NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.703 |
2.639 |
-0.064 |
-2.4% |
2.907 |
| High |
2.724 |
2.675 |
-0.049 |
-1.8% |
2.915 |
| Low |
2.625 |
2.556 |
-0.069 |
-2.6% |
2.633 |
| Close |
2.634 |
2.626 |
-0.008 |
-0.3% |
2.642 |
| Range |
0.099 |
0.119 |
0.020 |
20.2% |
0.282 |
| ATR |
0.105 |
0.106 |
0.001 |
1.0% |
0.000 |
| Volume |
128,116 |
166,240 |
38,124 |
29.8% |
531,538 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.976 |
2.920 |
2.691 |
|
| R3 |
2.857 |
2.801 |
2.659 |
|
| R2 |
2.738 |
2.738 |
2.648 |
|
| R1 |
2.682 |
2.682 |
2.637 |
2.651 |
| PP |
2.619 |
2.619 |
2.619 |
2.603 |
| S1 |
2.563 |
2.563 |
2.615 |
2.532 |
| S2 |
2.500 |
2.500 |
2.604 |
|
| S3 |
2.381 |
2.444 |
2.593 |
|
| S4 |
2.262 |
2.325 |
2.561 |
|
|
| 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 |
2.724 |
2.556 |
0.168 |
6.4% |
0.100 |
3.8% |
42% |
False |
True |
138,477 |
| 10 |
3.081 |
2.556 |
0.525 |
20.0% |
0.105 |
4.0% |
13% |
False |
True |
131,048 |
| 20 |
3.150 |
2.556 |
0.594 |
22.6% |
0.113 |
4.3% |
12% |
False |
True |
108,094 |
| 40 |
3.150 |
2.540 |
0.610 |
23.2% |
0.098 |
3.7% |
14% |
False |
False |
73,864 |
| 60 |
3.150 |
2.540 |
0.610 |
23.2% |
0.095 |
3.6% |
14% |
False |
False |
57,047 |
| 80 |
3.150 |
2.540 |
0.610 |
23.2% |
0.097 |
3.7% |
14% |
False |
False |
47,440 |
| 100 |
3.264 |
2.540 |
0.724 |
27.6% |
0.101 |
3.9% |
12% |
False |
False |
40,429 |
| 120 |
3.650 |
2.540 |
1.110 |
42.3% |
0.102 |
3.9% |
8% |
False |
False |
34,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.181 |
|
2.618 |
2.987 |
|
1.618 |
2.868 |
|
1.000 |
2.794 |
|
0.618 |
2.749 |
|
HIGH |
2.675 |
|
0.618 |
2.630 |
|
0.500 |
2.616 |
|
0.382 |
2.601 |
|
LOW |
2.556 |
|
0.618 |
2.482 |
|
1.000 |
2.437 |
|
1.618 |
2.363 |
|
2.618 |
2.244 |
|
4.250 |
2.050 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.623 |
2.640 |
| PP |
2.619 |
2.635 |
| S1 |
2.616 |
2.631 |
|