NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 09-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.651 |
2.748 |
0.097 |
3.7% |
2.634 |
| High |
2.744 |
2.881 |
0.137 |
5.0% |
2.752 |
| Low |
2.651 |
2.730 |
0.079 |
3.0% |
2.588 |
| Close |
2.737 |
2.878 |
0.141 |
5.2% |
2.621 |
| Range |
0.093 |
0.151 |
0.058 |
62.4% |
0.164 |
| ATR |
0.101 |
0.104 |
0.004 |
3.6% |
0.000 |
| Volume |
63,893 |
70,869 |
6,976 |
10.9% |
190,466 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.283 |
3.231 |
2.961 |
|
| R3 |
3.132 |
3.080 |
2.920 |
|
| R2 |
2.981 |
2.981 |
2.906 |
|
| R1 |
2.929 |
2.929 |
2.892 |
2.955 |
| PP |
2.830 |
2.830 |
2.830 |
2.843 |
| S1 |
2.778 |
2.778 |
2.864 |
2.804 |
| S2 |
2.679 |
2.679 |
2.850 |
|
| S3 |
2.528 |
2.627 |
2.836 |
|
| S4 |
2.377 |
2.476 |
2.795 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.146 |
3.047 |
2.711 |
|
| R3 |
2.982 |
2.883 |
2.666 |
|
| R2 |
2.818 |
2.818 |
2.651 |
|
| R1 |
2.719 |
2.719 |
2.636 |
2.687 |
| PP |
2.654 |
2.654 |
2.654 |
2.637 |
| S1 |
2.555 |
2.555 |
2.606 |
2.523 |
| S2 |
2.490 |
2.490 |
2.591 |
|
| S3 |
2.326 |
2.391 |
2.576 |
|
| S4 |
2.162 |
2.227 |
2.531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.881 |
2.588 |
0.293 |
10.2% |
0.103 |
3.6% |
99% |
True |
False |
51,977 |
| 10 |
2.927 |
2.588 |
0.339 |
11.8% |
0.103 |
3.6% |
86% |
False |
False |
41,124 |
| 20 |
3.167 |
2.588 |
0.579 |
20.1% |
0.105 |
3.7% |
50% |
False |
False |
33,778 |
| 40 |
3.167 |
2.569 |
0.598 |
20.8% |
0.095 |
3.3% |
52% |
False |
False |
25,724 |
| 60 |
3.167 |
2.569 |
0.598 |
20.8% |
0.089 |
3.1% |
52% |
False |
False |
21,217 |
| 80 |
3.167 |
2.569 |
0.598 |
20.8% |
0.091 |
3.2% |
52% |
False |
False |
18,148 |
| 100 |
3.268 |
2.569 |
0.699 |
24.3% |
0.094 |
3.3% |
44% |
False |
False |
15,760 |
| 120 |
3.568 |
2.569 |
0.999 |
34.7% |
0.096 |
3.3% |
31% |
False |
False |
13,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.523 |
|
2.618 |
3.276 |
|
1.618 |
3.125 |
|
1.000 |
3.032 |
|
0.618 |
2.974 |
|
HIGH |
2.881 |
|
0.618 |
2.823 |
|
0.500 |
2.806 |
|
0.382 |
2.788 |
|
LOW |
2.730 |
|
0.618 |
2.637 |
|
1.000 |
2.579 |
|
1.618 |
2.486 |
|
2.618 |
2.335 |
|
4.250 |
2.088 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.854 |
2.834 |
| PP |
2.830 |
2.790 |
| S1 |
2.806 |
2.746 |
|