NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.785 |
2.676 |
-0.109 |
-3.9% |
2.953 |
| High |
2.785 |
2.743 |
-0.042 |
-1.5% |
2.963 |
| Low |
2.706 |
2.675 |
-0.031 |
-1.1% |
2.706 |
| Close |
2.714 |
2.728 |
0.014 |
0.5% |
2.714 |
| Range |
0.079 |
0.068 |
-0.011 |
-13.9% |
0.257 |
| ATR |
0.096 |
0.094 |
-0.002 |
-2.1% |
0.000 |
| Volume |
46,917 |
29,102 |
-17,815 |
-38.0% |
116,357 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.919 |
2.892 |
2.765 |
|
| R3 |
2.851 |
2.824 |
2.747 |
|
| R2 |
2.783 |
2.783 |
2.740 |
|
| R1 |
2.756 |
2.756 |
2.734 |
2.770 |
| PP |
2.715 |
2.715 |
2.715 |
2.722 |
| S1 |
2.688 |
2.688 |
2.722 |
2.702 |
| S2 |
2.647 |
2.647 |
2.716 |
|
| S3 |
2.579 |
2.620 |
2.709 |
|
| S4 |
2.511 |
2.552 |
2.691 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.565 |
3.397 |
2.855 |
|
| R3 |
3.308 |
3.140 |
2.785 |
|
| R2 |
3.051 |
3.051 |
2.761 |
|
| R1 |
2.883 |
2.883 |
2.738 |
2.839 |
| PP |
2.794 |
2.794 |
2.794 |
2.772 |
| S1 |
2.626 |
2.626 |
2.690 |
2.582 |
| S2 |
2.537 |
2.537 |
2.667 |
|
| S3 |
2.280 |
2.369 |
2.643 |
|
| S4 |
2.023 |
2.112 |
2.573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.963 |
2.675 |
0.288 |
10.6% |
0.088 |
3.2% |
18% |
False |
True |
29,091 |
| 10 |
3.180 |
2.675 |
0.505 |
18.5% |
0.096 |
3.5% |
10% |
False |
True |
32,140 |
| 20 |
3.180 |
2.675 |
0.505 |
18.5% |
0.095 |
3.5% |
10% |
False |
True |
31,578 |
| 40 |
3.180 |
2.638 |
0.542 |
19.9% |
0.084 |
3.1% |
17% |
False |
False |
25,354 |
| 60 |
3.180 |
2.638 |
0.542 |
19.9% |
0.084 |
3.1% |
17% |
False |
False |
23,739 |
| 80 |
3.180 |
2.638 |
0.542 |
19.9% |
0.088 |
3.2% |
17% |
False |
False |
23,635 |
| 100 |
3.283 |
2.638 |
0.645 |
23.6% |
0.094 |
3.4% |
14% |
False |
False |
22,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.032 |
|
2.618 |
2.921 |
|
1.618 |
2.853 |
|
1.000 |
2.811 |
|
0.618 |
2.785 |
|
HIGH |
2.743 |
|
0.618 |
2.717 |
|
0.500 |
2.709 |
|
0.382 |
2.701 |
|
LOW |
2.675 |
|
0.618 |
2.633 |
|
1.000 |
2.607 |
|
1.618 |
2.565 |
|
2.618 |
2.497 |
|
4.250 |
2.386 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.722 |
2.787 |
| PP |
2.715 |
2.767 |
| S1 |
2.709 |
2.748 |
|