NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.843 |
2.881 |
0.038 |
1.3% |
3.046 |
| High |
2.908 |
2.908 |
0.000 |
0.0% |
3.055 |
| Low |
2.801 |
2.831 |
0.030 |
1.1% |
2.823 |
| Close |
2.885 |
2.836 |
-0.049 |
-1.7% |
2.830 |
| Range |
0.107 |
0.077 |
-0.030 |
-28.0% |
0.232 |
| ATR |
0.086 |
0.085 |
-0.001 |
-0.7% |
0.000 |
| Volume |
13,162 |
16,037 |
2,875 |
21.8% |
46,940 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.089 |
3.040 |
2.878 |
|
| R3 |
3.012 |
2.963 |
2.857 |
|
| R2 |
2.935 |
2.935 |
2.850 |
|
| R1 |
2.886 |
2.886 |
2.843 |
2.872 |
| PP |
2.858 |
2.858 |
2.858 |
2.852 |
| S1 |
2.809 |
2.809 |
2.829 |
2.795 |
| S2 |
2.781 |
2.781 |
2.822 |
|
| S3 |
2.704 |
2.732 |
2.815 |
|
| S4 |
2.627 |
2.655 |
2.794 |
|
|
| 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 |
2.992 |
2.794 |
0.198 |
7.0% |
0.087 |
3.1% |
21% |
False |
False |
14,092 |
| 10 |
3.190 |
2.794 |
0.396 |
14.0% |
0.085 |
3.0% |
11% |
False |
False |
13,004 |
| 20 |
3.254 |
2.794 |
0.460 |
16.2% |
0.088 |
3.1% |
9% |
False |
False |
12,969 |
| 40 |
3.254 |
2.750 |
0.504 |
17.8% |
0.076 |
2.7% |
17% |
False |
False |
9,777 |
| 60 |
3.254 |
2.750 |
0.504 |
17.8% |
0.074 |
2.6% |
17% |
False |
False |
8,505 |
| 80 |
3.254 |
2.750 |
0.504 |
17.8% |
0.077 |
2.7% |
17% |
False |
False |
7,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.235 |
|
2.618 |
3.110 |
|
1.618 |
3.033 |
|
1.000 |
2.985 |
|
0.618 |
2.956 |
|
HIGH |
2.908 |
|
0.618 |
2.879 |
|
0.500 |
2.870 |
|
0.382 |
2.860 |
|
LOW |
2.831 |
|
0.618 |
2.783 |
|
1.000 |
2.754 |
|
1.618 |
2.706 |
|
2.618 |
2.629 |
|
4.250 |
2.504 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.870 |
2.851 |
| PP |
2.858 |
2.846 |
| S1 |
2.847 |
2.841 |
|