NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.734 |
2.663 |
-0.071 |
-2.6% |
2.931 |
| High |
2.752 |
2.702 |
-0.050 |
-1.8% |
2.931 |
| Low |
2.654 |
2.588 |
-0.066 |
-2.5% |
2.656 |
| Close |
2.663 |
2.654 |
-0.009 |
-0.3% |
2.665 |
| Range |
0.098 |
0.114 |
0.016 |
16.3% |
0.275 |
| ATR |
0.101 |
0.102 |
0.001 |
0.9% |
0.000 |
| Volume |
33,619 |
42,456 |
8,837 |
26.3% |
109,409 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.990 |
2.936 |
2.717 |
|
| R3 |
2.876 |
2.822 |
2.685 |
|
| R2 |
2.762 |
2.762 |
2.675 |
|
| R1 |
2.708 |
2.708 |
2.664 |
2.678 |
| PP |
2.648 |
2.648 |
2.648 |
2.633 |
| S1 |
2.594 |
2.594 |
2.644 |
2.564 |
| S2 |
2.534 |
2.534 |
2.633 |
|
| S3 |
2.420 |
2.480 |
2.623 |
|
| S4 |
2.306 |
2.366 |
2.591 |
|
|
| 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 |
2.752 |
2.588 |
0.164 |
6.2% |
0.099 |
3.7% |
40% |
False |
True |
35,935 |
| 10 |
3.095 |
2.588 |
0.507 |
19.1% |
0.103 |
3.9% |
13% |
False |
True |
30,132 |
| 20 |
3.167 |
2.588 |
0.579 |
21.8% |
0.109 |
4.1% |
11% |
False |
True |
28,543 |
| 40 |
3.167 |
2.569 |
0.598 |
22.5% |
0.093 |
3.5% |
14% |
False |
False |
22,348 |
| 60 |
3.167 |
2.569 |
0.598 |
22.5% |
0.090 |
3.4% |
14% |
False |
False |
18,697 |
| 80 |
3.167 |
2.569 |
0.598 |
22.5% |
0.092 |
3.5% |
14% |
False |
False |
16,113 |
| 100 |
3.268 |
2.569 |
0.699 |
26.3% |
0.095 |
3.6% |
12% |
False |
False |
14,146 |
| 120 |
3.639 |
2.569 |
1.070 |
40.3% |
0.096 |
3.6% |
8% |
False |
False |
12,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.187 |
|
2.618 |
3.000 |
|
1.618 |
2.886 |
|
1.000 |
2.816 |
|
0.618 |
2.772 |
|
HIGH |
2.702 |
|
0.618 |
2.658 |
|
0.500 |
2.645 |
|
0.382 |
2.632 |
|
LOW |
2.588 |
|
0.618 |
2.518 |
|
1.000 |
2.474 |
|
1.618 |
2.404 |
|
2.618 |
2.290 |
|
4.250 |
2.104 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.651 |
2.670 |
| PP |
2.648 |
2.665 |
| S1 |
2.645 |
2.659 |
|