NYMEX Natural Gas Future November 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 |
2.802 |
2.843 |
0.041 |
1.5% |
3.046 |
| High |
2.859 |
2.908 |
0.049 |
1.7% |
3.055 |
| Low |
2.794 |
2.801 |
0.007 |
0.3% |
2.823 |
| Close |
2.846 |
2.885 |
0.039 |
1.4% |
2.830 |
| Range |
0.065 |
0.107 |
0.042 |
64.6% |
0.232 |
| ATR |
0.084 |
0.086 |
0.002 |
2.0% |
0.000 |
| Volume |
11,566 |
13,162 |
1,596 |
13.8% |
46,940 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.186 |
3.142 |
2.944 |
|
| R3 |
3.079 |
3.035 |
2.914 |
|
| R2 |
2.972 |
2.972 |
2.905 |
|
| R1 |
2.928 |
2.928 |
2.895 |
2.950 |
| PP |
2.865 |
2.865 |
2.865 |
2.876 |
| S1 |
2.821 |
2.821 |
2.875 |
2.843 |
| S2 |
2.758 |
2.758 |
2.865 |
|
| S3 |
2.651 |
2.714 |
2.856 |
|
| S4 |
2.544 |
2.607 |
2.826 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.599 |
3.446 |
2.958 |
|
| R3 |
3.367 |
3.214 |
2.894 |
|
| R2 |
3.135 |
3.135 |
2.873 |
|
| R1 |
2.982 |
2.982 |
2.851 |
2.943 |
| PP |
2.903 |
2.903 |
2.903 |
2.883 |
| S1 |
2.750 |
2.750 |
2.809 |
2.711 |
| S2 |
2.671 |
2.671 |
2.787 |
|
| S3 |
2.439 |
2.518 |
2.766 |
|
| S4 |
2.207 |
2.286 |
2.702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.055 |
2.794 |
0.261 |
9.0% |
0.087 |
3.0% |
35% |
False |
False |
12,865 |
| 10 |
3.254 |
2.794 |
0.460 |
15.9% |
0.091 |
3.2% |
20% |
False |
False |
12,116 |
| 20 |
3.254 |
2.794 |
0.460 |
15.9% |
0.086 |
3.0% |
20% |
False |
False |
12,439 |
| 40 |
3.254 |
2.750 |
0.504 |
17.5% |
0.075 |
2.6% |
27% |
False |
False |
9,525 |
| 60 |
3.254 |
2.750 |
0.504 |
17.5% |
0.074 |
2.6% |
27% |
False |
False |
8,311 |
| 80 |
3.254 |
2.750 |
0.504 |
17.5% |
0.077 |
2.7% |
27% |
False |
False |
7,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.363 |
|
2.618 |
3.188 |
|
1.618 |
3.081 |
|
1.000 |
3.015 |
|
0.618 |
2.974 |
|
HIGH |
2.908 |
|
0.618 |
2.867 |
|
0.500 |
2.855 |
|
0.382 |
2.842 |
|
LOW |
2.801 |
|
0.618 |
2.735 |
|
1.000 |
2.694 |
|
1.618 |
2.628 |
|
2.618 |
2.521 |
|
4.250 |
2.346 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.875 |
2.874 |
| PP |
2.865 |
2.862 |
| S1 |
2.855 |
2.851 |
|