NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.896 |
2.802 |
-0.094 |
-3.2% |
3.046 |
| High |
2.901 |
2.859 |
-0.042 |
-1.4% |
3.055 |
| Low |
2.823 |
2.794 |
-0.029 |
-1.0% |
2.823 |
| Close |
2.830 |
2.846 |
0.016 |
0.6% |
2.830 |
| Range |
0.078 |
0.065 |
-0.013 |
-16.7% |
0.232 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.7% |
0.000 |
| Volume |
19,935 |
11,566 |
-8,369 |
-42.0% |
46,940 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.028 |
3.002 |
2.882 |
|
| R3 |
2.963 |
2.937 |
2.864 |
|
| R2 |
2.898 |
2.898 |
2.858 |
|
| R1 |
2.872 |
2.872 |
2.852 |
2.885 |
| PP |
2.833 |
2.833 |
2.833 |
2.840 |
| S1 |
2.807 |
2.807 |
2.840 |
2.820 |
| S2 |
2.768 |
2.768 |
2.834 |
|
| S3 |
2.703 |
2.742 |
2.828 |
|
| S4 |
2.638 |
2.677 |
2.810 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.599 |
3.446 |
2.958 |
|
| R3 |
3.367 |
3.214 |
2.894 |
|
| R2 |
3.135 |
3.135 |
2.873 |
|
| R1 |
2.982 |
2.982 |
2.851 |
2.943 |
| PP |
2.903 |
2.903 |
2.903 |
2.883 |
| S1 |
2.750 |
2.750 |
2.809 |
2.711 |
| S2 |
2.671 |
2.671 |
2.787 |
|
| S3 |
2.439 |
2.518 |
2.766 |
|
| S4 |
2.207 |
2.286 |
2.702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.055 |
2.794 |
0.261 |
9.2% |
0.080 |
2.8% |
20% |
False |
True |
11,701 |
| 10 |
3.254 |
2.794 |
0.460 |
16.2% |
0.086 |
3.0% |
11% |
False |
True |
11,676 |
| 20 |
3.254 |
2.794 |
0.460 |
16.2% |
0.084 |
3.0% |
11% |
False |
True |
12,093 |
| 40 |
3.254 |
2.750 |
0.504 |
17.7% |
0.073 |
2.6% |
19% |
False |
False |
9,391 |
| 60 |
3.254 |
2.750 |
0.504 |
17.7% |
0.073 |
2.6% |
19% |
False |
False |
8,163 |
| 80 |
3.254 |
2.750 |
0.504 |
17.7% |
0.076 |
2.7% |
19% |
False |
False |
7,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.135 |
|
2.618 |
3.029 |
|
1.618 |
2.964 |
|
1.000 |
2.924 |
|
0.618 |
2.899 |
|
HIGH |
2.859 |
|
0.618 |
2.834 |
|
0.500 |
2.827 |
|
0.382 |
2.819 |
|
LOW |
2.794 |
|
0.618 |
2.754 |
|
1.000 |
2.729 |
|
1.618 |
2.689 |
|
2.618 |
2.624 |
|
4.250 |
2.518 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.840 |
2.893 |
| PP |
2.833 |
2.877 |
| S1 |
2.827 |
2.862 |
|