NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.724 |
2.773 |
0.049 |
1.8% |
2.953 |
| High |
2.798 |
2.800 |
0.002 |
0.1% |
2.963 |
| Low |
2.679 |
2.707 |
0.028 |
1.0% |
2.706 |
| Close |
2.773 |
2.713 |
-0.060 |
-2.2% |
2.714 |
| Range |
0.119 |
0.093 |
-0.026 |
-21.8% |
0.257 |
| ATR |
0.095 |
0.095 |
0.000 |
-0.2% |
0.000 |
| Volume |
27,688 |
33,287 |
5,599 |
20.2% |
116,357 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.019 |
2.959 |
2.764 |
|
| R3 |
2.926 |
2.866 |
2.739 |
|
| R2 |
2.833 |
2.833 |
2.730 |
|
| R1 |
2.773 |
2.773 |
2.722 |
2.757 |
| PP |
2.740 |
2.740 |
2.740 |
2.732 |
| S1 |
2.680 |
2.680 |
2.704 |
2.664 |
| S2 |
2.647 |
2.647 |
2.696 |
|
| S3 |
2.554 |
2.587 |
2.687 |
|
| S4 |
2.461 |
2.494 |
2.662 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.565 |
3.397 |
2.855 |
|
| R3 |
3.308 |
3.140 |
2.785 |
|
| R2 |
3.051 |
3.051 |
2.761 |
|
| R1 |
2.883 |
2.883 |
2.738 |
2.839 |
| PP |
2.794 |
2.794 |
2.794 |
2.772 |
| S1 |
2.626 |
2.626 |
2.690 |
2.582 |
| S2 |
2.537 |
2.537 |
2.667 |
|
| S3 |
2.280 |
2.369 |
2.643 |
|
| S4 |
2.023 |
2.112 |
2.573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.899 |
2.675 |
0.224 |
8.3% |
0.097 |
3.6% |
17% |
False |
False |
32,206 |
| 10 |
3.121 |
2.675 |
0.446 |
16.4% |
0.096 |
3.5% |
9% |
False |
False |
32,728 |
| 20 |
3.180 |
2.675 |
0.505 |
18.6% |
0.099 |
3.7% |
8% |
False |
False |
32,975 |
| 40 |
3.180 |
2.638 |
0.542 |
20.0% |
0.086 |
3.2% |
14% |
False |
False |
26,184 |
| 60 |
3.180 |
2.638 |
0.542 |
20.0% |
0.084 |
3.1% |
14% |
False |
False |
24,061 |
| 80 |
3.180 |
2.638 |
0.542 |
20.0% |
0.089 |
3.3% |
14% |
False |
False |
24,009 |
| 100 |
3.283 |
2.638 |
0.645 |
23.8% |
0.094 |
3.5% |
12% |
False |
False |
23,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.195 |
|
2.618 |
3.043 |
|
1.618 |
2.950 |
|
1.000 |
2.893 |
|
0.618 |
2.857 |
|
HIGH |
2.800 |
|
0.618 |
2.764 |
|
0.500 |
2.754 |
|
0.382 |
2.743 |
|
LOW |
2.707 |
|
0.618 |
2.650 |
|
1.000 |
2.614 |
|
1.618 |
2.557 |
|
2.618 |
2.464 |
|
4.250 |
2.312 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.754 |
2.738 |
| PP |
2.740 |
2.729 |
| S1 |
2.727 |
2.721 |
|