NYMEX Natural Gas Future October 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 |
2.676 |
2.724 |
0.048 |
1.8% |
2.953 |
| High |
2.743 |
2.798 |
0.055 |
2.0% |
2.963 |
| Low |
2.675 |
2.679 |
0.004 |
0.1% |
2.706 |
| Close |
2.728 |
2.773 |
0.045 |
1.6% |
2.714 |
| Range |
0.068 |
0.119 |
0.051 |
75.0% |
0.257 |
| ATR |
0.094 |
0.095 |
0.002 |
1.9% |
0.000 |
| Volume |
29,102 |
27,688 |
-1,414 |
-4.9% |
116,357 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.107 |
3.059 |
2.838 |
|
| R3 |
2.988 |
2.940 |
2.806 |
|
| R2 |
2.869 |
2.869 |
2.795 |
|
| R1 |
2.821 |
2.821 |
2.784 |
2.845 |
| PP |
2.750 |
2.750 |
2.750 |
2.762 |
| S1 |
2.702 |
2.702 |
2.762 |
2.726 |
| S2 |
2.631 |
2.631 |
2.751 |
|
| S3 |
2.512 |
2.583 |
2.740 |
|
| S4 |
2.393 |
2.464 |
2.708 |
|
|
| 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 |
10.4% |
0.095 |
3.4% |
34% |
False |
False |
30,043 |
| 10 |
3.180 |
2.675 |
0.505 |
18.2% |
0.102 |
3.7% |
19% |
False |
False |
31,516 |
| 20 |
3.180 |
2.675 |
0.505 |
18.2% |
0.097 |
3.5% |
19% |
False |
False |
32,013 |
| 40 |
3.180 |
2.638 |
0.542 |
19.5% |
0.085 |
3.1% |
25% |
False |
False |
25,580 |
| 60 |
3.180 |
2.638 |
0.542 |
19.5% |
0.084 |
3.0% |
25% |
False |
False |
23,815 |
| 80 |
3.180 |
2.638 |
0.542 |
19.5% |
0.088 |
3.2% |
25% |
False |
False |
23,777 |
| 100 |
3.283 |
2.638 |
0.645 |
23.3% |
0.094 |
3.4% |
21% |
False |
False |
22,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.304 |
|
2.618 |
3.110 |
|
1.618 |
2.991 |
|
1.000 |
2.917 |
|
0.618 |
2.872 |
|
HIGH |
2.798 |
|
0.618 |
2.753 |
|
0.500 |
2.739 |
|
0.382 |
2.724 |
|
LOW |
2.679 |
|
0.618 |
2.605 |
|
1.000 |
2.560 |
|
1.618 |
2.486 |
|
2.618 |
2.367 |
|
4.250 |
2.173 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.762 |
2.761 |
| PP |
2.750 |
2.749 |
| S1 |
2.739 |
2.737 |
|