NYMEX Natural Gas Future August 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 |
3.027 |
2.931 |
-0.096 |
-3.2% |
3.069 |
| High |
3.033 |
2.931 |
-0.102 |
-3.4% |
3.167 |
| Low |
2.928 |
2.835 |
-0.093 |
-3.2% |
2.928 |
| Close |
2.934 |
2.864 |
-0.070 |
-2.4% |
2.934 |
| Range |
0.105 |
0.096 |
-0.009 |
-8.6% |
0.239 |
| ATR |
0.101 |
0.101 |
0.000 |
-0.1% |
0.000 |
| Volume |
30,932 |
23,397 |
-7,535 |
-24.4% |
112,889 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.165 |
3.110 |
2.917 |
|
| R3 |
3.069 |
3.014 |
2.890 |
|
| R2 |
2.973 |
2.973 |
2.882 |
|
| R1 |
2.918 |
2.918 |
2.873 |
2.898 |
| PP |
2.877 |
2.877 |
2.877 |
2.866 |
| S1 |
2.822 |
2.822 |
2.855 |
2.802 |
| S2 |
2.781 |
2.781 |
2.846 |
|
| S3 |
2.685 |
2.726 |
2.838 |
|
| S4 |
2.589 |
2.630 |
2.811 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.727 |
3.569 |
3.065 |
|
| R3 |
3.488 |
3.330 |
3.000 |
|
| R2 |
3.249 |
3.249 |
2.978 |
|
| R1 |
3.091 |
3.091 |
2.956 |
3.051 |
| PP |
3.010 |
3.010 |
3.010 |
2.989 |
| S1 |
2.852 |
2.852 |
2.912 |
2.812 |
| S2 |
2.771 |
2.771 |
2.890 |
|
| S3 |
2.532 |
2.613 |
2.868 |
|
| S4 |
2.293 |
2.374 |
2.803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.167 |
2.835 |
0.332 |
11.6% |
0.118 |
4.1% |
9% |
False |
True |
23,392 |
| 10 |
3.167 |
2.835 |
0.332 |
11.6% |
0.108 |
3.8% |
9% |
False |
True |
26,433 |
| 20 |
3.167 |
2.569 |
0.598 |
20.9% |
0.105 |
3.7% |
49% |
False |
False |
23,488 |
| 40 |
3.167 |
2.569 |
0.598 |
20.9% |
0.087 |
3.0% |
49% |
False |
False |
18,299 |
| 60 |
3.167 |
2.569 |
0.598 |
20.9% |
0.086 |
3.0% |
49% |
False |
False |
15,749 |
| 80 |
3.167 |
2.569 |
0.598 |
20.9% |
0.089 |
3.1% |
49% |
False |
False |
13,730 |
| 100 |
3.268 |
2.569 |
0.699 |
24.4% |
0.097 |
3.4% |
42% |
False |
False |
12,245 |
| 120 |
3.674 |
2.569 |
1.105 |
38.6% |
0.094 |
3.3% |
27% |
False |
False |
10,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.339 |
|
2.618 |
3.182 |
|
1.618 |
3.086 |
|
1.000 |
3.027 |
|
0.618 |
2.990 |
|
HIGH |
2.931 |
|
0.618 |
2.894 |
|
0.500 |
2.883 |
|
0.382 |
2.872 |
|
LOW |
2.835 |
|
0.618 |
2.776 |
|
1.000 |
2.739 |
|
1.618 |
2.680 |
|
2.618 |
2.584 |
|
4.250 |
2.427 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.883 |
2.965 |
| PP |
2.877 |
2.931 |
| S1 |
2.870 |
2.898 |
|