NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.913 |
3.028 |
0.115 |
3.9% |
2.802 |
| High |
3.037 |
3.096 |
0.059 |
1.9% |
2.908 |
| Low |
2.902 |
3.010 |
0.108 |
3.7% |
2.770 |
| Close |
3.036 |
3.067 |
0.031 |
1.0% |
2.802 |
| Range |
0.135 |
0.086 |
-0.049 |
-36.3% |
0.138 |
| ATR |
0.089 |
0.089 |
0.000 |
-0.2% |
0.000 |
| Volume |
18,076 |
29,315 |
11,239 |
62.2% |
73,027 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.316 |
3.277 |
3.114 |
|
| R3 |
3.230 |
3.191 |
3.091 |
|
| R2 |
3.144 |
3.144 |
3.083 |
|
| R1 |
3.105 |
3.105 |
3.075 |
3.125 |
| PP |
3.058 |
3.058 |
3.058 |
3.067 |
| S1 |
3.019 |
3.019 |
3.059 |
3.039 |
| S2 |
2.972 |
2.972 |
3.051 |
|
| S3 |
2.886 |
2.933 |
3.043 |
|
| S4 |
2.800 |
2.847 |
3.020 |
|
|
| 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 |
3.096 |
2.770 |
0.326 |
10.6% |
0.090 |
2.9% |
91% |
True |
False |
19,441 |
| 10 |
3.096 |
2.770 |
0.326 |
10.6% |
0.089 |
2.9% |
91% |
True |
False |
16,767 |
| 20 |
3.254 |
2.770 |
0.484 |
15.8% |
0.086 |
2.8% |
61% |
False |
False |
14,752 |
| 40 |
3.254 |
2.750 |
0.504 |
16.4% |
0.080 |
2.6% |
63% |
False |
False |
11,519 |
| 60 |
3.254 |
2.750 |
0.504 |
16.4% |
0.075 |
2.4% |
63% |
False |
False |
9,585 |
| 80 |
3.254 |
2.750 |
0.504 |
16.4% |
0.076 |
2.5% |
63% |
False |
False |
8,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.462 |
|
2.618 |
3.321 |
|
1.618 |
3.235 |
|
1.000 |
3.182 |
|
0.618 |
3.149 |
|
HIGH |
3.096 |
|
0.618 |
3.063 |
|
0.500 |
3.053 |
|
0.382 |
3.043 |
|
LOW |
3.010 |
|
0.618 |
2.957 |
|
1.000 |
2.924 |
|
1.618 |
2.871 |
|
2.618 |
2.785 |
|
4.250 |
2.645 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.062 |
3.032 |
| PP |
3.058 |
2.997 |
| S1 |
3.053 |
2.963 |
|