NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.684 |
2.741 |
0.057 |
2.1% |
2.925 |
| High |
2.761 |
2.760 |
-0.001 |
0.0% |
2.931 |
| Low |
2.639 |
2.658 |
0.019 |
0.7% |
2.666 |
| Close |
2.736 |
2.674 |
-0.062 |
-2.3% |
2.675 |
| Range |
0.122 |
0.102 |
-0.020 |
-16.4% |
0.265 |
| ATR |
0.098 |
0.098 |
0.000 |
0.3% |
0.000 |
| Volume |
29,453 |
25,088 |
-4,365 |
-14.8% |
101,383 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.003 |
2.941 |
2.730 |
|
| R3 |
2.901 |
2.839 |
2.702 |
|
| R2 |
2.799 |
2.799 |
2.693 |
|
| R1 |
2.737 |
2.737 |
2.683 |
2.717 |
| PP |
2.697 |
2.697 |
2.697 |
2.688 |
| S1 |
2.635 |
2.635 |
2.665 |
2.615 |
| S2 |
2.595 |
2.595 |
2.655 |
|
| S3 |
2.493 |
2.533 |
2.646 |
|
| S4 |
2.391 |
2.431 |
2.618 |
|
|
| 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 |
2.866 |
2.635 |
0.231 |
8.6% |
0.102 |
3.8% |
17% |
False |
False |
28,233 |
| 10 |
3.086 |
2.635 |
0.451 |
16.9% |
0.099 |
3.7% |
9% |
False |
False |
27,580 |
| 20 |
3.163 |
2.635 |
0.528 |
19.7% |
0.103 |
3.9% |
7% |
False |
False |
27,642 |
| 40 |
3.163 |
2.589 |
0.574 |
21.5% |
0.089 |
3.3% |
15% |
False |
False |
21,101 |
| 60 |
3.163 |
2.589 |
0.574 |
21.5% |
0.086 |
3.2% |
15% |
False |
False |
17,476 |
| 80 |
3.163 |
2.589 |
0.574 |
21.5% |
0.089 |
3.3% |
15% |
False |
False |
15,150 |
| 100 |
3.257 |
2.589 |
0.668 |
25.0% |
0.093 |
3.5% |
13% |
False |
False |
13,584 |
| 120 |
3.623 |
2.589 |
1.034 |
38.7% |
0.094 |
3.5% |
8% |
False |
False |
11,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.194 |
|
2.618 |
3.027 |
|
1.618 |
2.925 |
|
1.000 |
2.862 |
|
0.618 |
2.823 |
|
HIGH |
2.760 |
|
0.618 |
2.721 |
|
0.500 |
2.709 |
|
0.382 |
2.697 |
|
LOW |
2.658 |
|
0.618 |
2.595 |
|
1.000 |
2.556 |
|
1.618 |
2.493 |
|
2.618 |
2.391 |
|
4.250 |
2.225 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.709 |
2.698 |
| PP |
2.697 |
2.690 |
| S1 |
2.686 |
2.682 |
|