NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 23-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.928 |
2.918 |
-0.010 |
-0.3% |
2.994 |
| High |
2.942 |
2.985 |
0.043 |
1.5% |
3.118 |
| Low |
2.905 |
2.908 |
0.003 |
0.1% |
2.934 |
| Close |
2.929 |
2.920 |
-0.009 |
-0.3% |
2.997 |
| Range |
0.037 |
0.077 |
0.040 |
108.1% |
0.184 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.0% |
0.000 |
| Volume |
19,371 |
19,560 |
189 |
1.0% |
80,406 |
|
| Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.169 |
3.121 |
2.962 |
|
| R3 |
3.092 |
3.044 |
2.941 |
|
| R2 |
3.015 |
3.015 |
2.934 |
|
| R1 |
2.967 |
2.967 |
2.927 |
2.991 |
| PP |
2.938 |
2.938 |
2.938 |
2.950 |
| S1 |
2.890 |
2.890 |
2.913 |
2.914 |
| S2 |
2.861 |
2.861 |
2.906 |
|
| S3 |
2.784 |
2.813 |
2.899 |
|
| S4 |
2.707 |
2.736 |
2.878 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.568 |
3.467 |
3.098 |
|
| R3 |
3.384 |
3.283 |
3.048 |
|
| R2 |
3.200 |
3.200 |
3.031 |
|
| R1 |
3.099 |
3.099 |
3.014 |
3.150 |
| PP |
3.016 |
3.016 |
3.016 |
3.042 |
| S1 |
2.915 |
2.915 |
2.980 |
2.966 |
| S2 |
2.832 |
2.832 |
2.963 |
|
| S3 |
2.648 |
2.731 |
2.946 |
|
| S4 |
2.464 |
2.547 |
2.896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.118 |
2.905 |
0.213 |
7.3% |
0.072 |
2.5% |
7% |
False |
False |
17,974 |
| 10 |
3.118 |
2.905 |
0.213 |
7.3% |
0.080 |
2.7% |
7% |
False |
False |
19,649 |
| 20 |
3.118 |
2.770 |
0.348 |
11.9% |
0.084 |
2.9% |
43% |
False |
False |
17,237 |
| 40 |
3.254 |
2.770 |
0.484 |
16.6% |
0.085 |
2.9% |
31% |
False |
False |
14,290 |
| 60 |
3.254 |
2.750 |
0.504 |
17.3% |
0.076 |
2.6% |
34% |
False |
False |
11,453 |
| 80 |
3.254 |
2.750 |
0.504 |
17.3% |
0.075 |
2.6% |
34% |
False |
False |
9,932 |
| 100 |
3.254 |
2.750 |
0.504 |
17.3% |
0.077 |
2.7% |
34% |
False |
False |
8,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.312 |
|
2.618 |
3.187 |
|
1.618 |
3.110 |
|
1.000 |
3.062 |
|
0.618 |
3.033 |
|
HIGH |
2.985 |
|
0.618 |
2.956 |
|
0.500 |
2.947 |
|
0.382 |
2.937 |
|
LOW |
2.908 |
|
0.618 |
2.860 |
|
1.000 |
2.831 |
|
1.618 |
2.783 |
|
2.618 |
2.706 |
|
4.250 |
2.581 |
|
|
| Fisher Pivots for day following 23-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.947 |
2.957 |
| PP |
2.938 |
2.945 |
| S1 |
2.929 |
2.932 |
|