NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 11-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3.028 |
3.070 |
0.042 |
1.4% |
2.802 |
| High |
3.096 |
3.090 |
-0.006 |
-0.2% |
2.908 |
| Low |
3.010 |
3.006 |
-0.004 |
-0.1% |
2.770 |
| Close |
3.067 |
3.018 |
-0.049 |
-1.6% |
2.802 |
| Range |
0.086 |
0.084 |
-0.002 |
-2.3% |
0.138 |
| ATR |
0.089 |
0.088 |
0.000 |
-0.4% |
0.000 |
| Volume |
29,315 |
29,596 |
281 |
1.0% |
73,027 |
|
| Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.290 |
3.238 |
3.064 |
|
| R3 |
3.206 |
3.154 |
3.041 |
|
| R2 |
3.122 |
3.122 |
3.033 |
|
| R1 |
3.070 |
3.070 |
3.026 |
3.054 |
| PP |
3.038 |
3.038 |
3.038 |
3.030 |
| S1 |
2.986 |
2.986 |
3.010 |
2.970 |
| S2 |
2.954 |
2.954 |
3.003 |
|
| S3 |
2.870 |
2.902 |
2.995 |
|
| S4 |
2.786 |
2.818 |
2.972 |
|
|
| 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 |
2.793 |
0.303 |
10.0% |
0.090 |
3.0% |
74% |
False |
False |
22,256 |
| 10 |
3.096 |
2.770 |
0.326 |
10.8% |
0.086 |
2.9% |
76% |
False |
False |
18,750 |
| 20 |
3.254 |
2.770 |
0.484 |
16.0% |
0.086 |
2.9% |
51% |
False |
False |
15,213 |
| 40 |
3.254 |
2.764 |
0.490 |
16.2% |
0.079 |
2.6% |
52% |
False |
False |
12,114 |
| 60 |
3.254 |
2.750 |
0.504 |
16.7% |
0.075 |
2.5% |
53% |
False |
False |
10,020 |
| 80 |
3.254 |
2.750 |
0.504 |
16.7% |
0.075 |
2.5% |
53% |
False |
False |
8,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.447 |
|
2.618 |
3.310 |
|
1.618 |
3.226 |
|
1.000 |
3.174 |
|
0.618 |
3.142 |
|
HIGH |
3.090 |
|
0.618 |
3.058 |
|
0.500 |
3.048 |
|
0.382 |
3.038 |
|
LOW |
3.006 |
|
0.618 |
2.954 |
|
1.000 |
2.922 |
|
1.618 |
2.870 |
|
2.618 |
2.786 |
|
4.250 |
2.649 |
|
|
| Fisher Pivots for day following 11-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.048 |
3.012 |
| PP |
3.038 |
3.005 |
| S1 |
3.028 |
2.999 |
|