NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.907 |
2.897 |
-0.010 |
-0.3% |
3.076 |
| High |
2.963 |
2.899 |
-0.064 |
-2.2% |
3.180 |
| Low |
2.879 |
2.773 |
-0.106 |
-3.7% |
2.964 |
| Close |
2.906 |
2.778 |
-0.128 |
-4.4% |
2.971 |
| Range |
0.084 |
0.126 |
0.042 |
50.0% |
0.216 |
| ATR |
0.094 |
0.097 |
0.003 |
3.0% |
0.000 |
| Volume |
22,469 |
24,039 |
1,570 |
7.0% |
175,948 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.195 |
3.112 |
2.847 |
|
| R3 |
3.069 |
2.986 |
2.813 |
|
| R2 |
2.943 |
2.943 |
2.801 |
|
| R1 |
2.860 |
2.860 |
2.790 |
2.839 |
| PP |
2.817 |
2.817 |
2.817 |
2.806 |
| S1 |
2.734 |
2.734 |
2.766 |
2.713 |
| S2 |
2.691 |
2.691 |
2.755 |
|
| S3 |
2.565 |
2.608 |
2.743 |
|
| S4 |
2.439 |
2.482 |
2.709 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.686 |
3.545 |
3.090 |
|
| R3 |
3.470 |
3.329 |
3.030 |
|
| R2 |
3.254 |
3.254 |
3.011 |
|
| R1 |
3.113 |
3.113 |
2.991 |
3.076 |
| PP |
3.038 |
3.038 |
3.038 |
3.020 |
| S1 |
2.897 |
2.897 |
2.951 |
2.860 |
| S2 |
2.822 |
2.822 |
2.931 |
|
| S3 |
2.606 |
2.681 |
2.912 |
|
| S4 |
2.390 |
2.465 |
2.852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.121 |
2.773 |
0.348 |
12.5% |
0.099 |
3.5% |
1% |
False |
True |
29,627 |
| 10 |
3.180 |
2.773 |
0.407 |
14.7% |
0.098 |
3.5% |
1% |
False |
True |
34,583 |
| 20 |
3.180 |
2.701 |
0.479 |
17.2% |
0.101 |
3.6% |
16% |
False |
False |
30,953 |
| 40 |
3.180 |
2.638 |
0.542 |
19.5% |
0.084 |
3.0% |
26% |
False |
False |
24,228 |
| 60 |
3.180 |
2.638 |
0.542 |
19.5% |
0.083 |
3.0% |
26% |
False |
False |
23,062 |
| 80 |
3.180 |
2.638 |
0.542 |
19.5% |
0.089 |
3.2% |
26% |
False |
False |
23,083 |
| 100 |
3.283 |
2.638 |
0.645 |
23.2% |
0.096 |
3.5% |
22% |
False |
False |
22,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.435 |
|
2.618 |
3.229 |
|
1.618 |
3.103 |
|
1.000 |
3.025 |
|
0.618 |
2.977 |
|
HIGH |
2.899 |
|
0.618 |
2.851 |
|
0.500 |
2.836 |
|
0.382 |
2.821 |
|
LOW |
2.773 |
|
0.618 |
2.695 |
|
1.000 |
2.647 |
|
1.618 |
2.569 |
|
2.618 |
2.443 |
|
4.250 |
2.238 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.836 |
2.868 |
| PP |
2.817 |
2.838 |
| S1 |
2.797 |
2.808 |
|