NYMEX Natural Gas Future October 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 |
2.718 |
2.795 |
0.077 |
2.8% |
2.676 |
| High |
2.793 |
2.925 |
0.132 |
4.7% |
2.800 |
| Low |
2.700 |
2.779 |
0.079 |
2.9% |
2.640 |
| Close |
2.786 |
2.922 |
0.136 |
4.9% |
2.671 |
| Range |
0.093 |
0.146 |
0.053 |
57.0% |
0.160 |
| ATR |
0.095 |
0.099 |
0.004 |
3.8% |
0.000 |
| Volume |
26,560 |
32,493 |
5,933 |
22.3% |
153,809 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.313 |
3.264 |
3.002 |
|
| R3 |
3.167 |
3.118 |
2.962 |
|
| R2 |
3.021 |
3.021 |
2.949 |
|
| R1 |
2.972 |
2.972 |
2.935 |
2.997 |
| PP |
2.875 |
2.875 |
2.875 |
2.888 |
| S1 |
2.826 |
2.826 |
2.909 |
2.851 |
| S2 |
2.729 |
2.729 |
2.895 |
|
| S3 |
2.583 |
2.680 |
2.882 |
|
| S4 |
2.437 |
2.534 |
2.842 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.184 |
3.087 |
2.759 |
|
| R3 |
3.024 |
2.927 |
2.715 |
|
| R2 |
2.864 |
2.864 |
2.700 |
|
| R1 |
2.767 |
2.767 |
2.686 |
2.736 |
| PP |
2.704 |
2.704 |
2.704 |
2.688 |
| S1 |
2.607 |
2.607 |
2.656 |
2.576 |
| S2 |
2.544 |
2.544 |
2.642 |
|
| S3 |
2.384 |
2.447 |
2.627 |
|
| S4 |
2.224 |
2.287 |
2.583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.925 |
2.640 |
0.285 |
9.8% |
0.099 |
3.4% |
99% |
True |
False |
31,214 |
| 10 |
2.963 |
2.640 |
0.323 |
11.1% |
0.097 |
3.3% |
87% |
False |
False |
30,628 |
| 20 |
3.180 |
2.640 |
0.540 |
18.5% |
0.099 |
3.4% |
52% |
False |
False |
33,313 |
| 40 |
3.180 |
2.638 |
0.542 |
18.5% |
0.090 |
3.1% |
52% |
False |
False |
27,477 |
| 60 |
3.180 |
2.638 |
0.542 |
18.5% |
0.085 |
2.9% |
52% |
False |
False |
24,617 |
| 80 |
3.180 |
2.638 |
0.542 |
18.5% |
0.088 |
3.0% |
52% |
False |
False |
24,446 |
| 100 |
3.283 |
2.638 |
0.645 |
22.1% |
0.093 |
3.2% |
44% |
False |
False |
23,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.546 |
|
2.618 |
3.307 |
|
1.618 |
3.161 |
|
1.000 |
3.071 |
|
0.618 |
3.015 |
|
HIGH |
2.925 |
|
0.618 |
2.869 |
|
0.500 |
2.852 |
|
0.382 |
2.835 |
|
LOW |
2.779 |
|
0.618 |
2.689 |
|
1.000 |
2.633 |
|
1.618 |
2.543 |
|
2.618 |
2.397 |
|
4.250 |
2.159 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.899 |
2.879 |
| PP |
2.875 |
2.837 |
| S1 |
2.852 |
2.794 |
|