NYMEX Natural Gas Future December 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 |
3.057 |
3.018 |
-0.039 |
-1.3% |
3.216 |
| High |
3.090 |
3.045 |
-0.045 |
-1.5% |
3.216 |
| Low |
3.016 |
2.969 |
-0.047 |
-1.6% |
3.004 |
| Close |
3.020 |
3.020 |
0.000 |
0.0% |
3.012 |
| Range |
0.074 |
0.076 |
0.002 |
2.7% |
0.212 |
| ATR |
0.078 |
0.078 |
0.000 |
-0.2% |
0.000 |
| Volume |
11,832 |
9,256 |
-2,576 |
-21.8% |
22,723 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.239 |
3.206 |
3.062 |
|
| R3 |
3.163 |
3.130 |
3.041 |
|
| R2 |
3.087 |
3.087 |
3.034 |
|
| R1 |
3.054 |
3.054 |
3.027 |
3.071 |
| PP |
3.011 |
3.011 |
3.011 |
3.020 |
| S1 |
2.978 |
2.978 |
3.013 |
2.995 |
| S2 |
2.935 |
2.935 |
3.006 |
|
| S3 |
2.859 |
2.902 |
2.999 |
|
| S4 |
2.783 |
2.826 |
2.978 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.713 |
3.575 |
3.129 |
|
| R3 |
3.501 |
3.363 |
3.070 |
|
| R2 |
3.289 |
3.289 |
3.051 |
|
| R1 |
3.151 |
3.151 |
3.031 |
3.114 |
| PP |
3.077 |
3.077 |
3.077 |
3.059 |
| S1 |
2.939 |
2.939 |
2.993 |
2.902 |
| S2 |
2.865 |
2.865 |
2.973 |
|
| S3 |
2.653 |
2.727 |
2.954 |
|
| S4 |
2.441 |
2.515 |
2.895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.090 |
2.969 |
0.121 |
4.0% |
0.075 |
2.5% |
42% |
False |
True |
9,487 |
| 10 |
3.345 |
2.969 |
0.376 |
12.5% |
0.080 |
2.6% |
14% |
False |
True |
7,527 |
| 20 |
3.391 |
2.969 |
0.422 |
14.0% |
0.082 |
2.7% |
12% |
False |
True |
8,142 |
| 40 |
3.391 |
2.927 |
0.464 |
15.4% |
0.070 |
2.3% |
20% |
False |
False |
6,720 |
| 60 |
3.391 |
2.927 |
0.464 |
15.4% |
0.069 |
2.3% |
20% |
False |
False |
5,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.368 |
|
2.618 |
3.244 |
|
1.618 |
3.168 |
|
1.000 |
3.121 |
|
0.618 |
3.092 |
|
HIGH |
3.045 |
|
0.618 |
3.016 |
|
0.500 |
3.007 |
|
0.382 |
2.998 |
|
LOW |
2.969 |
|
0.618 |
2.922 |
|
1.000 |
2.893 |
|
1.618 |
2.846 |
|
2.618 |
2.770 |
|
4.250 |
2.646 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.016 |
3.030 |
| PP |
3.011 |
3.026 |
| S1 |
3.007 |
3.023 |
|