NYMEX Natural Gas Future July 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 |
2.852 |
2.837 |
-0.015 |
-0.5% |
3.027 |
| High |
2.915 |
2.845 |
-0.070 |
-2.4% |
3.150 |
| Low |
2.822 |
2.702 |
-0.120 |
-4.3% |
2.913 |
| Close |
2.847 |
2.706 |
-0.141 |
-5.0% |
2.919 |
| Range |
0.093 |
0.143 |
0.050 |
53.8% |
0.237 |
| ATR |
0.105 |
0.108 |
0.003 |
2.7% |
0.000 |
| Volume |
118,274 |
167,786 |
49,512 |
41.9% |
465,410 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.180 |
3.086 |
2.785 |
|
| R3 |
3.037 |
2.943 |
2.745 |
|
| R2 |
2.894 |
2.894 |
2.732 |
|
| R1 |
2.800 |
2.800 |
2.719 |
2.776 |
| PP |
2.751 |
2.751 |
2.751 |
2.739 |
| S1 |
2.657 |
2.657 |
2.693 |
2.633 |
| S2 |
2.608 |
2.608 |
2.680 |
|
| S3 |
2.465 |
2.514 |
2.667 |
|
| S4 |
2.322 |
2.371 |
2.627 |
|
|
| 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 |
2.702 |
0.379 |
14.0% |
0.110 |
4.1% |
1% |
False |
True |
123,618 |
| 10 |
3.150 |
2.702 |
0.448 |
16.6% |
0.110 |
4.1% |
1% |
False |
True |
106,965 |
| 20 |
3.150 |
2.613 |
0.537 |
19.8% |
0.115 |
4.3% |
17% |
False |
False |
83,888 |
| 40 |
3.150 |
2.540 |
0.610 |
22.5% |
0.095 |
3.5% |
27% |
False |
False |
59,202 |
| 60 |
3.150 |
2.540 |
0.610 |
22.5% |
0.093 |
3.4% |
27% |
False |
False |
46,877 |
| 80 |
3.150 |
2.540 |
0.610 |
22.5% |
0.097 |
3.6% |
27% |
False |
False |
39,538 |
| 100 |
3.264 |
2.540 |
0.724 |
26.8% |
0.103 |
3.8% |
23% |
False |
False |
33,839 |
| 120 |
3.650 |
2.540 |
1.110 |
41.0% |
0.101 |
3.7% |
15% |
False |
False |
28,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.453 |
|
2.618 |
3.219 |
|
1.618 |
3.076 |
|
1.000 |
2.988 |
|
0.618 |
2.933 |
|
HIGH |
2.845 |
|
0.618 |
2.790 |
|
0.500 |
2.774 |
|
0.382 |
2.757 |
|
LOW |
2.702 |
|
0.618 |
2.614 |
|
1.000 |
2.559 |
|
1.618 |
2.471 |
|
2.618 |
2.328 |
|
4.250 |
2.094 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.774 |
2.809 |
| PP |
2.751 |
2.774 |
| S1 |
2.729 |
2.740 |
|