NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.628 |
2.640 |
0.012 |
0.5% |
2.615 |
| High |
2.646 |
2.712 |
0.066 |
2.5% |
2.724 |
| Low |
2.581 |
2.624 |
0.043 |
1.7% |
2.556 |
| Close |
2.590 |
2.705 |
0.115 |
4.4% |
2.590 |
| Range |
0.065 |
0.088 |
0.023 |
35.4% |
0.168 |
| ATR |
0.103 |
0.104 |
0.001 |
1.3% |
0.000 |
| Volume |
131,559 |
170,731 |
39,172 |
29.8% |
697,217 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.944 |
2.913 |
2.753 |
|
| R3 |
2.856 |
2.825 |
2.729 |
|
| R2 |
2.768 |
2.768 |
2.721 |
|
| R1 |
2.737 |
2.737 |
2.713 |
2.753 |
| PP |
2.680 |
2.680 |
2.680 |
2.688 |
| S1 |
2.649 |
2.649 |
2.697 |
2.665 |
| S2 |
2.592 |
2.592 |
2.689 |
|
| S3 |
2.504 |
2.561 |
2.681 |
|
| S4 |
2.416 |
2.473 |
2.657 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.127 |
3.027 |
2.682 |
|
| R3 |
2.959 |
2.859 |
2.636 |
|
| R2 |
2.791 |
2.791 |
2.621 |
|
| R1 |
2.691 |
2.691 |
2.605 |
2.657 |
| PP |
2.623 |
2.623 |
2.623 |
2.607 |
| S1 |
2.523 |
2.523 |
2.575 |
2.489 |
| S2 |
2.455 |
2.455 |
2.559 |
|
| S3 |
2.287 |
2.355 |
2.544 |
|
| S4 |
2.119 |
2.187 |
2.498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.724 |
2.556 |
0.168 |
6.2% |
0.099 |
3.7% |
89% |
False |
False |
148,404 |
| 10 |
2.915 |
2.556 |
0.359 |
13.3% |
0.098 |
3.6% |
42% |
False |
False |
139,948 |
| 20 |
3.150 |
2.556 |
0.594 |
22.0% |
0.107 |
4.0% |
25% |
False |
False |
116,267 |
| 40 |
3.150 |
2.540 |
0.610 |
22.6% |
0.098 |
3.6% |
27% |
False |
False |
78,933 |
| 60 |
3.150 |
2.540 |
0.610 |
22.6% |
0.093 |
3.4% |
27% |
False |
False |
61,339 |
| 80 |
3.150 |
2.540 |
0.610 |
22.6% |
0.096 |
3.6% |
27% |
False |
False |
50,727 |
| 100 |
3.264 |
2.540 |
0.724 |
26.8% |
0.100 |
3.7% |
23% |
False |
False |
43,165 |
| 120 |
3.650 |
2.540 |
1.110 |
41.0% |
0.102 |
3.8% |
15% |
False |
False |
36,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.086 |
|
2.618 |
2.942 |
|
1.618 |
2.854 |
|
1.000 |
2.800 |
|
0.618 |
2.766 |
|
HIGH |
2.712 |
|
0.618 |
2.678 |
|
0.500 |
2.668 |
|
0.382 |
2.658 |
|
LOW |
2.624 |
|
0.618 |
2.570 |
|
1.000 |
2.536 |
|
1.618 |
2.482 |
|
2.618 |
2.394 |
|
4.250 |
2.250 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.693 |
2.681 |
| PP |
2.680 |
2.658 |
| S1 |
2.668 |
2.634 |
|