NYMEX Natural Gas Future August 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 |
2.871 |
2.857 |
-0.014 |
-0.5% |
3.069 |
| High |
2.927 |
2.864 |
-0.063 |
-2.2% |
3.167 |
| Low |
2.839 |
2.727 |
-0.112 |
-3.9% |
2.928 |
| Close |
2.865 |
2.730 |
-0.135 |
-4.7% |
2.934 |
| Range |
0.088 |
0.137 |
0.049 |
55.7% |
0.239 |
| ATR |
0.100 |
0.103 |
0.003 |
2.7% |
0.000 |
| Volume |
25,114 |
22,639 |
-2,475 |
-9.9% |
112,889 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.185 |
3.094 |
2.805 |
|
| R3 |
3.048 |
2.957 |
2.768 |
|
| R2 |
2.911 |
2.911 |
2.755 |
|
| R1 |
2.820 |
2.820 |
2.743 |
2.797 |
| PP |
2.774 |
2.774 |
2.774 |
2.762 |
| S1 |
2.683 |
2.683 |
2.717 |
2.660 |
| S2 |
2.637 |
2.637 |
2.705 |
|
| S3 |
2.500 |
2.546 |
2.692 |
|
| S4 |
2.363 |
2.409 |
2.655 |
|
|
| 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 |
3.095 |
2.727 |
0.368 |
13.5% |
0.107 |
3.9% |
1% |
False |
True |
24,329 |
| 10 |
3.167 |
2.727 |
0.440 |
16.1% |
0.107 |
3.9% |
1% |
False |
True |
25,668 |
| 20 |
3.167 |
2.641 |
0.526 |
19.3% |
0.109 |
4.0% |
17% |
False |
False |
24,150 |
| 40 |
3.167 |
2.569 |
0.598 |
21.9% |
0.089 |
3.3% |
27% |
False |
False |
19,021 |
| 60 |
3.167 |
2.569 |
0.598 |
21.9% |
0.088 |
3.2% |
27% |
False |
False |
16,351 |
| 80 |
3.167 |
2.569 |
0.598 |
21.9% |
0.091 |
3.3% |
27% |
False |
False |
14,184 |
| 100 |
3.268 |
2.569 |
0.699 |
25.6% |
0.096 |
3.5% |
23% |
False |
False |
12,636 |
| 120 |
3.639 |
2.569 |
1.070 |
39.2% |
0.094 |
3.5% |
15% |
False |
False |
11,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.446 |
|
2.618 |
3.223 |
|
1.618 |
3.086 |
|
1.000 |
3.001 |
|
0.618 |
2.949 |
|
HIGH |
2.864 |
|
0.618 |
2.812 |
|
0.500 |
2.796 |
|
0.382 |
2.779 |
|
LOW |
2.727 |
|
0.618 |
2.642 |
|
1.000 |
2.590 |
|
1.618 |
2.505 |
|
2.618 |
2.368 |
|
4.250 |
2.145 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.796 |
2.829 |
| PP |
2.774 |
2.796 |
| S1 |
2.752 |
2.763 |
|