NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.881 |
2.948 |
0.067 |
2.3% |
2.646 |
| High |
2.962 |
2.960 |
-0.002 |
-0.1% |
2.761 |
| Low |
2.870 |
2.860 |
-0.010 |
-0.3% |
2.600 |
| Close |
2.933 |
2.869 |
-0.064 |
-2.2% |
2.632 |
| Range |
0.092 |
0.100 |
0.008 |
8.7% |
0.161 |
| ATR |
0.101 |
0.101 |
0.000 |
-0.1% |
0.000 |
| Volume |
69,679 |
60,179 |
-9,500 |
-13.6% |
150,227 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.196 |
3.133 |
2.924 |
|
| R3 |
3.096 |
3.033 |
2.897 |
|
| R2 |
2.996 |
2.996 |
2.887 |
|
| R1 |
2.933 |
2.933 |
2.878 |
2.915 |
| PP |
2.896 |
2.896 |
2.896 |
2.887 |
| S1 |
2.833 |
2.833 |
2.860 |
2.815 |
| S2 |
2.796 |
2.796 |
2.851 |
|
| S3 |
2.696 |
2.733 |
2.842 |
|
| S4 |
2.596 |
2.633 |
2.814 |
|
|
| 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 |
2.625 |
0.337 |
11.7% |
0.099 |
3.4% |
72% |
False |
False |
53,776 |
| 10 |
2.962 |
2.600 |
0.362 |
12.6% |
0.098 |
3.4% |
74% |
False |
False |
41,309 |
| 20 |
3.163 |
2.600 |
0.563 |
19.6% |
0.100 |
3.5% |
48% |
False |
False |
35,127 |
| 40 |
3.163 |
2.589 |
0.574 |
20.0% |
0.093 |
3.2% |
49% |
False |
False |
26,575 |
| 60 |
3.163 |
2.589 |
0.574 |
20.0% |
0.087 |
3.0% |
49% |
False |
False |
21,451 |
| 80 |
3.163 |
2.589 |
0.574 |
20.0% |
0.087 |
3.0% |
49% |
False |
False |
18,197 |
| 100 |
3.163 |
2.589 |
0.574 |
20.0% |
0.091 |
3.2% |
49% |
False |
False |
16,015 |
| 120 |
3.520 |
2.589 |
0.931 |
32.5% |
0.095 |
3.3% |
30% |
False |
False |
14,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.385 |
|
2.618 |
3.222 |
|
1.618 |
3.122 |
|
1.000 |
3.060 |
|
0.618 |
3.022 |
|
HIGH |
2.960 |
|
0.618 |
2.922 |
|
0.500 |
2.910 |
|
0.382 |
2.898 |
|
LOW |
2.860 |
|
0.618 |
2.798 |
|
1.000 |
2.760 |
|
1.618 |
2.698 |
|
2.618 |
2.598 |
|
4.250 |
2.435 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.863 |
| PP |
2.896 |
2.857 |
| S1 |
2.883 |
2.852 |
|