NYMEX Natural Gas Future November 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 |
2.850 |
2.913 |
0.063 |
2.2% |
2.802 |
| High |
2.918 |
3.037 |
0.119 |
4.1% |
2.908 |
| Low |
2.829 |
2.902 |
0.073 |
2.6% |
2.770 |
| Close |
2.915 |
3.036 |
0.121 |
4.2% |
2.802 |
| Range |
0.089 |
0.135 |
0.046 |
51.7% |
0.138 |
| ATR |
0.085 |
0.089 |
0.004 |
4.2% |
0.000 |
| Volume |
17,555 |
18,076 |
521 |
3.0% |
73,027 |
|
| Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.397 |
3.351 |
3.110 |
|
| R3 |
3.262 |
3.216 |
3.073 |
|
| R2 |
3.127 |
3.127 |
3.061 |
|
| R1 |
3.081 |
3.081 |
3.048 |
3.104 |
| PP |
2.992 |
2.992 |
2.992 |
3.003 |
| S1 |
2.946 |
2.946 |
3.024 |
2.969 |
| S2 |
2.857 |
2.857 |
3.011 |
|
| S3 |
2.722 |
2.811 |
2.999 |
|
| S4 |
2.587 |
2.676 |
2.962 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.241 |
3.159 |
2.878 |
|
| R3 |
3.103 |
3.021 |
2.840 |
|
| R2 |
2.965 |
2.965 |
2.827 |
|
| R1 |
2.883 |
2.883 |
2.815 |
2.871 |
| PP |
2.827 |
2.827 |
2.827 |
2.821 |
| S1 |
2.745 |
2.745 |
2.789 |
2.733 |
| S2 |
2.689 |
2.689 |
2.777 |
|
| S3 |
2.551 |
2.607 |
2.764 |
|
| S4 |
2.413 |
2.469 |
2.726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.037 |
2.770 |
0.267 |
8.8% |
0.088 |
2.9% |
100% |
True |
False |
16,786 |
| 10 |
3.055 |
2.770 |
0.285 |
9.4% |
0.088 |
2.9% |
93% |
False |
False |
14,825 |
| 20 |
3.254 |
2.770 |
0.484 |
15.9% |
0.088 |
2.9% |
55% |
False |
False |
13,934 |
| 40 |
3.254 |
2.750 |
0.504 |
16.6% |
0.078 |
2.6% |
57% |
False |
False |
10,897 |
| 60 |
3.254 |
2.750 |
0.504 |
16.6% |
0.075 |
2.5% |
57% |
False |
False |
9,173 |
| 80 |
3.254 |
2.750 |
0.504 |
16.6% |
0.076 |
2.5% |
57% |
False |
False |
8,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.611 |
|
2.618 |
3.390 |
|
1.618 |
3.255 |
|
1.000 |
3.172 |
|
0.618 |
3.120 |
|
HIGH |
3.037 |
|
0.618 |
2.985 |
|
0.500 |
2.970 |
|
0.382 |
2.954 |
|
LOW |
2.902 |
|
0.618 |
2.819 |
|
1.000 |
2.767 |
|
1.618 |
2.684 |
|
2.618 |
2.549 |
|
4.250 |
2.328 |
|
|
| Fisher Pivots for day following 09-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.014 |
2.996 |
| PP |
2.992 |
2.955 |
| S1 |
2.970 |
2.915 |
|