NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.667 |
2.675 |
0.008 |
0.3% |
2.646 |
| High |
2.685 |
2.754 |
0.069 |
2.6% |
2.761 |
| Low |
2.625 |
2.663 |
0.038 |
1.4% |
2.600 |
| Close |
2.632 |
2.748 |
0.116 |
4.4% |
2.632 |
| Range |
0.060 |
0.091 |
0.031 |
51.7% |
0.161 |
| ATR |
0.096 |
0.098 |
0.002 |
1.9% |
0.000 |
| Volume |
38,745 |
46,342 |
7,597 |
19.6% |
150,227 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.995 |
2.962 |
2.798 |
|
| R3 |
2.904 |
2.871 |
2.773 |
|
| R2 |
2.813 |
2.813 |
2.765 |
|
| R1 |
2.780 |
2.780 |
2.756 |
2.797 |
| PP |
2.722 |
2.722 |
2.722 |
2.730 |
| S1 |
2.689 |
2.689 |
2.740 |
2.706 |
| S2 |
2.631 |
2.631 |
2.731 |
|
| S3 |
2.540 |
2.598 |
2.723 |
|
| S4 |
2.449 |
2.507 |
2.698 |
|
|
| 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 |
5.9% |
0.097 |
3.5% |
92% |
False |
False |
33,576 |
| 10 |
2.931 |
2.600 |
0.331 |
12.0% |
0.094 |
3.4% |
45% |
False |
False |
29,795 |
| 20 |
3.163 |
2.600 |
0.563 |
20.5% |
0.101 |
3.7% |
26% |
False |
False |
30,458 |
| 40 |
3.163 |
2.589 |
0.574 |
20.9% |
0.090 |
3.3% |
28% |
False |
False |
22,970 |
| 60 |
3.163 |
2.589 |
0.574 |
20.9% |
0.085 |
3.1% |
28% |
False |
False |
18,853 |
| 80 |
3.163 |
2.589 |
0.574 |
20.9% |
0.089 |
3.2% |
28% |
False |
False |
16,252 |
| 100 |
3.257 |
2.589 |
0.668 |
24.3% |
0.093 |
3.4% |
24% |
False |
False |
14,437 |
| 120 |
3.623 |
2.589 |
1.034 |
37.6% |
0.094 |
3.4% |
15% |
False |
False |
12,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.141 |
|
2.618 |
2.992 |
|
1.618 |
2.901 |
|
1.000 |
2.845 |
|
0.618 |
2.810 |
|
HIGH |
2.754 |
|
0.618 |
2.719 |
|
0.500 |
2.709 |
|
0.382 |
2.698 |
|
LOW |
2.663 |
|
0.618 |
2.607 |
|
1.000 |
2.572 |
|
1.618 |
2.516 |
|
2.618 |
2.425 |
|
4.250 |
2.276 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.735 |
2.724 |
| PP |
2.722 |
2.701 |
| S1 |
2.709 |
2.677 |
|