NYMEX Natural Gas Future July 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 |
2.615 |
2.652 |
0.037 |
1.4% |
2.907 |
| High |
2.672 |
2.723 |
0.051 |
1.9% |
2.915 |
| Low |
2.603 |
2.599 |
-0.004 |
-0.2% |
2.633 |
| Close |
2.649 |
2.698 |
0.049 |
1.8% |
2.642 |
| Range |
0.069 |
0.124 |
0.055 |
79.7% |
0.282 |
| ATR |
0.104 |
0.105 |
0.001 |
1.4% |
0.000 |
| Volume |
125,928 |
145,374 |
19,446 |
15.4% |
531,538 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.045 |
2.996 |
2.766 |
|
| R3 |
2.921 |
2.872 |
2.732 |
|
| R2 |
2.797 |
2.797 |
2.721 |
|
| R1 |
2.748 |
2.748 |
2.709 |
2.773 |
| PP |
2.673 |
2.673 |
2.673 |
2.686 |
| S1 |
2.624 |
2.624 |
2.687 |
2.649 |
| S2 |
2.549 |
2.549 |
2.675 |
|
| S3 |
2.425 |
2.500 |
2.664 |
|
| S4 |
2.301 |
2.376 |
2.630 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.391 |
2.797 |
|
| R3 |
3.294 |
3.109 |
2.720 |
|
| R2 |
3.012 |
3.012 |
2.694 |
|
| R1 |
2.827 |
2.827 |
2.668 |
2.779 |
| PP |
2.730 |
2.730 |
2.730 |
2.706 |
| S1 |
2.545 |
2.545 |
2.616 |
2.497 |
| S2 |
2.448 |
2.448 |
2.590 |
|
| S3 |
2.166 |
2.263 |
2.564 |
|
| S4 |
1.884 |
1.981 |
2.487 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.915 |
2.599 |
0.316 |
11.7% |
0.104 |
3.8% |
31% |
False |
True |
136,818 |
| 10 |
3.150 |
2.599 |
0.551 |
20.4% |
0.112 |
4.1% |
18% |
False |
True |
120,564 |
| 20 |
3.150 |
2.599 |
0.551 |
20.4% |
0.109 |
4.0% |
18% |
False |
True |
96,462 |
| 40 |
3.150 |
2.540 |
0.610 |
22.6% |
0.096 |
3.6% |
26% |
False |
False |
67,509 |
| 60 |
3.150 |
2.540 |
0.610 |
22.6% |
0.094 |
3.5% |
26% |
False |
False |
52,843 |
| 80 |
3.150 |
2.540 |
0.610 |
22.6% |
0.096 |
3.6% |
26% |
False |
False |
44,094 |
| 100 |
3.264 |
2.540 |
0.724 |
26.8% |
0.101 |
3.7% |
22% |
False |
False |
37,677 |
| 120 |
3.650 |
2.540 |
1.110 |
41.1% |
0.101 |
3.8% |
14% |
False |
False |
32,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.250 |
|
2.618 |
3.048 |
|
1.618 |
2.924 |
|
1.000 |
2.847 |
|
0.618 |
2.800 |
|
HIGH |
2.723 |
|
0.618 |
2.676 |
|
0.500 |
2.661 |
|
0.382 |
2.646 |
|
LOW |
2.599 |
|
0.618 |
2.522 |
|
1.000 |
2.475 |
|
1.618 |
2.398 |
|
2.618 |
2.274 |
|
4.250 |
2.072 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.686 |
2.686 |
| PP |
2.673 |
2.673 |
| S1 |
2.661 |
2.661 |
|