NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.741 |
2.680 |
-0.061 |
-2.2% |
2.925 |
| High |
2.760 |
2.712 |
-0.048 |
-1.7% |
2.931 |
| Low |
2.658 |
2.600 |
-0.058 |
-2.2% |
2.666 |
| Close |
2.674 |
2.666 |
-0.008 |
-0.3% |
2.675 |
| Range |
0.102 |
0.112 |
0.010 |
9.8% |
0.265 |
| ATR |
0.098 |
0.099 |
0.001 |
1.0% |
0.000 |
| Volume |
25,088 |
28,253 |
3,165 |
12.6% |
101,383 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.995 |
2.943 |
2.728 |
|
| R3 |
2.883 |
2.831 |
2.697 |
|
| R2 |
2.771 |
2.771 |
2.687 |
|
| R1 |
2.719 |
2.719 |
2.676 |
2.689 |
| PP |
2.659 |
2.659 |
2.659 |
2.645 |
| S1 |
2.607 |
2.607 |
2.656 |
2.577 |
| S2 |
2.547 |
2.547 |
2.645 |
|
| S3 |
2.435 |
2.495 |
2.635 |
|
| S4 |
2.323 |
2.383 |
2.604 |
|
|
| 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 |
2.761 |
2.600 |
0.161 |
6.0% |
0.098 |
3.7% |
41% |
False |
True |
28,843 |
| 10 |
3.086 |
2.600 |
0.486 |
18.2% |
0.099 |
3.7% |
14% |
False |
True |
27,697 |
| 20 |
3.163 |
2.600 |
0.563 |
21.1% |
0.105 |
4.0% |
12% |
False |
True |
28,366 |
| 40 |
3.163 |
2.589 |
0.574 |
21.5% |
0.090 |
3.4% |
13% |
False |
False |
21,541 |
| 60 |
3.163 |
2.589 |
0.574 |
21.5% |
0.087 |
3.3% |
13% |
False |
False |
17,772 |
| 80 |
3.163 |
2.589 |
0.574 |
21.5% |
0.090 |
3.4% |
13% |
False |
False |
15,412 |
| 100 |
3.257 |
2.589 |
0.668 |
25.1% |
0.094 |
3.5% |
12% |
False |
False |
13,801 |
| 120 |
3.623 |
2.589 |
1.034 |
38.8% |
0.095 |
3.5% |
7% |
False |
False |
12,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.188 |
|
2.618 |
3.005 |
|
1.618 |
2.893 |
|
1.000 |
2.824 |
|
0.618 |
2.781 |
|
HIGH |
2.712 |
|
0.618 |
2.669 |
|
0.500 |
2.656 |
|
0.382 |
2.643 |
|
LOW |
2.600 |
|
0.618 |
2.531 |
|
1.000 |
2.488 |
|
1.618 |
2.419 |
|
2.618 |
2.307 |
|
4.250 |
2.124 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.663 |
2.681 |
| PP |
2.659 |
2.676 |
| S1 |
2.656 |
2.671 |
|