NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3.023 |
3.042 |
0.019 |
0.6% |
2.994 |
High |
3.034 |
3.106 |
0.072 |
2.4% |
3.090 |
Low |
2.983 |
3.019 |
0.036 |
1.2% |
2.969 |
Close |
2.995 |
3.103 |
0.108 |
3.6% |
2.995 |
Range |
0.051 |
0.087 |
0.036 |
70.6% |
0.121 |
ATR |
0.076 |
0.078 |
0.003 |
3.3% |
0.000 |
Volume |
11,347 |
10,848 |
-499 |
-4.4% |
49,069 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.337 |
3.307 |
3.151 |
|
R3 |
3.250 |
3.220 |
3.127 |
|
R2 |
3.163 |
3.163 |
3.119 |
|
R1 |
3.133 |
3.133 |
3.111 |
3.148 |
PP |
3.076 |
3.076 |
3.076 |
3.084 |
S1 |
3.046 |
3.046 |
3.095 |
3.061 |
S2 |
2.989 |
2.989 |
3.087 |
|
S3 |
2.902 |
2.959 |
3.079 |
|
S4 |
2.815 |
2.872 |
3.055 |
|
|
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 |
3.106 |
2.969 |
0.137 |
4.4% |
0.077 |
2.5% |
98% |
True |
False |
10,019 |
10 |
3.216 |
2.969 |
0.247 |
8.0% |
0.077 |
2.5% |
54% |
False |
False |
8,264 |
20 |
3.391 |
2.969 |
0.422 |
13.6% |
0.080 |
2.6% |
32% |
False |
False |
8,738 |
40 |
3.391 |
2.927 |
0.464 |
15.0% |
0.071 |
2.3% |
38% |
False |
False |
7,014 |
60 |
3.391 |
2.927 |
0.464 |
15.0% |
0.068 |
2.2% |
38% |
False |
False |
6,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.476 |
2.618 |
3.334 |
1.618 |
3.247 |
1.000 |
3.193 |
0.618 |
3.160 |
HIGH |
3.106 |
0.618 |
3.073 |
0.500 |
3.063 |
0.382 |
3.052 |
LOW |
3.019 |
0.618 |
2.965 |
1.000 |
2.932 |
1.618 |
2.878 |
2.618 |
2.791 |
4.250 |
2.649 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3.090 |
3.081 |
PP |
3.076 |
3.059 |
S1 |
3.063 |
3.038 |
|