NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.680 |
2.667 |
-0.013 |
-0.5% |
2.646 |
| High |
2.712 |
2.685 |
-0.027 |
-1.0% |
2.761 |
| Low |
2.600 |
2.625 |
0.025 |
1.0% |
2.600 |
| Close |
2.666 |
2.632 |
-0.034 |
-1.3% |
2.632 |
| Range |
0.112 |
0.060 |
-0.052 |
-46.4% |
0.161 |
| ATR |
0.099 |
0.096 |
-0.003 |
-2.8% |
0.000 |
| Volume |
28,253 |
38,745 |
10,492 |
37.1% |
150,227 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.827 |
2.790 |
2.665 |
|
| R3 |
2.767 |
2.730 |
2.649 |
|
| R2 |
2.707 |
2.707 |
2.643 |
|
| R1 |
2.670 |
2.670 |
2.638 |
2.659 |
| PP |
2.647 |
2.647 |
2.647 |
2.642 |
| S1 |
2.610 |
2.610 |
2.627 |
2.599 |
| S2 |
2.587 |
2.587 |
2.621 |
|
| S3 |
2.527 |
2.550 |
2.616 |
|
| S4 |
2.467 |
2.490 |
2.599 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.147 |
3.051 |
2.721 |
|
| R3 |
2.986 |
2.890 |
2.676 |
|
| R2 |
2.825 |
2.825 |
2.662 |
|
| R1 |
2.729 |
2.729 |
2.647 |
2.697 |
| PP |
2.664 |
2.664 |
2.664 |
2.648 |
| S1 |
2.568 |
2.568 |
2.617 |
2.536 |
| S2 |
2.503 |
2.503 |
2.602 |
|
| S3 |
2.342 |
2.407 |
2.588 |
|
| S4 |
2.181 |
2.246 |
2.543 |
|
|
| 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 |
6.1% |
0.093 |
3.5% |
20% |
False |
False |
30,045 |
| 10 |
3.036 |
2.600 |
0.436 |
16.6% |
0.096 |
3.6% |
7% |
False |
False |
28,768 |
| 20 |
3.163 |
2.600 |
0.563 |
21.4% |
0.104 |
3.9% |
6% |
False |
False |
29,386 |
| 40 |
3.163 |
2.589 |
0.574 |
21.8% |
0.089 |
3.4% |
7% |
False |
False |
22,188 |
| 60 |
3.163 |
2.589 |
0.574 |
21.8% |
0.085 |
3.2% |
7% |
False |
False |
18,287 |
| 80 |
3.163 |
2.589 |
0.574 |
21.8% |
0.089 |
3.4% |
7% |
False |
False |
15,798 |
| 100 |
3.257 |
2.589 |
0.668 |
25.4% |
0.093 |
3.5% |
6% |
False |
False |
14,111 |
| 120 |
3.623 |
2.589 |
1.034 |
39.3% |
0.094 |
3.6% |
4% |
False |
False |
12,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.940 |
|
2.618 |
2.842 |
|
1.618 |
2.782 |
|
1.000 |
2.745 |
|
0.618 |
2.722 |
|
HIGH |
2.685 |
|
0.618 |
2.662 |
|
0.500 |
2.655 |
|
0.382 |
2.648 |
|
LOW |
2.625 |
|
0.618 |
2.588 |
|
1.000 |
2.565 |
|
1.618 |
2.528 |
|
2.618 |
2.468 |
|
4.250 |
2.370 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.655 |
2.680 |
| PP |
2.647 |
2.664 |
| S1 |
2.640 |
2.648 |
|