NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.663 |
2.654 |
-0.009 |
-0.3% |
2.634 |
| High |
2.702 |
2.671 |
-0.031 |
-1.1% |
2.752 |
| Low |
2.588 |
2.610 |
0.022 |
0.9% |
2.588 |
| Close |
2.654 |
2.621 |
-0.033 |
-1.2% |
2.621 |
| Range |
0.114 |
0.061 |
-0.053 |
-46.5% |
0.164 |
| ATR |
0.102 |
0.099 |
-0.003 |
-2.9% |
0.000 |
| Volume |
42,456 |
49,050 |
6,594 |
15.5% |
190,466 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.817 |
2.780 |
2.655 |
|
| R3 |
2.756 |
2.719 |
2.638 |
|
| R2 |
2.695 |
2.695 |
2.632 |
|
| R1 |
2.658 |
2.658 |
2.627 |
2.646 |
| PP |
2.634 |
2.634 |
2.634 |
2.628 |
| S1 |
2.597 |
2.597 |
2.615 |
2.585 |
| S2 |
2.573 |
2.573 |
2.610 |
|
| S3 |
2.512 |
2.536 |
2.604 |
|
| S4 |
2.451 |
2.475 |
2.587 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.146 |
3.047 |
2.711 |
|
| R3 |
2.982 |
2.883 |
2.666 |
|
| R2 |
2.818 |
2.818 |
2.651 |
|
| R1 |
2.719 |
2.719 |
2.636 |
2.687 |
| PP |
2.654 |
2.654 |
2.654 |
2.637 |
| S1 |
2.555 |
2.555 |
2.606 |
2.523 |
| S2 |
2.490 |
2.490 |
2.591 |
|
| S3 |
2.326 |
2.391 |
2.576 |
|
| S4 |
2.162 |
2.227 |
2.531 |
|
|
| 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 |
6.3% |
0.094 |
3.6% |
20% |
False |
False |
38,093 |
| 10 |
3.033 |
2.588 |
0.445 |
17.0% |
0.098 |
3.8% |
7% |
False |
False |
33,080 |
| 20 |
3.167 |
2.588 |
0.579 |
22.1% |
0.107 |
4.1% |
6% |
False |
False |
29,777 |
| 40 |
3.167 |
2.569 |
0.598 |
22.8% |
0.092 |
3.5% |
9% |
False |
False |
23,261 |
| 60 |
3.167 |
2.569 |
0.598 |
22.8% |
0.089 |
3.4% |
9% |
False |
False |
19,381 |
| 80 |
3.167 |
2.569 |
0.598 |
22.8% |
0.091 |
3.5% |
9% |
False |
False |
16,656 |
| 100 |
3.268 |
2.569 |
0.699 |
26.7% |
0.095 |
3.6% |
7% |
False |
False |
14,569 |
| 120 |
3.639 |
2.569 |
1.070 |
40.8% |
0.095 |
3.6% |
5% |
False |
False |
12,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.930 |
|
2.618 |
2.831 |
|
1.618 |
2.770 |
|
1.000 |
2.732 |
|
0.618 |
2.709 |
|
HIGH |
2.671 |
|
0.618 |
2.648 |
|
0.500 |
2.641 |
|
0.382 |
2.633 |
|
LOW |
2.610 |
|
0.618 |
2.572 |
|
1.000 |
2.549 |
|
1.618 |
2.511 |
|
2.618 |
2.450 |
|
4.250 |
2.351 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.641 |
2.670 |
| PP |
2.634 |
2.654 |
| S1 |
2.628 |
2.637 |
|