NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.652 |
2.703 |
0.051 |
1.9% |
2.907 |
| High |
2.723 |
2.724 |
0.001 |
0.0% |
2.915 |
| Low |
2.599 |
2.625 |
0.026 |
1.0% |
2.633 |
| Close |
2.698 |
2.634 |
-0.064 |
-2.4% |
2.642 |
| Range |
0.124 |
0.099 |
-0.025 |
-20.2% |
0.282 |
| ATR |
0.105 |
0.105 |
0.000 |
-0.4% |
0.000 |
| Volume |
145,374 |
128,116 |
-17,258 |
-11.9% |
531,538 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.958 |
2.895 |
2.688 |
|
| R3 |
2.859 |
2.796 |
2.661 |
|
| R2 |
2.760 |
2.760 |
2.652 |
|
| R1 |
2.697 |
2.697 |
2.643 |
2.679 |
| PP |
2.661 |
2.661 |
2.661 |
2.652 |
| S1 |
2.598 |
2.598 |
2.625 |
2.580 |
| S2 |
2.562 |
2.562 |
2.616 |
|
| S3 |
2.463 |
2.499 |
2.607 |
|
| S4 |
2.364 |
2.400 |
2.580 |
|
|
| 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 |
2.845 |
2.599 |
0.246 |
9.3% |
0.105 |
4.0% |
14% |
False |
False |
138,786 |
| 10 |
3.081 |
2.599 |
0.482 |
18.3% |
0.105 |
4.0% |
7% |
False |
False |
122,225 |
| 20 |
3.150 |
2.599 |
0.551 |
20.9% |
0.111 |
4.2% |
6% |
False |
False |
101,327 |
| 40 |
3.150 |
2.540 |
0.610 |
23.2% |
0.097 |
3.7% |
15% |
False |
False |
70,382 |
| 60 |
3.150 |
2.540 |
0.610 |
23.2% |
0.094 |
3.6% |
15% |
False |
False |
54,671 |
| 80 |
3.150 |
2.540 |
0.610 |
23.2% |
0.097 |
3.7% |
15% |
False |
False |
45,550 |
| 100 |
3.264 |
2.540 |
0.724 |
27.5% |
0.101 |
3.8% |
13% |
False |
False |
38,865 |
| 120 |
3.650 |
2.540 |
1.110 |
42.1% |
0.102 |
3.9% |
8% |
False |
False |
33,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.145 |
|
2.618 |
2.983 |
|
1.618 |
2.884 |
|
1.000 |
2.823 |
|
0.618 |
2.785 |
|
HIGH |
2.724 |
|
0.618 |
2.686 |
|
0.500 |
2.675 |
|
0.382 |
2.663 |
|
LOW |
2.625 |
|
0.618 |
2.564 |
|
1.000 |
2.526 |
|
1.618 |
2.465 |
|
2.618 |
2.366 |
|
4.250 |
2.204 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.675 |
2.662 |
| PP |
2.661 |
2.652 |
| S1 |
2.648 |
2.643 |
|