NYMEX Natural Gas Future October 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 |
2.795 |
2.911 |
0.116 |
4.2% |
2.676 |
| High |
2.925 |
2.992 |
0.067 |
2.3% |
2.800 |
| Low |
2.779 |
2.897 |
0.118 |
4.2% |
2.640 |
| Close |
2.922 |
2.961 |
0.039 |
1.3% |
2.671 |
| Range |
0.146 |
0.095 |
-0.051 |
-34.9% |
0.160 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.3% |
0.000 |
| Volume |
32,493 |
49,971 |
17,478 |
53.8% |
153,809 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.235 |
3.193 |
3.013 |
|
| R3 |
3.140 |
3.098 |
2.987 |
|
| R2 |
3.045 |
3.045 |
2.978 |
|
| R1 |
3.003 |
3.003 |
2.970 |
3.024 |
| PP |
2.950 |
2.950 |
2.950 |
2.961 |
| S1 |
2.908 |
2.908 |
2.952 |
2.929 |
| S2 |
2.855 |
2.855 |
2.944 |
|
| S3 |
2.760 |
2.813 |
2.935 |
|
| S4 |
2.665 |
2.718 |
2.909 |
|
|
| 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 |
2.992 |
2.640 |
0.352 |
11.9% |
0.099 |
3.4% |
91% |
True |
False |
34,551 |
| 10 |
2.992 |
2.640 |
0.352 |
11.9% |
0.098 |
3.3% |
91% |
True |
False |
33,378 |
| 20 |
3.180 |
2.640 |
0.540 |
18.2% |
0.097 |
3.3% |
59% |
False |
False |
34,672 |
| 40 |
3.180 |
2.638 |
0.542 |
18.3% |
0.091 |
3.1% |
60% |
False |
False |
28,378 |
| 60 |
3.180 |
2.638 |
0.542 |
18.3% |
0.085 |
2.9% |
60% |
False |
False |
25,181 |
| 80 |
3.180 |
2.638 |
0.542 |
18.3% |
0.088 |
3.0% |
60% |
False |
False |
24,680 |
| 100 |
3.180 |
2.638 |
0.542 |
18.3% |
0.092 |
3.1% |
60% |
False |
False |
23,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.396 |
|
2.618 |
3.241 |
|
1.618 |
3.146 |
|
1.000 |
3.087 |
|
0.618 |
3.051 |
|
HIGH |
2.992 |
|
0.618 |
2.956 |
|
0.500 |
2.945 |
|
0.382 |
2.933 |
|
LOW |
2.897 |
|
0.618 |
2.838 |
|
1.000 |
2.802 |
|
1.618 |
2.743 |
|
2.618 |
2.648 |
|
4.250 |
2.493 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.956 |
2.923 |
| PP |
2.950 |
2.884 |
| S1 |
2.945 |
2.846 |
|