NYMEX Natural Gas Future December 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 |
3.115 |
3.135 |
0.020 |
0.6% |
3.148 |
| High |
3.165 |
3.196 |
0.031 |
1.0% |
3.283 |
| Low |
3.112 |
3.135 |
0.023 |
0.7% |
3.119 |
| Close |
3.149 |
3.194 |
0.045 |
1.4% |
3.180 |
| Range |
0.053 |
0.061 |
0.008 |
15.1% |
0.164 |
| ATR |
0.078 |
0.077 |
-0.001 |
-1.5% |
0.000 |
| Volume |
8,402 |
5,273 |
-3,129 |
-37.2% |
54,552 |
|
| Daily Pivots for day following 25-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.358 |
3.337 |
3.228 |
|
| R3 |
3.297 |
3.276 |
3.211 |
|
| R2 |
3.236 |
3.236 |
3.205 |
|
| R1 |
3.215 |
3.215 |
3.200 |
3.226 |
| PP |
3.175 |
3.175 |
3.175 |
3.180 |
| S1 |
3.154 |
3.154 |
3.188 |
3.165 |
| S2 |
3.114 |
3.114 |
3.183 |
|
| S3 |
3.053 |
3.093 |
3.177 |
|
| S4 |
2.992 |
3.032 |
3.160 |
|
|
| Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.686 |
3.597 |
3.270 |
|
| R3 |
3.522 |
3.433 |
3.225 |
|
| R2 |
3.358 |
3.358 |
3.210 |
|
| R1 |
3.269 |
3.269 |
3.195 |
3.314 |
| PP |
3.194 |
3.194 |
3.194 |
3.216 |
| S1 |
3.105 |
3.105 |
3.165 |
3.150 |
| S2 |
3.030 |
3.030 |
3.150 |
|
| S3 |
2.866 |
2.941 |
3.135 |
|
| S4 |
2.702 |
2.777 |
3.090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.196 |
3.097 |
0.099 |
3.1% |
0.060 |
1.9% |
98% |
True |
False |
8,609 |
| 10 |
3.283 |
3.097 |
0.186 |
5.8% |
0.068 |
2.1% |
52% |
False |
False |
9,807 |
| 20 |
3.283 |
2.969 |
0.314 |
9.8% |
0.074 |
2.3% |
72% |
False |
False |
10,637 |
| 40 |
3.391 |
2.969 |
0.422 |
13.2% |
0.077 |
2.4% |
53% |
False |
False |
9,020 |
| 60 |
3.391 |
2.927 |
0.464 |
14.5% |
0.070 |
2.2% |
58% |
False |
False |
7,600 |
| 80 |
3.391 |
2.927 |
0.464 |
14.5% |
0.068 |
2.1% |
58% |
False |
False |
6,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.455 |
|
2.618 |
3.356 |
|
1.618 |
3.295 |
|
1.000 |
3.257 |
|
0.618 |
3.234 |
|
HIGH |
3.196 |
|
0.618 |
3.173 |
|
0.500 |
3.166 |
|
0.382 |
3.158 |
|
LOW |
3.135 |
|
0.618 |
3.097 |
|
1.000 |
3.074 |
|
1.618 |
3.036 |
|
2.618 |
2.975 |
|
4.250 |
2.876 |
|
|
| Fisher Pivots for day following 25-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.185 |
3.179 |
| PP |
3.175 |
3.165 |
| S1 |
3.166 |
3.150 |
|