NYMEX Natural Gas Future August 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 |
2.654 |
2.651 |
-0.003 |
-0.1% |
2.634 |
| High |
2.671 |
2.744 |
0.073 |
2.7% |
2.752 |
| Low |
2.610 |
2.651 |
0.041 |
1.6% |
2.588 |
| Close |
2.621 |
2.737 |
0.116 |
4.4% |
2.621 |
| Range |
0.061 |
0.093 |
0.032 |
52.5% |
0.164 |
| ATR |
0.099 |
0.101 |
0.002 |
1.7% |
0.000 |
| Volume |
49,050 |
63,893 |
14,843 |
30.3% |
190,466 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.990 |
2.956 |
2.788 |
|
| R3 |
2.897 |
2.863 |
2.763 |
|
| R2 |
2.804 |
2.804 |
2.754 |
|
| R1 |
2.770 |
2.770 |
2.746 |
2.787 |
| PP |
2.711 |
2.711 |
2.711 |
2.719 |
| S1 |
2.677 |
2.677 |
2.728 |
2.694 |
| S2 |
2.618 |
2.618 |
2.720 |
|
| S3 |
2.525 |
2.584 |
2.711 |
|
| S4 |
2.432 |
2.491 |
2.686 |
|
|
| 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 |
6.0% |
0.098 |
3.6% |
91% |
False |
False |
45,934 |
| 10 |
2.931 |
2.588 |
0.343 |
12.5% |
0.097 |
3.5% |
43% |
False |
False |
36,376 |
| 20 |
3.167 |
2.588 |
0.579 |
21.2% |
0.104 |
3.8% |
26% |
False |
False |
31,803 |
| 40 |
3.167 |
2.569 |
0.598 |
21.8% |
0.093 |
3.4% |
28% |
False |
False |
24,406 |
| 60 |
3.167 |
2.569 |
0.598 |
21.8% |
0.088 |
3.2% |
28% |
False |
False |
20,242 |
| 80 |
3.167 |
2.569 |
0.598 |
21.8% |
0.091 |
3.3% |
28% |
False |
False |
17,363 |
| 100 |
3.268 |
2.569 |
0.699 |
25.5% |
0.094 |
3.4% |
24% |
False |
False |
15,118 |
| 120 |
3.639 |
2.569 |
1.070 |
39.1% |
0.096 |
3.5% |
16% |
False |
False |
13,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.139 |
|
2.618 |
2.987 |
|
1.618 |
2.894 |
|
1.000 |
2.837 |
|
0.618 |
2.801 |
|
HIGH |
2.744 |
|
0.618 |
2.708 |
|
0.500 |
2.698 |
|
0.382 |
2.687 |
|
LOW |
2.651 |
|
0.618 |
2.594 |
|
1.000 |
2.558 |
|
1.618 |
2.501 |
|
2.618 |
2.408 |
|
4.250 |
2.256 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.724 |
2.713 |
| PP |
2.711 |
2.690 |
| S1 |
2.698 |
2.666 |
|