NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.713 |
2.706 |
-0.007 |
-0.3% |
2.676 |
| High |
2.747 |
2.719 |
-0.028 |
-1.0% |
2.800 |
| Low |
2.640 |
2.663 |
0.023 |
0.9% |
2.640 |
| Close |
2.704 |
2.671 |
-0.033 |
-1.2% |
2.671 |
| Range |
0.107 |
0.056 |
-0.051 |
-47.7% |
0.160 |
| ATR |
0.096 |
0.093 |
-0.003 |
-3.0% |
0.000 |
| Volume |
25,730 |
38,002 |
12,272 |
47.7% |
153,809 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.852 |
2.818 |
2.702 |
|
| R3 |
2.796 |
2.762 |
2.686 |
|
| R2 |
2.740 |
2.740 |
2.681 |
|
| R1 |
2.706 |
2.706 |
2.676 |
2.695 |
| PP |
2.684 |
2.684 |
2.684 |
2.679 |
| S1 |
2.650 |
2.650 |
2.666 |
2.639 |
| S2 |
2.628 |
2.628 |
2.661 |
|
| S3 |
2.572 |
2.594 |
2.656 |
|
| S4 |
2.516 |
2.538 |
2.640 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.184 |
3.087 |
2.759 |
|
| R3 |
3.024 |
2.927 |
2.715 |
|
| R2 |
2.864 |
2.864 |
2.700 |
|
| R1 |
2.767 |
2.767 |
2.686 |
2.736 |
| PP |
2.704 |
2.704 |
2.704 |
2.688 |
| S1 |
2.607 |
2.607 |
2.656 |
2.576 |
| S2 |
2.544 |
2.544 |
2.642 |
|
| S3 |
2.384 |
2.447 |
2.627 |
|
| S4 |
2.224 |
2.287 |
2.583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.800 |
2.640 |
0.160 |
6.0% |
0.089 |
3.3% |
19% |
False |
False |
30,761 |
| 10 |
3.057 |
2.640 |
0.417 |
15.6% |
0.091 |
3.4% |
7% |
False |
False |
31,586 |
| 20 |
3.180 |
2.640 |
0.540 |
20.2% |
0.100 |
3.7% |
6% |
False |
False |
34,457 |
| 40 |
3.180 |
2.638 |
0.542 |
20.3% |
0.086 |
3.2% |
6% |
False |
False |
26,895 |
| 60 |
3.180 |
2.638 |
0.542 |
20.3% |
0.084 |
3.1% |
6% |
False |
False |
24,521 |
| 80 |
3.180 |
2.638 |
0.542 |
20.3% |
0.089 |
3.3% |
6% |
False |
False |
24,397 |
| 100 |
3.283 |
2.638 |
0.645 |
24.1% |
0.094 |
3.5% |
5% |
False |
False |
23,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.957 |
|
2.618 |
2.866 |
|
1.618 |
2.810 |
|
1.000 |
2.775 |
|
0.618 |
2.754 |
|
HIGH |
2.719 |
|
0.618 |
2.698 |
|
0.500 |
2.691 |
|
0.382 |
2.684 |
|
LOW |
2.663 |
|
0.618 |
2.628 |
|
1.000 |
2.607 |
|
1.618 |
2.572 |
|
2.618 |
2.516 |
|
4.250 |
2.425 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.691 |
2.720 |
| PP |
2.684 |
2.704 |
| S1 |
2.678 |
2.687 |
|