NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3.042 |
3.100 |
0.058 |
1.9% |
2.994 |
High |
3.106 |
3.215 |
0.109 |
3.5% |
3.090 |
Low |
3.019 |
3.094 |
0.075 |
2.5% |
2.969 |
Close |
3.103 |
3.215 |
0.112 |
3.6% |
2.995 |
Range |
0.087 |
0.121 |
0.034 |
39.1% |
0.121 |
ATR |
0.078 |
0.081 |
0.003 |
3.9% |
0.000 |
Volume |
10,848 |
11,792 |
944 |
8.7% |
49,069 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.538 |
3.497 |
3.282 |
|
R3 |
3.417 |
3.376 |
3.248 |
|
R2 |
3.296 |
3.296 |
3.237 |
|
R1 |
3.255 |
3.255 |
3.226 |
3.276 |
PP |
3.175 |
3.175 |
3.175 |
3.185 |
S1 |
3.134 |
3.134 |
3.204 |
3.155 |
S2 |
3.054 |
3.054 |
3.193 |
|
S3 |
2.933 |
3.013 |
3.182 |
|
S4 |
2.812 |
2.892 |
3.148 |
|
|
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 |
3.215 |
2.969 |
0.246 |
7.7% |
0.082 |
2.5% |
100% |
True |
False |
11,015 |
10 |
3.216 |
2.969 |
0.247 |
7.7% |
0.083 |
2.6% |
100% |
False |
False |
9,050 |
20 |
3.391 |
2.969 |
0.422 |
13.1% |
0.081 |
2.5% |
58% |
False |
False |
8,647 |
40 |
3.391 |
2.938 |
0.453 |
14.1% |
0.072 |
2.2% |
61% |
False |
False |
7,195 |
60 |
3.391 |
2.927 |
0.464 |
14.4% |
0.069 |
2.2% |
62% |
False |
False |
6,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.729 |
2.618 |
3.532 |
1.618 |
3.411 |
1.000 |
3.336 |
0.618 |
3.290 |
HIGH |
3.215 |
0.618 |
3.169 |
0.500 |
3.155 |
0.382 |
3.140 |
LOW |
3.094 |
0.618 |
3.019 |
1.000 |
2.973 |
1.618 |
2.898 |
2.618 |
2.777 |
4.250 |
2.580 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3.195 |
3.176 |
PP |
3.175 |
3.138 |
S1 |
3.155 |
3.099 |
|