NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.744 |
2.646 |
-0.098 |
-3.6% |
2.925 |
| High |
2.749 |
2.704 |
-0.045 |
-1.6% |
2.931 |
| Low |
2.666 |
2.635 |
-0.031 |
-1.2% |
2.666 |
| Close |
2.675 |
2.689 |
0.014 |
0.5% |
2.675 |
| Range |
0.083 |
0.069 |
-0.014 |
-16.9% |
0.265 |
| ATR |
0.098 |
0.096 |
-0.002 |
-2.1% |
0.000 |
| Volume |
32,735 |
28,688 |
-4,047 |
-12.4% |
101,383 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.883 |
2.855 |
2.727 |
|
| R3 |
2.814 |
2.786 |
2.708 |
|
| R2 |
2.745 |
2.745 |
2.702 |
|
| R1 |
2.717 |
2.717 |
2.695 |
2.731 |
| PP |
2.676 |
2.676 |
2.676 |
2.683 |
| S1 |
2.648 |
2.648 |
2.683 |
2.662 |
| S2 |
2.607 |
2.607 |
2.676 |
|
| S3 |
2.538 |
2.579 |
2.670 |
|
| S4 |
2.469 |
2.510 |
2.651 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.552 |
3.379 |
2.821 |
|
| R3 |
3.287 |
3.114 |
2.748 |
|
| R2 |
3.022 |
3.022 |
2.724 |
|
| R1 |
2.849 |
2.849 |
2.699 |
2.803 |
| PP |
2.757 |
2.757 |
2.757 |
2.735 |
| S1 |
2.584 |
2.584 |
2.651 |
2.538 |
| S2 |
2.492 |
2.492 |
2.626 |
|
| S3 |
2.227 |
2.319 |
2.602 |
|
| S4 |
1.962 |
2.054 |
2.529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.931 |
2.635 |
0.296 |
11.0% |
0.091 |
3.4% |
18% |
False |
True |
26,014 |
| 10 |
3.163 |
2.635 |
0.528 |
19.6% |
0.099 |
3.7% |
10% |
False |
True |
26,771 |
| 20 |
3.163 |
2.635 |
0.528 |
19.6% |
0.098 |
3.7% |
10% |
False |
True |
26,329 |
| 40 |
3.163 |
2.589 |
0.574 |
21.3% |
0.086 |
3.2% |
17% |
False |
False |
20,239 |
| 60 |
3.163 |
2.589 |
0.574 |
21.3% |
0.084 |
3.1% |
17% |
False |
False |
16,883 |
| 80 |
3.163 |
2.589 |
0.574 |
21.3% |
0.088 |
3.3% |
17% |
False |
False |
14,604 |
| 100 |
3.257 |
2.589 |
0.668 |
24.8% |
0.093 |
3.5% |
15% |
False |
False |
13,184 |
| 120 |
3.623 |
2.589 |
1.034 |
38.5% |
0.094 |
3.5% |
10% |
False |
False |
11,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.997 |
|
2.618 |
2.885 |
|
1.618 |
2.816 |
|
1.000 |
2.773 |
|
0.618 |
2.747 |
|
HIGH |
2.704 |
|
0.618 |
2.678 |
|
0.500 |
2.670 |
|
0.382 |
2.661 |
|
LOW |
2.635 |
|
0.618 |
2.592 |
|
1.000 |
2.566 |
|
1.618 |
2.523 |
|
2.618 |
2.454 |
|
4.250 |
2.342 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.683 |
2.751 |
| PP |
2.676 |
2.730 |
| S1 |
2.670 |
2.710 |
|