NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.758 |
2.881 |
0.123 |
4.5% |
2.646 |
| High |
2.891 |
2.962 |
0.071 |
2.5% |
2.761 |
| Low |
2.741 |
2.870 |
0.129 |
4.7% |
2.600 |
| Close |
2.889 |
2.933 |
0.044 |
1.5% |
2.632 |
| Range |
0.150 |
0.092 |
-0.058 |
-38.7% |
0.161 |
| ATR |
0.102 |
0.101 |
-0.001 |
-0.7% |
0.000 |
| Volume |
53,935 |
69,679 |
15,744 |
29.2% |
150,227 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.198 |
3.157 |
2.984 |
|
| R3 |
3.106 |
3.065 |
2.958 |
|
| R2 |
3.014 |
3.014 |
2.950 |
|
| R1 |
2.973 |
2.973 |
2.941 |
2.994 |
| PP |
2.922 |
2.922 |
2.922 |
2.932 |
| S1 |
2.881 |
2.881 |
2.925 |
2.902 |
| S2 |
2.830 |
2.830 |
2.916 |
|
| S3 |
2.738 |
2.789 |
2.908 |
|
| S4 |
2.646 |
2.697 |
2.882 |
|
|
| 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 |
2.962 |
2.600 |
0.362 |
12.3% |
0.101 |
3.4% |
92% |
True |
False |
47,390 |
| 10 |
2.962 |
2.600 |
0.362 |
12.3% |
0.101 |
3.5% |
92% |
True |
False |
37,812 |
| 20 |
3.163 |
2.600 |
0.563 |
19.2% |
0.100 |
3.4% |
59% |
False |
False |
33,804 |
| 40 |
3.163 |
2.589 |
0.574 |
19.6% |
0.093 |
3.2% |
60% |
False |
False |
25,447 |
| 60 |
3.163 |
2.589 |
0.574 |
19.6% |
0.087 |
3.0% |
60% |
False |
False |
20,577 |
| 80 |
3.163 |
2.589 |
0.574 |
19.6% |
0.088 |
3.0% |
60% |
False |
False |
17,522 |
| 100 |
3.163 |
2.589 |
0.574 |
19.6% |
0.091 |
3.1% |
60% |
False |
False |
15,501 |
| 120 |
3.520 |
2.589 |
0.931 |
31.7% |
0.095 |
3.2% |
37% |
False |
False |
13,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.353 |
|
2.618 |
3.203 |
|
1.618 |
3.111 |
|
1.000 |
3.054 |
|
0.618 |
3.019 |
|
HIGH |
2.962 |
|
0.618 |
2.927 |
|
0.500 |
2.916 |
|
0.382 |
2.905 |
|
LOW |
2.870 |
|
0.618 |
2.813 |
|
1.000 |
2.778 |
|
1.618 |
2.721 |
|
2.618 |
2.629 |
|
4.250 |
2.479 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.927 |
2.893 |
| PP |
2.922 |
2.853 |
| S1 |
2.916 |
2.813 |
|