NYMEX Natural Gas Future August 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 |
2.745 |
2.634 |
-0.111 |
-4.0% |
2.931 |
| High |
2.745 |
2.696 |
-0.049 |
-1.8% |
2.931 |
| Low |
2.656 |
2.626 |
-0.030 |
-1.1% |
2.656 |
| Close |
2.665 |
2.677 |
0.012 |
0.5% |
2.665 |
| Range |
0.089 |
0.070 |
-0.019 |
-21.3% |
0.275 |
| ATR |
0.102 |
0.099 |
-0.002 |
-2.2% |
0.000 |
| Volume |
38,259 |
24,688 |
-13,571 |
-35.5% |
109,409 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.876 |
2.847 |
2.716 |
|
| R3 |
2.806 |
2.777 |
2.696 |
|
| R2 |
2.736 |
2.736 |
2.690 |
|
| R1 |
2.707 |
2.707 |
2.683 |
2.722 |
| PP |
2.666 |
2.666 |
2.666 |
2.674 |
| S1 |
2.637 |
2.637 |
2.671 |
2.652 |
| S2 |
2.596 |
2.596 |
2.664 |
|
| S3 |
2.526 |
2.567 |
2.658 |
|
| S4 |
2.456 |
2.497 |
2.639 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.395 |
2.816 |
|
| R3 |
3.301 |
3.120 |
2.741 |
|
| R2 |
3.026 |
3.026 |
2.715 |
|
| R1 |
2.845 |
2.845 |
2.690 |
2.798 |
| PP |
2.751 |
2.751 |
2.751 |
2.727 |
| S1 |
2.570 |
2.570 |
2.640 |
2.523 |
| S2 |
2.476 |
2.476 |
2.615 |
|
| S3 |
2.201 |
2.295 |
2.589 |
|
| S4 |
1.926 |
2.020 |
2.514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.931 |
2.626 |
0.305 |
11.4% |
0.096 |
3.6% |
17% |
False |
True |
26,819 |
| 10 |
3.167 |
2.626 |
0.541 |
20.2% |
0.104 |
3.9% |
9% |
False |
True |
24,698 |
| 20 |
3.167 |
2.626 |
0.541 |
20.2% |
0.103 |
3.8% |
9% |
False |
True |
25,071 |
| 40 |
3.167 |
2.569 |
0.598 |
22.3% |
0.089 |
3.3% |
18% |
False |
False |
20,130 |
| 60 |
3.167 |
2.569 |
0.598 |
22.3% |
0.088 |
3.3% |
18% |
False |
False |
17,189 |
| 80 |
3.167 |
2.569 |
0.598 |
22.3% |
0.090 |
3.4% |
18% |
False |
False |
14,860 |
| 100 |
3.268 |
2.569 |
0.699 |
26.1% |
0.095 |
3.5% |
15% |
False |
False |
13,177 |
| 120 |
3.639 |
2.569 |
1.070 |
40.0% |
0.094 |
3.5% |
10% |
False |
False |
11,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.994 |
|
2.618 |
2.879 |
|
1.618 |
2.809 |
|
1.000 |
2.766 |
|
0.618 |
2.739 |
|
HIGH |
2.696 |
|
0.618 |
2.669 |
|
0.500 |
2.661 |
|
0.382 |
2.653 |
|
LOW |
2.626 |
|
0.618 |
2.583 |
|
1.000 |
2.556 |
|
1.618 |
2.513 |
|
2.618 |
2.443 |
|
4.250 |
2.329 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.672 |
2.745 |
| PP |
2.666 |
2.722 |
| S1 |
2.661 |
2.700 |
|