NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.716 |
2.615 |
-0.101 |
-3.7% |
2.907 |
| High |
2.722 |
2.672 |
-0.050 |
-1.8% |
2.915 |
| Low |
2.633 |
2.603 |
-0.030 |
-1.1% |
2.633 |
| Close |
2.642 |
2.649 |
0.007 |
0.3% |
2.642 |
| Range |
0.089 |
0.069 |
-0.020 |
-22.5% |
0.282 |
| ATR |
0.106 |
0.104 |
-0.003 |
-2.5% |
0.000 |
| Volume |
126,730 |
125,928 |
-802 |
-0.6% |
531,538 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.848 |
2.818 |
2.687 |
|
| R3 |
2.779 |
2.749 |
2.668 |
|
| R2 |
2.710 |
2.710 |
2.662 |
|
| R1 |
2.680 |
2.680 |
2.655 |
2.695 |
| PP |
2.641 |
2.641 |
2.641 |
2.649 |
| S1 |
2.611 |
2.611 |
2.643 |
2.626 |
| S2 |
2.572 |
2.572 |
2.636 |
|
| S3 |
2.503 |
2.542 |
2.630 |
|
| S4 |
2.434 |
2.473 |
2.611 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.391 |
2.797 |
|
| R3 |
3.294 |
3.109 |
2.720 |
|
| R2 |
3.012 |
3.012 |
2.694 |
|
| R1 |
2.827 |
2.827 |
2.668 |
2.779 |
| PP |
2.730 |
2.730 |
2.730 |
2.706 |
| S1 |
2.545 |
2.545 |
2.616 |
2.497 |
| S2 |
2.448 |
2.448 |
2.590 |
|
| S3 |
2.166 |
2.263 |
2.564 |
|
| S4 |
1.884 |
1.981 |
2.487 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.915 |
2.603 |
0.312 |
11.8% |
0.098 |
3.7% |
15% |
False |
True |
131,493 |
| 10 |
3.150 |
2.603 |
0.547 |
20.6% |
0.107 |
4.0% |
8% |
False |
True |
112,287 |
| 20 |
3.150 |
2.603 |
0.547 |
20.6% |
0.107 |
4.0% |
8% |
False |
True |
91,114 |
| 40 |
3.150 |
2.540 |
0.610 |
23.0% |
0.094 |
3.6% |
18% |
False |
False |
64,477 |
| 60 |
3.150 |
2.540 |
0.610 |
23.0% |
0.093 |
3.5% |
18% |
False |
False |
50,695 |
| 80 |
3.150 |
2.540 |
0.610 |
23.0% |
0.096 |
3.6% |
18% |
False |
False |
42,437 |
| 100 |
3.264 |
2.540 |
0.724 |
27.3% |
0.101 |
3.8% |
15% |
False |
False |
36,278 |
| 120 |
3.650 |
2.540 |
1.110 |
41.9% |
0.101 |
3.8% |
10% |
False |
False |
30,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.965 |
|
2.618 |
2.853 |
|
1.618 |
2.784 |
|
1.000 |
2.741 |
|
0.618 |
2.715 |
|
HIGH |
2.672 |
|
0.618 |
2.646 |
|
0.500 |
2.638 |
|
0.382 |
2.629 |
|
LOW |
2.603 |
|
0.618 |
2.560 |
|
1.000 |
2.534 |
|
1.618 |
2.491 |
|
2.618 |
2.422 |
|
4.250 |
2.310 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.645 |
2.724 |
| PP |
2.641 |
2.699 |
| S1 |
2.638 |
2.674 |
|