NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.673 |
2.734 |
0.061 |
2.3% |
2.931 |
| High |
2.751 |
2.752 |
0.001 |
0.0% |
2.931 |
| Low |
2.626 |
2.654 |
0.028 |
1.1% |
2.656 |
| Close |
2.725 |
2.663 |
-0.062 |
-2.3% |
2.665 |
| Range |
0.125 |
0.098 |
-0.027 |
-21.6% |
0.275 |
| ATR |
0.101 |
0.101 |
0.000 |
-0.2% |
0.000 |
| Volume |
40,653 |
33,619 |
-7,034 |
-17.3% |
109,409 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.984 |
2.921 |
2.717 |
|
| R3 |
2.886 |
2.823 |
2.690 |
|
| R2 |
2.788 |
2.788 |
2.681 |
|
| R1 |
2.725 |
2.725 |
2.672 |
2.708 |
| PP |
2.690 |
2.690 |
2.690 |
2.681 |
| S1 |
2.627 |
2.627 |
2.654 |
2.610 |
| S2 |
2.592 |
2.592 |
2.645 |
|
| S3 |
2.494 |
2.529 |
2.636 |
|
| S4 |
2.396 |
2.431 |
2.609 |
|
|
| 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 |
2.864 |
2.626 |
0.238 |
8.9% |
0.104 |
3.9% |
16% |
False |
False |
31,971 |
| 10 |
3.095 |
2.626 |
0.469 |
17.6% |
0.103 |
3.9% |
8% |
False |
False |
28,811 |
| 20 |
3.167 |
2.626 |
0.541 |
20.3% |
0.107 |
4.0% |
7% |
False |
False |
27,175 |
| 40 |
3.167 |
2.569 |
0.598 |
22.5% |
0.091 |
3.4% |
16% |
False |
False |
21,551 |
| 60 |
3.167 |
2.569 |
0.598 |
22.5% |
0.089 |
3.3% |
16% |
False |
False |
18,181 |
| 80 |
3.167 |
2.569 |
0.598 |
22.5% |
0.091 |
3.4% |
16% |
False |
False |
15,648 |
| 100 |
3.268 |
2.569 |
0.699 |
26.2% |
0.094 |
3.5% |
13% |
False |
False |
13,784 |
| 120 |
3.639 |
2.569 |
1.070 |
40.2% |
0.095 |
3.6% |
9% |
False |
False |
12,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.169 |
|
2.618 |
3.009 |
|
1.618 |
2.911 |
|
1.000 |
2.850 |
|
0.618 |
2.813 |
|
HIGH |
2.752 |
|
0.618 |
2.715 |
|
0.500 |
2.703 |
|
0.382 |
2.691 |
|
LOW |
2.654 |
|
0.618 |
2.593 |
|
1.000 |
2.556 |
|
1.618 |
2.495 |
|
2.618 |
2.397 |
|
4.250 |
2.238 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.703 |
2.689 |
| PP |
2.690 |
2.680 |
| S1 |
2.676 |
2.672 |
|