NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.748 |
2.890 |
0.142 |
5.2% |
2.634 |
| High |
2.881 |
2.954 |
0.073 |
2.5% |
2.752 |
| Low |
2.730 |
2.854 |
0.124 |
4.5% |
2.588 |
| Close |
2.878 |
2.921 |
0.043 |
1.5% |
2.621 |
| Range |
0.151 |
0.100 |
-0.051 |
-33.8% |
0.164 |
| ATR |
0.104 |
0.104 |
0.000 |
-0.3% |
0.000 |
| Volume |
70,869 |
98,547 |
27,678 |
39.1% |
190,466 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.210 |
3.165 |
2.976 |
|
| R3 |
3.110 |
3.065 |
2.949 |
|
| R2 |
3.010 |
3.010 |
2.939 |
|
| R1 |
2.965 |
2.965 |
2.930 |
2.988 |
| PP |
2.910 |
2.910 |
2.910 |
2.921 |
| S1 |
2.865 |
2.865 |
2.912 |
2.888 |
| S2 |
2.810 |
2.810 |
2.903 |
|
| S3 |
2.710 |
2.765 |
2.894 |
|
| S4 |
2.610 |
2.665 |
2.866 |
|
|
| 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 |
2.954 |
2.588 |
0.366 |
12.5% |
0.104 |
3.6% |
91% |
True |
False |
64,963 |
| 10 |
2.954 |
2.588 |
0.366 |
12.5% |
0.104 |
3.6% |
91% |
True |
False |
48,467 |
| 20 |
3.167 |
2.588 |
0.579 |
19.8% |
0.104 |
3.6% |
58% |
False |
False |
37,576 |
| 40 |
3.167 |
2.569 |
0.598 |
20.5% |
0.096 |
3.3% |
59% |
False |
False |
27,753 |
| 60 |
3.167 |
2.569 |
0.598 |
20.5% |
0.090 |
3.1% |
59% |
False |
False |
22,742 |
| 80 |
3.167 |
2.569 |
0.598 |
20.5% |
0.091 |
3.1% |
59% |
False |
False |
19,275 |
| 100 |
3.167 |
2.569 |
0.598 |
20.5% |
0.093 |
3.2% |
59% |
False |
False |
16,634 |
| 120 |
3.530 |
2.569 |
0.961 |
32.9% |
0.096 |
3.3% |
37% |
False |
False |
14,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.379 |
|
2.618 |
3.216 |
|
1.618 |
3.116 |
|
1.000 |
3.054 |
|
0.618 |
3.016 |
|
HIGH |
2.954 |
|
0.618 |
2.916 |
|
0.500 |
2.904 |
|
0.382 |
2.892 |
|
LOW |
2.854 |
|
0.618 |
2.792 |
|
1.000 |
2.754 |
|
1.618 |
2.692 |
|
2.618 |
2.592 |
|
4.250 |
2.429 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.915 |
2.882 |
| PP |
2.910 |
2.842 |
| S1 |
2.904 |
2.803 |
|