NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3.070 |
2.994 |
-0.076 |
-2.5% |
3.216 |
High |
3.070 |
3.040 |
-0.030 |
-1.0% |
3.216 |
Low |
3.004 |
2.980 |
-0.024 |
-0.8% |
3.004 |
Close |
3.012 |
3.028 |
0.016 |
0.5% |
3.012 |
Range |
0.066 |
0.060 |
-0.006 |
-9.1% |
0.212 |
ATR |
0.078 |
0.077 |
-0.001 |
-1.6% |
0.000 |
Volume |
9,717 |
9,819 |
102 |
1.0% |
22,723 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.196 |
3.172 |
3.061 |
|
R3 |
3.136 |
3.112 |
3.045 |
|
R2 |
3.076 |
3.076 |
3.039 |
|
R1 |
3.052 |
3.052 |
3.034 |
3.064 |
PP |
3.016 |
3.016 |
3.016 |
3.022 |
S1 |
2.992 |
2.992 |
3.023 |
3.004 |
S2 |
2.956 |
2.956 |
3.017 |
|
S3 |
2.896 |
2.932 |
3.012 |
|
S4 |
2.836 |
2.872 |
2.995 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.713 |
3.575 |
3.129 |
|
R3 |
3.501 |
3.363 |
3.070 |
|
R2 |
3.289 |
3.289 |
3.051 |
|
R1 |
3.151 |
3.151 |
3.031 |
3.114 |
PP |
3.077 |
3.077 |
3.077 |
3.059 |
S1 |
2.939 |
2.939 |
2.993 |
2.902 |
S2 |
2.865 |
2.865 |
2.973 |
|
S3 |
2.653 |
2.727 |
2.954 |
|
S4 |
2.441 |
2.515 |
2.895 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.216 |
2.980 |
0.236 |
7.8% |
0.077 |
2.6% |
20% |
False |
True |
6,508 |
10 |
3.391 |
2.980 |
0.411 |
13.6% |
0.080 |
2.6% |
12% |
False |
True |
7,155 |
20 |
3.391 |
2.980 |
0.411 |
13.6% |
0.077 |
2.5% |
12% |
False |
True |
7,617 |
40 |
3.391 |
2.927 |
0.464 |
15.3% |
0.068 |
2.2% |
22% |
False |
False |
6,362 |
60 |
3.391 |
2.927 |
0.464 |
15.3% |
0.067 |
2.2% |
22% |
False |
False |
5,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.295 |
2.618 |
3.197 |
1.618 |
3.137 |
1.000 |
3.100 |
0.618 |
3.077 |
HIGH |
3.040 |
0.618 |
3.017 |
0.500 |
3.010 |
0.382 |
3.003 |
LOW |
2.980 |
0.618 |
2.943 |
1.000 |
2.920 |
1.618 |
2.883 |
2.618 |
2.823 |
4.250 |
2.725 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3.022 |
3.070 |
PP |
3.016 |
3.056 |
S1 |
3.010 |
3.042 |
|