NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 18-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3.243 |
3.208 |
-0.035 |
-1.1% |
3.042 |
| High |
3.283 |
3.215 |
-0.068 |
-2.1% |
3.270 |
| Low |
3.206 |
3.152 |
-0.054 |
-1.7% |
3.019 |
| Close |
3.215 |
3.153 |
-0.062 |
-1.9% |
3.138 |
| Range |
0.077 |
0.063 |
-0.014 |
-18.2% |
0.251 |
| ATR |
0.083 |
0.081 |
-0.001 |
-1.7% |
0.000 |
| Volume |
10,091 |
17,130 |
7,039 |
69.8% |
67,830 |
|
| Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.362 |
3.321 |
3.188 |
|
| R3 |
3.299 |
3.258 |
3.170 |
|
| R2 |
3.236 |
3.236 |
3.165 |
|
| R1 |
3.195 |
3.195 |
3.159 |
3.184 |
| PP |
3.173 |
3.173 |
3.173 |
3.168 |
| S1 |
3.132 |
3.132 |
3.147 |
3.121 |
| S2 |
3.110 |
3.110 |
3.141 |
|
| S3 |
3.047 |
3.069 |
3.136 |
|
| S4 |
2.984 |
3.006 |
3.118 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.895 |
3.768 |
3.276 |
|
| R3 |
3.644 |
3.517 |
3.207 |
|
| R2 |
3.393 |
3.393 |
3.184 |
|
| R1 |
3.266 |
3.266 |
3.161 |
3.330 |
| PP |
3.142 |
3.142 |
3.142 |
3.174 |
| S1 |
3.015 |
3.015 |
3.115 |
3.079 |
| S2 |
2.891 |
2.891 |
3.092 |
|
| S3 |
2.640 |
2.764 |
3.069 |
|
| S4 |
2.389 |
2.513 |
3.000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.283 |
3.135 |
0.148 |
4.7% |
0.077 |
2.4% |
12% |
False |
False |
11,005 |
| 10 |
3.283 |
2.983 |
0.300 |
9.5% |
0.081 |
2.6% |
57% |
False |
False |
12,226 |
| 20 |
3.345 |
2.969 |
0.376 |
11.9% |
0.080 |
2.5% |
49% |
False |
False |
9,876 |
| 40 |
3.391 |
2.946 |
0.445 |
14.1% |
0.076 |
2.4% |
47% |
False |
False |
8,466 |
| 60 |
3.391 |
2.927 |
0.464 |
14.7% |
0.070 |
2.2% |
49% |
False |
False |
7,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.483 |
|
2.618 |
3.380 |
|
1.618 |
3.317 |
|
1.000 |
3.278 |
|
0.618 |
3.254 |
|
HIGH |
3.215 |
|
0.618 |
3.191 |
|
0.500 |
3.184 |
|
0.382 |
3.176 |
|
LOW |
3.152 |
|
0.618 |
3.113 |
|
1.000 |
3.089 |
|
1.618 |
3.050 |
|
2.618 |
2.987 |
|
4.250 |
2.884 |
|
|
| Fisher Pivots for day following 18-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.184 |
3.218 |
| PP |
3.173 |
3.196 |
| S1 |
3.163 |
3.175 |
|