NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.675 |
2.758 |
0.083 |
3.1% |
2.646 |
| High |
2.754 |
2.891 |
0.137 |
5.0% |
2.761 |
| Low |
2.663 |
2.741 |
0.078 |
2.9% |
2.600 |
| Close |
2.748 |
2.889 |
0.141 |
5.1% |
2.632 |
| Range |
0.091 |
0.150 |
0.059 |
64.8% |
0.161 |
| ATR |
0.098 |
0.102 |
0.004 |
3.8% |
0.000 |
| Volume |
46,342 |
53,935 |
7,593 |
16.4% |
150,227 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.290 |
3.240 |
2.972 |
|
| R3 |
3.140 |
3.090 |
2.930 |
|
| R2 |
2.990 |
2.990 |
2.917 |
|
| R1 |
2.940 |
2.940 |
2.903 |
2.965 |
| PP |
2.840 |
2.840 |
2.840 |
2.853 |
| S1 |
2.790 |
2.790 |
2.875 |
2.815 |
| S2 |
2.690 |
2.690 |
2.862 |
|
| S3 |
2.540 |
2.640 |
2.848 |
|
| S4 |
2.390 |
2.490 |
2.807 |
|
|
| 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 |
2.891 |
2.600 |
0.291 |
10.1% |
0.103 |
3.6% |
99% |
True |
False |
38,472 |
| 10 |
2.931 |
2.600 |
0.331 |
11.5% |
0.101 |
3.5% |
87% |
False |
False |
32,854 |
| 20 |
3.163 |
2.600 |
0.563 |
19.5% |
0.102 |
3.5% |
51% |
False |
False |
31,411 |
| 40 |
3.163 |
2.589 |
0.574 |
19.9% |
0.092 |
3.2% |
52% |
False |
False |
24,030 |
| 60 |
3.163 |
2.589 |
0.574 |
19.9% |
0.086 |
3.0% |
52% |
False |
False |
19,528 |
| 80 |
3.163 |
2.589 |
0.574 |
19.9% |
0.089 |
3.1% |
52% |
False |
False |
16,814 |
| 100 |
3.257 |
2.589 |
0.668 |
23.1% |
0.092 |
3.2% |
45% |
False |
False |
14,900 |
| 120 |
3.557 |
2.589 |
0.968 |
33.5% |
0.095 |
3.3% |
31% |
False |
False |
13,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.529 |
|
2.618 |
3.284 |
|
1.618 |
3.134 |
|
1.000 |
3.041 |
|
0.618 |
2.984 |
|
HIGH |
2.891 |
|
0.618 |
2.834 |
|
0.500 |
2.816 |
|
0.382 |
2.798 |
|
LOW |
2.741 |
|
0.618 |
2.648 |
|
1.000 |
2.591 |
|
1.618 |
2.498 |
|
2.618 |
2.348 |
|
4.250 |
2.104 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.865 |
2.845 |
| PP |
2.840 |
2.802 |
| S1 |
2.816 |
2.758 |
|