 |
|
0.618 |
2.755 |
|
1.000 |
2.720 |
|
1.618 |
2.664 |
|
2.618 |
2.573 |
|
4.250 |
2.424 |
|
|
| Fisher Pivots for day following 26-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.857 |
2.847 |
| PP |
2.842 |
2.836 |
| S1 |
2.828 |
2.825 |
|