NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.939 |
2.962 |
0.023 |
0.8% |
2.983 |
| High |
3.038 |
2.970 |
-0.068 |
-2.2% |
3.105 |
| Low |
2.920 |
2.881 |
-0.039 |
-1.3% |
2.881 |
| Close |
2.949 |
2.887 |
-0.062 |
-2.1% |
2.887 |
| Range |
0.118 |
0.089 |
-0.029 |
-24.6% |
0.224 |
| ATR |
0.107 |
0.106 |
-0.001 |
-1.2% |
0.000 |
| Volume |
146,213 |
65,659 |
-80,554 |
-55.1% |
615,663 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.180 |
3.122 |
2.936 |
|
| R3 |
3.091 |
3.033 |
2.911 |
|
| R2 |
3.002 |
3.002 |
2.903 |
|
| R1 |
2.944 |
2.944 |
2.895 |
2.929 |
| PP |
2.913 |
2.913 |
2.913 |
2.905 |
| S1 |
2.855 |
2.855 |
2.879 |
2.840 |
| S2 |
2.824 |
2.824 |
2.871 |
|
| S3 |
2.735 |
2.766 |
2.863 |
|
| S4 |
2.646 |
2.677 |
2.838 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.630 |
3.482 |
3.010 |
|
| R3 |
3.406 |
3.258 |
2.949 |
|
| R2 |
3.182 |
3.182 |
2.928 |
|
| R1 |
3.034 |
3.034 |
2.908 |
2.996 |
| PP |
2.958 |
2.958 |
2.958 |
2.939 |
| S1 |
2.810 |
2.810 |
2.866 |
2.772 |
| S2 |
2.734 |
2.734 |
2.846 |
|
| S3 |
2.510 |
2.586 |
2.825 |
|
| S4 |
2.286 |
2.362 |
2.764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.105 |
2.881 |
0.224 |
7.8% |
0.113 |
3.9% |
3% |
False |
True |
123,132 |
| 10 |
3.105 |
2.785 |
0.320 |
11.1% |
0.116 |
4.0% |
32% |
False |
False |
131,789 |
| 20 |
3.105 |
2.481 |
0.624 |
21.6% |
0.108 |
3.7% |
65% |
False |
False |
131,122 |
| 40 |
3.105 |
2.481 |
0.624 |
21.6% |
0.092 |
3.2% |
65% |
False |
False |
94,556 |
| 60 |
3.105 |
2.481 |
0.624 |
21.6% |
0.093 |
3.2% |
65% |
False |
False |
70,468 |
| 80 |
3.105 |
2.481 |
0.624 |
21.6% |
0.101 |
3.5% |
65% |
False |
False |
57,961 |
| 100 |
3.229 |
2.481 |
0.748 |
25.9% |
0.107 |
3.7% |
54% |
False |
False |
48,915 |
| 120 |
3.652 |
2.481 |
1.171 |
40.6% |
0.104 |
3.6% |
35% |
False |
False |
41,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.348 |
|
2.618 |
3.203 |
|
1.618 |
3.114 |
|
1.000 |
3.059 |
|
0.618 |
3.025 |
|
HIGH |
2.970 |
|
0.618 |
2.936 |
|
0.500 |
2.926 |
|
0.382 |
2.915 |
|
LOW |
2.881 |
|
0.618 |
2.826 |
|
1.000 |
2.792 |
|
1.618 |
2.737 |
|
2.618 |
2.648 |
|
4.250 |
2.503 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.926 |
2.960 |
| PP |
2.913 |
2.935 |
| S1 |
2.900 |
2.911 |
|