NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.639 |
2.628 |
-0.011 |
-0.4% |
2.615 |
| High |
2.675 |
2.646 |
-0.029 |
-1.1% |
2.724 |
| Low |
2.556 |
2.581 |
0.025 |
1.0% |
2.556 |
| Close |
2.626 |
2.590 |
-0.036 |
-1.4% |
2.590 |
| Range |
0.119 |
0.065 |
-0.054 |
-45.4% |
0.168 |
| ATR |
0.106 |
0.103 |
-0.003 |
-2.8% |
0.000 |
| Volume |
166,240 |
131,559 |
-34,681 |
-20.9% |
697,217 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.801 |
2.760 |
2.626 |
|
| R3 |
2.736 |
2.695 |
2.608 |
|
| R2 |
2.671 |
2.671 |
2.602 |
|
| R1 |
2.630 |
2.630 |
2.596 |
2.618 |
| PP |
2.606 |
2.606 |
2.606 |
2.600 |
| S1 |
2.565 |
2.565 |
2.584 |
2.553 |
| S2 |
2.541 |
2.541 |
2.578 |
|
| S3 |
2.476 |
2.500 |
2.572 |
|
| S4 |
2.411 |
2.435 |
2.554 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.127 |
3.027 |
2.682 |
|
| R3 |
2.959 |
2.859 |
2.636 |
|
| R2 |
2.791 |
2.791 |
2.621 |
|
| R1 |
2.691 |
2.691 |
2.605 |
2.657 |
| PP |
2.623 |
2.623 |
2.623 |
2.607 |
| S1 |
2.523 |
2.523 |
2.575 |
2.489 |
| S2 |
2.455 |
2.455 |
2.559 |
|
| S3 |
2.287 |
2.355 |
2.544 |
|
| S4 |
2.119 |
2.187 |
2.498 |
|
|
| 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 |
6.5% |
0.095 |
3.7% |
20% |
False |
False |
139,443 |
| 10 |
3.018 |
2.556 |
0.462 |
17.8% |
0.100 |
3.9% |
7% |
False |
False |
131,960 |
| 20 |
3.150 |
2.556 |
0.594 |
22.9% |
0.111 |
4.3% |
6% |
False |
False |
111,589 |
| 40 |
3.150 |
2.540 |
0.610 |
23.6% |
0.097 |
3.7% |
8% |
False |
False |
75,900 |
| 60 |
3.150 |
2.540 |
0.610 |
23.6% |
0.093 |
3.6% |
8% |
False |
False |
58,911 |
| 80 |
3.150 |
2.540 |
0.610 |
23.6% |
0.097 |
3.7% |
8% |
False |
False |
48,882 |
| 100 |
3.264 |
2.540 |
0.724 |
28.0% |
0.101 |
3.9% |
7% |
False |
False |
41,620 |
| 120 |
3.650 |
2.540 |
1.110 |
42.9% |
0.102 |
3.9% |
5% |
False |
False |
35,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.922 |
|
2.618 |
2.816 |
|
1.618 |
2.751 |
|
1.000 |
2.711 |
|
0.618 |
2.686 |
|
HIGH |
2.646 |
|
0.618 |
2.621 |
|
0.500 |
2.614 |
|
0.382 |
2.606 |
|
LOW |
2.581 |
|
0.618 |
2.541 |
|
1.000 |
2.516 |
|
1.618 |
2.476 |
|
2.618 |
2.411 |
|
4.250 |
2.305 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.614 |
2.640 |
| PP |
2.606 |
2.623 |
| S1 |
2.598 |
2.607 |
|