NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.773 |
2.713 |
-0.060 |
-2.2% |
2.953 |
| High |
2.800 |
2.747 |
-0.053 |
-1.9% |
2.963 |
| Low |
2.707 |
2.640 |
-0.067 |
-2.5% |
2.706 |
| Close |
2.713 |
2.704 |
-0.009 |
-0.3% |
2.714 |
| Range |
0.093 |
0.107 |
0.014 |
15.1% |
0.257 |
| ATR |
0.095 |
0.096 |
0.001 |
0.9% |
0.000 |
| Volume |
33,287 |
25,730 |
-7,557 |
-22.7% |
116,357 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.018 |
2.968 |
2.763 |
|
| R3 |
2.911 |
2.861 |
2.733 |
|
| R2 |
2.804 |
2.804 |
2.724 |
|
| R1 |
2.754 |
2.754 |
2.714 |
2.726 |
| PP |
2.697 |
2.697 |
2.697 |
2.683 |
| S1 |
2.647 |
2.647 |
2.694 |
2.619 |
| S2 |
2.590 |
2.590 |
2.684 |
|
| S3 |
2.483 |
2.540 |
2.675 |
|
| S4 |
2.376 |
2.433 |
2.645 |
|
|
| 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 |
2.800 |
2.640 |
0.160 |
5.9% |
0.093 |
3.4% |
40% |
False |
True |
32,544 |
| 10 |
3.121 |
2.640 |
0.481 |
17.8% |
0.096 |
3.5% |
13% |
False |
True |
31,085 |
| 20 |
3.180 |
2.640 |
0.540 |
20.0% |
0.101 |
3.7% |
12% |
False |
True |
33,405 |
| 40 |
3.180 |
2.638 |
0.542 |
20.0% |
0.088 |
3.2% |
12% |
False |
False |
26,398 |
| 60 |
3.180 |
2.638 |
0.542 |
20.0% |
0.086 |
3.2% |
12% |
False |
False |
24,104 |
| 80 |
3.180 |
2.638 |
0.542 |
20.0% |
0.089 |
3.3% |
12% |
False |
False |
24,121 |
| 100 |
3.283 |
2.638 |
0.645 |
23.9% |
0.094 |
3.5% |
10% |
False |
False |
23,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.202 |
|
2.618 |
3.027 |
|
1.618 |
2.920 |
|
1.000 |
2.854 |
|
0.618 |
2.813 |
|
HIGH |
2.747 |
|
0.618 |
2.706 |
|
0.500 |
2.694 |
|
0.382 |
2.681 |
|
LOW |
2.640 |
|
0.618 |
2.574 |
|
1.000 |
2.533 |
|
1.618 |
2.467 |
|
2.618 |
2.360 |
|
4.250 |
2.185 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.701 |
2.720 |
| PP |
2.697 |
2.715 |
| S1 |
2.694 |
2.709 |
|