NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.834 |
2.836 |
0.002 |
0.1% |
2.802 |
| High |
2.856 |
2.847 |
-0.009 |
-0.3% |
2.908 |
| Low |
2.770 |
2.793 |
0.023 |
0.8% |
2.770 |
| Close |
2.831 |
2.802 |
-0.029 |
-1.0% |
2.802 |
| Range |
0.086 |
0.054 |
-0.032 |
-37.2% |
0.138 |
| ATR |
0.085 |
0.083 |
-0.002 |
-2.6% |
0.000 |
| Volume |
15,520 |
16,742 |
1,222 |
7.9% |
73,027 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.976 |
2.943 |
2.832 |
|
| R3 |
2.922 |
2.889 |
2.817 |
|
| R2 |
2.868 |
2.868 |
2.812 |
|
| R1 |
2.835 |
2.835 |
2.807 |
2.825 |
| PP |
2.814 |
2.814 |
2.814 |
2.809 |
| S1 |
2.781 |
2.781 |
2.797 |
2.771 |
| S2 |
2.760 |
2.760 |
2.792 |
|
| S3 |
2.706 |
2.727 |
2.787 |
|
| S4 |
2.652 |
2.673 |
2.772 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.241 |
3.159 |
2.878 |
|
| R3 |
3.103 |
3.021 |
2.840 |
|
| R2 |
2.965 |
2.965 |
2.827 |
|
| R1 |
2.883 |
2.883 |
2.815 |
2.871 |
| PP |
2.827 |
2.827 |
2.827 |
2.821 |
| S1 |
2.745 |
2.745 |
2.789 |
2.733 |
| S2 |
2.689 |
2.689 |
2.777 |
|
| S3 |
2.551 |
2.607 |
2.764 |
|
| S4 |
2.413 |
2.469 |
2.726 |
|
|
| 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% |
0.078 |
2.8% |
23% |
False |
False |
14,605 |
| 10 |
3.143 |
2.770 |
0.373 |
13.3% |
0.081 |
2.9% |
9% |
False |
False |
13,239 |
| 20 |
3.254 |
2.770 |
0.484 |
17.3% |
0.088 |
3.2% |
7% |
False |
False |
13,912 |
| 40 |
3.254 |
2.750 |
0.504 |
18.0% |
0.075 |
2.7% |
10% |
False |
False |
10,314 |
| 60 |
3.254 |
2.750 |
0.504 |
18.0% |
0.074 |
2.6% |
10% |
False |
False |
8,881 |
| 80 |
3.254 |
2.750 |
0.504 |
18.0% |
0.077 |
2.7% |
10% |
False |
False |
8,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.077 |
|
2.618 |
2.988 |
|
1.618 |
2.934 |
|
1.000 |
2.901 |
|
0.618 |
2.880 |
|
HIGH |
2.847 |
|
0.618 |
2.826 |
|
0.500 |
2.820 |
|
0.382 |
2.814 |
|
LOW |
2.793 |
|
0.618 |
2.760 |
|
1.000 |
2.739 |
|
1.618 |
2.706 |
|
2.618 |
2.652 |
|
4.250 |
2.564 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.820 |
2.839 |
| PP |
2.814 |
2.827 |
| S1 |
2.808 |
2.814 |
|