NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.836 |
2.850 |
0.014 |
0.5% |
2.802 |
| High |
2.847 |
2.918 |
0.071 |
2.5% |
2.908 |
| Low |
2.793 |
2.829 |
0.036 |
1.3% |
2.770 |
| Close |
2.802 |
2.915 |
0.113 |
4.0% |
2.802 |
| Range |
0.054 |
0.089 |
0.035 |
64.8% |
0.138 |
| ATR |
0.083 |
0.085 |
0.002 |
2.9% |
0.000 |
| Volume |
16,742 |
17,555 |
813 |
4.9% |
73,027 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.154 |
3.124 |
2.964 |
|
| R3 |
3.065 |
3.035 |
2.939 |
|
| R2 |
2.976 |
2.976 |
2.931 |
|
| R1 |
2.946 |
2.946 |
2.923 |
2.961 |
| PP |
2.887 |
2.887 |
2.887 |
2.895 |
| S1 |
2.857 |
2.857 |
2.907 |
2.872 |
| S2 |
2.798 |
2.798 |
2.899 |
|
| S3 |
2.709 |
2.768 |
2.891 |
|
| S4 |
2.620 |
2.679 |
2.866 |
|
|
| 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 |
2.918 |
2.770 |
0.148 |
5.1% |
0.083 |
2.8% |
98% |
True |
False |
15,803 |
| 10 |
3.055 |
2.770 |
0.285 |
9.8% |
0.081 |
2.8% |
51% |
False |
False |
13,752 |
| 20 |
3.254 |
2.770 |
0.484 |
16.6% |
0.087 |
3.0% |
30% |
False |
False |
14,130 |
| 40 |
3.254 |
2.750 |
0.504 |
17.3% |
0.076 |
2.6% |
33% |
False |
False |
10,548 |
| 60 |
3.254 |
2.750 |
0.504 |
17.3% |
0.073 |
2.5% |
33% |
False |
False |
9,021 |
| 80 |
3.254 |
2.750 |
0.504 |
17.3% |
0.077 |
2.6% |
33% |
False |
False |
8,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.296 |
|
2.618 |
3.151 |
|
1.618 |
3.062 |
|
1.000 |
3.007 |
|
0.618 |
2.973 |
|
HIGH |
2.918 |
|
0.618 |
2.884 |
|
0.500 |
2.874 |
|
0.382 |
2.863 |
|
LOW |
2.829 |
|
0.618 |
2.774 |
|
1.000 |
2.740 |
|
1.618 |
2.685 |
|
2.618 |
2.596 |
|
4.250 |
2.451 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.901 |
2.891 |
| PP |
2.887 |
2.868 |
| S1 |
2.874 |
2.844 |
|