NYMEX Natural Gas Future September 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 |
2.646 |
2.684 |
0.038 |
1.4% |
2.925 |
| High |
2.704 |
2.761 |
0.057 |
2.1% |
2.931 |
| Low |
2.635 |
2.639 |
0.004 |
0.2% |
2.666 |
| Close |
2.689 |
2.736 |
0.047 |
1.7% |
2.675 |
| Range |
0.069 |
0.122 |
0.053 |
76.8% |
0.265 |
| ATR |
0.096 |
0.098 |
0.002 |
1.9% |
0.000 |
| Volume |
28,688 |
29,453 |
765 |
2.7% |
101,383 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.078 |
3.029 |
2.803 |
|
| R3 |
2.956 |
2.907 |
2.770 |
|
| R2 |
2.834 |
2.834 |
2.758 |
|
| R1 |
2.785 |
2.785 |
2.747 |
2.810 |
| PP |
2.712 |
2.712 |
2.712 |
2.724 |
| S1 |
2.663 |
2.663 |
2.725 |
2.688 |
| S2 |
2.590 |
2.590 |
2.714 |
|
| S3 |
2.468 |
2.541 |
2.702 |
|
| S4 |
2.346 |
2.419 |
2.669 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.552 |
3.379 |
2.821 |
|
| R3 |
3.287 |
3.114 |
2.748 |
|
| R2 |
3.022 |
3.022 |
2.724 |
|
| R1 |
2.849 |
2.849 |
2.699 |
2.803 |
| PP |
2.757 |
2.757 |
2.757 |
2.735 |
| S1 |
2.584 |
2.584 |
2.651 |
2.538 |
| S2 |
2.492 |
2.492 |
2.626 |
|
| S3 |
2.227 |
2.319 |
2.602 |
|
| S4 |
1.962 |
2.054 |
2.529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.931 |
2.635 |
0.296 |
10.8% |
0.099 |
3.6% |
34% |
False |
False |
27,236 |
| 10 |
3.163 |
2.635 |
0.528 |
19.3% |
0.105 |
3.8% |
19% |
False |
False |
27,086 |
| 20 |
3.163 |
2.635 |
0.528 |
19.3% |
0.100 |
3.7% |
19% |
False |
False |
26,958 |
| 40 |
3.163 |
2.589 |
0.574 |
21.0% |
0.087 |
3.2% |
26% |
False |
False |
20,636 |
| 60 |
3.163 |
2.589 |
0.574 |
21.0% |
0.085 |
3.1% |
26% |
False |
False |
17,208 |
| 80 |
3.163 |
2.589 |
0.574 |
21.0% |
0.089 |
3.2% |
26% |
False |
False |
14,898 |
| 100 |
3.257 |
2.589 |
0.668 |
24.4% |
0.093 |
3.4% |
22% |
False |
False |
13,434 |
| 120 |
3.623 |
2.589 |
1.034 |
37.8% |
0.094 |
3.4% |
14% |
False |
False |
11,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.280 |
|
2.618 |
3.080 |
|
1.618 |
2.958 |
|
1.000 |
2.883 |
|
0.618 |
2.836 |
|
HIGH |
2.761 |
|
0.618 |
2.714 |
|
0.500 |
2.700 |
|
0.382 |
2.686 |
|
LOW |
2.639 |
|
0.618 |
2.564 |
|
1.000 |
2.517 |
|
1.618 |
2.442 |
|
2.618 |
2.320 |
|
4.250 |
2.121 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.724 |
2.723 |
| PP |
2.712 |
2.711 |
| S1 |
2.700 |
2.698 |
|