NYMEX Natural Gas Future October 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 |
2.911 |
2.980 |
0.069 |
2.4% |
2.676 |
| High |
2.992 |
2.988 |
-0.004 |
-0.1% |
2.800 |
| Low |
2.897 |
2.890 |
-0.007 |
-0.2% |
2.640 |
| Close |
2.961 |
2.900 |
-0.061 |
-2.1% |
2.671 |
| Range |
0.095 |
0.098 |
0.003 |
3.2% |
0.160 |
| ATR |
0.099 |
0.099 |
0.000 |
0.0% |
0.000 |
| Volume |
49,971 |
46,272 |
-3,699 |
-7.4% |
153,809 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.220 |
3.158 |
2.954 |
|
| R3 |
3.122 |
3.060 |
2.927 |
|
| R2 |
3.024 |
3.024 |
2.918 |
|
| R1 |
2.962 |
2.962 |
2.909 |
2.944 |
| PP |
2.926 |
2.926 |
2.926 |
2.917 |
| S1 |
2.864 |
2.864 |
2.891 |
2.846 |
| S2 |
2.828 |
2.828 |
2.882 |
|
| S3 |
2.730 |
2.766 |
2.873 |
|
| S4 |
2.632 |
2.668 |
2.846 |
|
|
| 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 |
2.663 |
0.329 |
11.3% |
0.098 |
3.4% |
72% |
False |
False |
38,659 |
| 10 |
2.992 |
2.640 |
0.352 |
12.1% |
0.095 |
3.3% |
74% |
False |
False |
35,602 |
| 20 |
3.180 |
2.640 |
0.540 |
18.6% |
0.097 |
3.3% |
48% |
False |
False |
35,092 |
| 40 |
3.180 |
2.638 |
0.542 |
18.7% |
0.091 |
3.1% |
48% |
False |
False |
29,210 |
| 60 |
3.180 |
2.638 |
0.542 |
18.7% |
0.086 |
3.0% |
48% |
False |
False |
25,759 |
| 80 |
3.180 |
2.638 |
0.542 |
18.7% |
0.087 |
3.0% |
48% |
False |
False |
24,956 |
| 100 |
3.180 |
2.638 |
0.542 |
18.7% |
0.091 |
3.1% |
48% |
False |
False |
23,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.405 |
|
2.618 |
3.245 |
|
1.618 |
3.147 |
|
1.000 |
3.086 |
|
0.618 |
3.049 |
|
HIGH |
2.988 |
|
0.618 |
2.951 |
|
0.500 |
2.939 |
|
0.382 |
2.927 |
|
LOW |
2.890 |
|
0.618 |
2.829 |
|
1.000 |
2.792 |
|
1.618 |
2.731 |
|
2.618 |
2.633 |
|
4.250 |
2.474 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.939 |
2.895 |
| PP |
2.926 |
2.890 |
| S1 |
2.913 |
2.886 |
|