NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3.018 |
3.023 |
0.005 |
0.2% |
2.994 |
High |
3.045 |
3.034 |
-0.011 |
-0.4% |
3.090 |
Low |
2.969 |
2.983 |
0.014 |
0.5% |
2.969 |
Close |
3.020 |
2.995 |
-0.025 |
-0.8% |
2.995 |
Range |
0.076 |
0.051 |
-0.025 |
-32.9% |
0.121 |
ATR |
0.078 |
0.076 |
-0.002 |
-2.5% |
0.000 |
Volume |
9,256 |
11,347 |
2,091 |
22.6% |
49,069 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.157 |
3.127 |
3.023 |
|
R3 |
3.106 |
3.076 |
3.009 |
|
R2 |
3.055 |
3.055 |
3.004 |
|
R1 |
3.025 |
3.025 |
3.000 |
3.015 |
PP |
3.004 |
3.004 |
3.004 |
2.999 |
S1 |
2.974 |
2.974 |
2.990 |
2.964 |
S2 |
2.953 |
2.953 |
2.986 |
|
S3 |
2.902 |
2.923 |
2.981 |
|
S4 |
2.851 |
2.872 |
2.967 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.381 |
3.309 |
3.062 |
|
R3 |
3.260 |
3.188 |
3.028 |
|
R2 |
3.139 |
3.139 |
3.017 |
|
R1 |
3.067 |
3.067 |
3.006 |
3.103 |
PP |
3.018 |
3.018 |
3.018 |
3.036 |
S1 |
2.946 |
2.946 |
2.984 |
2.982 |
S2 |
2.897 |
2.897 |
2.973 |
|
S3 |
2.776 |
2.825 |
2.962 |
|
S4 |
2.655 |
2.704 |
2.928 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.090 |
2.969 |
0.121 |
4.0% |
0.072 |
2.4% |
21% |
False |
False |
9,813 |
10 |
3.292 |
2.969 |
0.323 |
10.8% |
0.076 |
2.5% |
8% |
False |
False |
7,893 |
20 |
3.391 |
2.969 |
0.422 |
14.1% |
0.081 |
2.7% |
6% |
False |
False |
8,500 |
40 |
3.391 |
2.927 |
0.464 |
15.5% |
0.069 |
2.3% |
15% |
False |
False |
6,888 |
60 |
3.391 |
2.927 |
0.464 |
15.5% |
0.068 |
2.3% |
15% |
False |
False |
5,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.251 |
2.618 |
3.168 |
1.618 |
3.117 |
1.000 |
3.085 |
0.618 |
3.066 |
HIGH |
3.034 |
0.618 |
3.015 |
0.500 |
3.009 |
0.382 |
3.002 |
LOW |
2.983 |
0.618 |
2.951 |
1.000 |
2.932 |
1.618 |
2.900 |
2.618 |
2.849 |
4.250 |
2.766 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3.009 |
3.030 |
PP |
3.004 |
3.018 |
S1 |
3.000 |
3.007 |
|