NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.706 |
2.718 |
0.012 |
0.4% |
2.676 |
| High |
2.719 |
2.793 |
0.074 |
2.7% |
2.800 |
| Low |
2.663 |
2.700 |
0.037 |
1.4% |
2.640 |
| Close |
2.671 |
2.786 |
0.115 |
4.3% |
2.671 |
| Range |
0.056 |
0.093 |
0.037 |
66.1% |
0.160 |
| ATR |
0.093 |
0.095 |
0.002 |
2.2% |
0.000 |
| Volume |
38,002 |
26,560 |
-11,442 |
-30.1% |
153,809 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.039 |
3.005 |
2.837 |
|
| R3 |
2.946 |
2.912 |
2.812 |
|
| R2 |
2.853 |
2.853 |
2.803 |
|
| R1 |
2.819 |
2.819 |
2.795 |
2.836 |
| PP |
2.760 |
2.760 |
2.760 |
2.768 |
| S1 |
2.726 |
2.726 |
2.777 |
2.743 |
| S2 |
2.667 |
2.667 |
2.769 |
|
| S3 |
2.574 |
2.633 |
2.760 |
|
| S4 |
2.481 |
2.540 |
2.735 |
|
|
| 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 |
5.7% |
0.094 |
3.4% |
91% |
False |
False |
30,253 |
| 10 |
2.963 |
2.640 |
0.323 |
11.6% |
0.091 |
3.3% |
45% |
False |
False |
29,672 |
| 20 |
3.180 |
2.640 |
0.540 |
19.4% |
0.097 |
3.5% |
27% |
False |
False |
34,170 |
| 40 |
3.180 |
2.638 |
0.542 |
19.5% |
0.088 |
3.1% |
27% |
False |
False |
27,062 |
| 60 |
3.180 |
2.638 |
0.542 |
19.5% |
0.084 |
3.0% |
27% |
False |
False |
24,524 |
| 80 |
3.180 |
2.638 |
0.542 |
19.5% |
0.088 |
3.2% |
27% |
False |
False |
24,414 |
| 100 |
3.283 |
2.638 |
0.645 |
23.2% |
0.093 |
3.3% |
23% |
False |
False |
23,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.188 |
|
2.618 |
3.036 |
|
1.618 |
2.943 |
|
1.000 |
2.886 |
|
0.618 |
2.850 |
|
HIGH |
2.793 |
|
0.618 |
2.757 |
|
0.500 |
2.747 |
|
0.382 |
2.736 |
|
LOW |
2.700 |
|
0.618 |
2.643 |
|
1.000 |
2.607 |
|
1.618 |
2.550 |
|
2.618 |
2.457 |
|
4.250 |
2.305 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.773 |
2.763 |
| PP |
2.760 |
2.740 |
| S1 |
2.747 |
2.717 |
|