NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.881 |
2.834 |
-0.047 |
-1.6% |
3.046 |
| High |
2.908 |
2.856 |
-0.052 |
-1.8% |
3.055 |
| Low |
2.831 |
2.770 |
-0.061 |
-2.2% |
2.823 |
| Close |
2.836 |
2.831 |
-0.005 |
-0.2% |
2.830 |
| Range |
0.077 |
0.086 |
0.009 |
11.7% |
0.232 |
| ATR |
0.085 |
0.085 |
0.000 |
0.1% |
0.000 |
| Volume |
16,037 |
15,520 |
-517 |
-3.2% |
46,940 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.077 |
3.040 |
2.878 |
|
| R3 |
2.991 |
2.954 |
2.855 |
|
| R2 |
2.905 |
2.905 |
2.847 |
|
| R1 |
2.868 |
2.868 |
2.839 |
2.844 |
| PP |
2.819 |
2.819 |
2.819 |
2.807 |
| S1 |
2.782 |
2.782 |
2.823 |
2.758 |
| S2 |
2.733 |
2.733 |
2.815 |
|
| S3 |
2.647 |
2.696 |
2.807 |
|
| S4 |
2.561 |
2.610 |
2.784 |
|
|
| 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 |
2.908 |
2.770 |
0.138 |
4.9% |
0.083 |
2.9% |
44% |
False |
True |
15,244 |
| 10 |
3.190 |
2.770 |
0.420 |
14.8% |
0.085 |
3.0% |
15% |
False |
True |
12,966 |
| 20 |
3.254 |
2.770 |
0.484 |
17.1% |
0.090 |
3.2% |
13% |
False |
True |
13,432 |
| 40 |
3.254 |
2.750 |
0.504 |
17.8% |
0.076 |
2.7% |
16% |
False |
False |
10,007 |
| 60 |
3.254 |
2.750 |
0.504 |
17.8% |
0.075 |
2.6% |
16% |
False |
False |
8,688 |
| 80 |
3.254 |
2.750 |
0.504 |
17.8% |
0.077 |
2.7% |
16% |
False |
False |
7,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.222 |
|
2.618 |
3.081 |
|
1.618 |
2.995 |
|
1.000 |
2.942 |
|
0.618 |
2.909 |
|
HIGH |
2.856 |
|
0.618 |
2.823 |
|
0.500 |
2.813 |
|
0.382 |
2.803 |
|
LOW |
2.770 |
|
0.618 |
2.717 |
|
1.000 |
2.684 |
|
1.618 |
2.631 |
|
2.618 |
2.545 |
|
4.250 |
2.405 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.825 |
2.839 |
| PP |
2.819 |
2.836 |
| S1 |
2.813 |
2.834 |
|