NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.962 |
2.878 |
-0.084 |
-2.8% |
2.983 |
| High |
2.970 |
2.879 |
-0.091 |
-3.1% |
3.105 |
| Low |
2.881 |
2.788 |
-0.093 |
-3.2% |
2.881 |
| Close |
2.887 |
2.822 |
-0.065 |
-2.3% |
2.887 |
| Range |
0.089 |
0.091 |
0.002 |
2.2% |
0.224 |
| ATR |
0.106 |
0.105 |
0.000 |
-0.5% |
0.000 |
| Volume |
65,659 |
59,021 |
-6,638 |
-10.1% |
615,663 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.053 |
2.872 |
|
| R3 |
3.012 |
2.962 |
2.847 |
|
| R2 |
2.921 |
2.921 |
2.839 |
|
| R1 |
2.871 |
2.871 |
2.830 |
2.851 |
| PP |
2.830 |
2.830 |
2.830 |
2.819 |
| S1 |
2.780 |
2.780 |
2.814 |
2.760 |
| S2 |
2.739 |
2.739 |
2.805 |
|
| S3 |
2.648 |
2.689 |
2.797 |
|
| S4 |
2.557 |
2.598 |
2.772 |
|
|
| 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 |
2.788 |
0.317 |
11.2% |
0.117 |
4.1% |
11% |
False |
True |
115,905 |
| 10 |
3.105 |
2.785 |
0.320 |
11.3% |
0.111 |
3.9% |
12% |
False |
False |
125,232 |
| 20 |
3.105 |
2.488 |
0.617 |
21.9% |
0.110 |
3.9% |
54% |
False |
False |
127,297 |
| 40 |
3.105 |
2.481 |
0.624 |
22.1% |
0.093 |
3.3% |
55% |
False |
False |
95,459 |
| 60 |
3.105 |
2.481 |
0.624 |
22.1% |
0.094 |
3.3% |
55% |
False |
False |
71,137 |
| 80 |
3.105 |
2.481 |
0.624 |
22.1% |
0.099 |
3.5% |
55% |
False |
False |
58,565 |
| 100 |
3.229 |
2.481 |
0.748 |
26.5% |
0.107 |
3.8% |
46% |
False |
False |
49,457 |
| 120 |
3.642 |
2.481 |
1.161 |
41.1% |
0.104 |
3.7% |
29% |
False |
False |
41,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.266 |
|
2.618 |
3.117 |
|
1.618 |
3.026 |
|
1.000 |
2.970 |
|
0.618 |
2.935 |
|
HIGH |
2.879 |
|
0.618 |
2.844 |
|
0.500 |
2.834 |
|
0.382 |
2.823 |
|
LOW |
2.788 |
|
0.618 |
2.732 |
|
1.000 |
2.697 |
|
1.618 |
2.641 |
|
2.618 |
2.550 |
|
4.250 |
2.401 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.834 |
2.913 |
| PP |
2.830 |
2.883 |
| S1 |
2.826 |
2.852 |
|