NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
2.994 |
3.031 |
0.037 |
1.2% |
3.216 |
High |
3.040 |
3.089 |
0.049 |
1.6% |
3.216 |
Low |
2.980 |
2.990 |
0.010 |
0.3% |
3.004 |
Close |
3.028 |
3.064 |
0.036 |
1.2% |
3.012 |
Range |
0.060 |
0.099 |
0.039 |
65.0% |
0.212 |
ATR |
0.077 |
0.078 |
0.002 |
2.1% |
0.000 |
Volume |
9,819 |
6,815 |
-3,004 |
-30.6% |
22,723 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.345 |
3.303 |
3.118 |
|
R3 |
3.246 |
3.204 |
3.091 |
|
R2 |
3.147 |
3.147 |
3.082 |
|
R1 |
3.105 |
3.105 |
3.073 |
3.126 |
PP |
3.048 |
3.048 |
3.048 |
3.058 |
S1 |
3.006 |
3.006 |
3.055 |
3.027 |
S2 |
2.949 |
2.949 |
3.046 |
|
S3 |
2.850 |
2.907 |
3.037 |
|
S4 |
2.751 |
2.808 |
3.010 |
|
|
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 |
7.7% |
0.083 |
2.7% |
36% |
False |
False |
7,086 |
10 |
3.391 |
2.980 |
0.411 |
13.4% |
0.085 |
2.8% |
20% |
False |
False |
7,195 |
20 |
3.391 |
2.980 |
0.411 |
13.4% |
0.079 |
2.6% |
20% |
False |
False |
7,612 |
40 |
3.391 |
2.927 |
0.464 |
15.1% |
0.069 |
2.3% |
30% |
False |
False |
6,382 |
60 |
3.391 |
2.927 |
0.464 |
15.1% |
0.068 |
2.2% |
30% |
False |
False |
5,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.510 |
2.618 |
3.348 |
1.618 |
3.249 |
1.000 |
3.188 |
0.618 |
3.150 |
HIGH |
3.089 |
0.618 |
3.051 |
0.500 |
3.040 |
0.382 |
3.028 |
LOW |
2.990 |
0.618 |
2.929 |
1.000 |
2.891 |
1.618 |
2.830 |
2.618 |
2.731 |
4.250 |
2.569 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3.056 |
3.054 |
PP |
3.048 |
3.044 |
S1 |
3.040 |
3.035 |
|