NYMEX Natural Gas Future July 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 |
3.013 |
2.907 |
-0.106 |
-3.5% |
3.027 |
| High |
3.018 |
2.912 |
-0.106 |
-3.5% |
3.150 |
| Low |
2.913 |
2.818 |
-0.095 |
-3.3% |
2.913 |
| Close |
2.919 |
2.849 |
-0.070 |
-2.4% |
2.919 |
| Range |
0.105 |
0.094 |
-0.011 |
-10.5% |
0.237 |
| ATR |
0.106 |
0.106 |
0.000 |
-0.3% |
0.000 |
| Volume |
90,845 |
118,748 |
27,903 |
30.7% |
465,410 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.142 |
3.089 |
2.901 |
|
| R3 |
3.048 |
2.995 |
2.875 |
|
| R2 |
2.954 |
2.954 |
2.866 |
|
| R1 |
2.901 |
2.901 |
2.858 |
2.881 |
| PP |
2.860 |
2.860 |
2.860 |
2.849 |
| S1 |
2.807 |
2.807 |
2.840 |
2.787 |
| S2 |
2.766 |
2.766 |
2.832 |
|
| S3 |
2.672 |
2.713 |
2.823 |
|
| S4 |
2.578 |
2.619 |
2.797 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.705 |
3.549 |
3.049 |
|
| R3 |
3.468 |
3.312 |
2.984 |
|
| R2 |
3.231 |
3.231 |
2.962 |
|
| R1 |
3.075 |
3.075 |
2.941 |
3.035 |
| PP |
2.994 |
2.994 |
2.994 |
2.974 |
| S1 |
2.838 |
2.838 |
2.897 |
2.798 |
| S2 |
2.757 |
2.757 |
2.876 |
|
| S3 |
2.520 |
2.601 |
2.854 |
|
| S4 |
2.283 |
2.364 |
2.789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.150 |
2.818 |
0.332 |
11.7% |
0.120 |
4.2% |
9% |
False |
True |
104,311 |
| 10 |
3.150 |
2.818 |
0.332 |
11.7% |
0.112 |
3.9% |
9% |
False |
True |
97,260 |
| 20 |
3.150 |
2.543 |
0.607 |
21.3% |
0.111 |
3.9% |
50% |
False |
False |
72,793 |
| 40 |
3.150 |
2.540 |
0.610 |
21.4% |
0.092 |
3.2% |
51% |
False |
False |
52,899 |
| 60 |
3.150 |
2.540 |
0.610 |
21.4% |
0.091 |
3.2% |
51% |
False |
False |
42,503 |
| 80 |
3.150 |
2.540 |
0.610 |
21.4% |
0.095 |
3.3% |
51% |
False |
False |
36,285 |
| 100 |
3.264 |
2.540 |
0.724 |
25.4% |
0.104 |
3.6% |
43% |
False |
False |
31,037 |
| 120 |
3.666 |
2.540 |
1.126 |
39.5% |
0.100 |
3.5% |
27% |
False |
False |
26,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.312 |
|
2.618 |
3.158 |
|
1.618 |
3.064 |
|
1.000 |
3.006 |
|
0.618 |
2.970 |
|
HIGH |
2.912 |
|
0.618 |
2.876 |
|
0.500 |
2.865 |
|
0.382 |
2.854 |
|
LOW |
2.818 |
|
0.618 |
2.760 |
|
1.000 |
2.724 |
|
1.618 |
2.666 |
|
2.618 |
2.572 |
|
4.250 |
2.419 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.865 |
2.950 |
| PP |
2.860 |
2.916 |
| S1 |
2.854 |
2.883 |
|