NYMEX Natural Gas Future August 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 |
2.634 |
2.673 |
0.039 |
1.5% |
2.931 |
| High |
2.696 |
2.751 |
0.055 |
2.0% |
2.931 |
| Low |
2.626 |
2.626 |
0.000 |
0.0% |
2.656 |
| Close |
2.677 |
2.725 |
0.048 |
1.8% |
2.665 |
| Range |
0.070 |
0.125 |
0.055 |
78.6% |
0.275 |
| ATR |
0.099 |
0.101 |
0.002 |
1.8% |
0.000 |
| Volume |
24,688 |
40,653 |
15,965 |
64.7% |
109,409 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.076 |
3.025 |
2.794 |
|
| R3 |
2.951 |
2.900 |
2.759 |
|
| R2 |
2.826 |
2.826 |
2.748 |
|
| R1 |
2.775 |
2.775 |
2.736 |
2.801 |
| PP |
2.701 |
2.701 |
2.701 |
2.713 |
| S1 |
2.650 |
2.650 |
2.714 |
2.676 |
| S2 |
2.576 |
2.576 |
2.702 |
|
| S3 |
2.451 |
2.525 |
2.691 |
|
| S4 |
2.326 |
2.400 |
2.656 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.395 |
2.816 |
|
| R3 |
3.301 |
3.120 |
2.741 |
|
| R2 |
3.026 |
3.026 |
2.715 |
|
| R1 |
2.845 |
2.845 |
2.690 |
2.798 |
| PP |
2.751 |
2.751 |
2.751 |
2.727 |
| S1 |
2.570 |
2.570 |
2.640 |
2.523 |
| S2 |
2.476 |
2.476 |
2.615 |
|
| S3 |
2.201 |
2.295 |
2.589 |
|
| S4 |
1.926 |
2.020 |
2.514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.927 |
2.626 |
0.301 |
11.0% |
0.102 |
3.7% |
33% |
False |
True |
30,270 |
| 10 |
3.167 |
2.626 |
0.541 |
19.9% |
0.110 |
4.0% |
18% |
False |
True |
26,831 |
| 20 |
3.167 |
2.626 |
0.541 |
19.9% |
0.105 |
3.8% |
18% |
False |
True |
26,122 |
| 40 |
3.167 |
2.569 |
0.598 |
21.9% |
0.090 |
3.3% |
26% |
False |
False |
20,859 |
| 60 |
3.167 |
2.569 |
0.598 |
21.9% |
0.089 |
3.3% |
26% |
False |
False |
17,740 |
| 80 |
3.167 |
2.569 |
0.598 |
21.9% |
0.091 |
3.3% |
26% |
False |
False |
15,288 |
| 100 |
3.268 |
2.569 |
0.699 |
25.7% |
0.095 |
3.5% |
22% |
False |
False |
13,515 |
| 120 |
3.639 |
2.569 |
1.070 |
39.3% |
0.095 |
3.5% |
15% |
False |
False |
11,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.282 |
|
2.618 |
3.078 |
|
1.618 |
2.953 |
|
1.000 |
2.876 |
|
0.618 |
2.828 |
|
HIGH |
2.751 |
|
0.618 |
2.703 |
|
0.500 |
2.689 |
|
0.382 |
2.674 |
|
LOW |
2.626 |
|
0.618 |
2.549 |
|
1.000 |
2.501 |
|
1.618 |
2.424 |
|
2.618 |
2.299 |
|
4.250 |
2.095 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.713 |
2.713 |
| PP |
2.701 |
2.701 |
| S1 |
2.689 |
2.689 |
|