NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.907 |
2.852 |
-0.055 |
-1.9% |
3.027 |
| High |
2.912 |
2.915 |
0.003 |
0.1% |
3.150 |
| Low |
2.818 |
2.822 |
0.004 |
0.1% |
2.913 |
| Close |
2.849 |
2.847 |
-0.002 |
-0.1% |
2.919 |
| Range |
0.094 |
0.093 |
-0.001 |
-1.1% |
0.237 |
| ATR |
0.106 |
0.105 |
-0.001 |
-0.9% |
0.000 |
| Volume |
118,748 |
118,274 |
-474 |
-0.4% |
465,410 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.140 |
3.087 |
2.898 |
|
| R3 |
3.047 |
2.994 |
2.873 |
|
| R2 |
2.954 |
2.954 |
2.864 |
|
| R1 |
2.901 |
2.901 |
2.856 |
2.881 |
| PP |
2.861 |
2.861 |
2.861 |
2.852 |
| S1 |
2.808 |
2.808 |
2.838 |
2.788 |
| S2 |
2.768 |
2.768 |
2.830 |
|
| S3 |
2.675 |
2.715 |
2.821 |
|
| S4 |
2.582 |
2.622 |
2.796 |
|
|
| 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 |
3.081 |
2.818 |
0.263 |
9.2% |
0.105 |
3.7% |
11% |
False |
False |
105,665 |
| 10 |
3.150 |
2.818 |
0.332 |
11.7% |
0.107 |
3.8% |
9% |
False |
False |
99,003 |
| 20 |
3.150 |
2.563 |
0.587 |
20.6% |
0.113 |
4.0% |
48% |
False |
False |
76,839 |
| 40 |
3.150 |
2.540 |
0.610 |
21.4% |
0.093 |
3.3% |
50% |
False |
False |
55,385 |
| 60 |
3.150 |
2.540 |
0.610 |
21.4% |
0.092 |
3.2% |
50% |
False |
False |
44,255 |
| 80 |
3.150 |
2.540 |
0.610 |
21.4% |
0.096 |
3.4% |
50% |
False |
False |
37,560 |
| 100 |
3.264 |
2.540 |
0.724 |
25.4% |
0.103 |
3.6% |
42% |
False |
False |
32,190 |
| 120 |
3.650 |
2.540 |
1.110 |
39.0% |
0.101 |
3.5% |
28% |
False |
False |
27,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.310 |
|
2.618 |
3.158 |
|
1.618 |
3.065 |
|
1.000 |
3.008 |
|
0.618 |
2.972 |
|
HIGH |
2.915 |
|
0.618 |
2.879 |
|
0.500 |
2.869 |
|
0.382 |
2.858 |
|
LOW |
2.822 |
|
0.618 |
2.765 |
|
1.000 |
2.729 |
|
1.618 |
2.672 |
|
2.618 |
2.579 |
|
4.250 |
2.427 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.869 |
2.918 |
| PP |
2.861 |
2.894 |
| S1 |
2.854 |
2.871 |
|