NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3.189 |
3.101 |
-0.088 |
-2.8% |
3.144 |
| High |
3.193 |
3.150 |
-0.043 |
-1.3% |
3.196 |
| Low |
3.101 |
3.078 |
-0.023 |
-0.7% |
3.097 |
| Close |
3.106 |
3.120 |
0.014 |
0.5% |
3.106 |
| Range |
0.092 |
0.072 |
-0.020 |
-21.7% |
0.099 |
| ATR |
0.078 |
0.077 |
0.000 |
-0.5% |
0.000 |
| Volume |
15,369 |
13,853 |
-1,516 |
-9.9% |
46,948 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.332 |
3.298 |
3.160 |
|
| R3 |
3.260 |
3.226 |
3.140 |
|
| R2 |
3.188 |
3.188 |
3.133 |
|
| R1 |
3.154 |
3.154 |
3.127 |
3.171 |
| PP |
3.116 |
3.116 |
3.116 |
3.125 |
| S1 |
3.082 |
3.082 |
3.113 |
3.099 |
| S2 |
3.044 |
3.044 |
3.107 |
|
| S3 |
2.972 |
3.010 |
3.100 |
|
| S4 |
2.900 |
2.938 |
3.080 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.430 |
3.367 |
3.160 |
|
| R3 |
3.331 |
3.268 |
3.133 |
|
| R2 |
3.232 |
3.232 |
3.124 |
|
| R1 |
3.169 |
3.169 |
3.115 |
3.151 |
| PP |
3.133 |
3.133 |
3.133 |
3.124 |
| S1 |
3.070 |
3.070 |
3.097 |
3.052 |
| S2 |
3.034 |
3.034 |
3.088 |
|
| S3 |
2.935 |
2.971 |
3.079 |
|
| S4 |
2.836 |
2.872 |
3.052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.196 |
3.078 |
0.118 |
3.8% |
0.069 |
2.2% |
36% |
False |
True |
10,703 |
| 10 |
3.283 |
3.078 |
0.205 |
6.6% |
0.068 |
2.2% |
20% |
False |
True |
10,817 |
| 20 |
3.283 |
2.969 |
0.314 |
10.1% |
0.076 |
2.4% |
48% |
False |
False |
11,121 |
| 40 |
3.391 |
2.969 |
0.422 |
13.5% |
0.076 |
2.4% |
36% |
False |
False |
9,369 |
| 60 |
3.391 |
2.927 |
0.464 |
14.9% |
0.071 |
2.3% |
42% |
False |
False |
7,948 |
| 80 |
3.391 |
2.927 |
0.464 |
14.9% |
0.069 |
2.2% |
42% |
False |
False |
6,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.456 |
|
2.618 |
3.338 |
|
1.618 |
3.266 |
|
1.000 |
3.222 |
|
0.618 |
3.194 |
|
HIGH |
3.150 |
|
0.618 |
3.122 |
|
0.500 |
3.114 |
|
0.382 |
3.106 |
|
LOW |
3.078 |
|
0.618 |
3.034 |
|
1.000 |
3.006 |
|
1.618 |
2.962 |
|
2.618 |
2.890 |
|
4.250 |
2.772 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.118 |
3.137 |
| PP |
3.116 |
3.131 |
| S1 |
3.114 |
3.126 |
|