NYMEX Natural Gas Future September 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 |
2.925 |
2.868 |
-0.057 |
-1.9% |
3.056 |
| High |
2.925 |
2.931 |
0.006 |
0.2% |
3.163 |
| Low |
2.839 |
2.844 |
0.005 |
0.2% |
2.932 |
| Close |
2.870 |
2.870 |
0.000 |
0.0% |
2.939 |
| Range |
0.086 |
0.087 |
0.001 |
1.2% |
0.231 |
| ATR |
0.097 |
0.097 |
-0.001 |
-0.8% |
0.000 |
| Volume |
23,342 |
20,104 |
-3,238 |
-13.9% |
137,641 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.143 |
3.093 |
2.918 |
|
| R3 |
3.056 |
3.006 |
2.894 |
|
| R2 |
2.969 |
2.969 |
2.886 |
|
| R1 |
2.919 |
2.919 |
2.878 |
2.944 |
| PP |
2.882 |
2.882 |
2.882 |
2.894 |
| S1 |
2.832 |
2.832 |
2.862 |
2.857 |
| S2 |
2.795 |
2.795 |
2.854 |
|
| S3 |
2.708 |
2.745 |
2.846 |
|
| S4 |
2.621 |
2.658 |
2.822 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.704 |
3.553 |
3.066 |
|
| R3 |
3.473 |
3.322 |
3.003 |
|
| R2 |
3.242 |
3.242 |
2.981 |
|
| R1 |
3.091 |
3.091 |
2.960 |
3.051 |
| PP |
3.011 |
3.011 |
3.011 |
2.992 |
| S1 |
2.860 |
2.860 |
2.918 |
2.820 |
| S2 |
2.780 |
2.780 |
2.897 |
|
| S3 |
2.549 |
2.629 |
2.875 |
|
| S4 |
2.318 |
2.398 |
2.812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.086 |
2.839 |
0.247 |
8.6% |
0.097 |
3.4% |
13% |
False |
False |
26,928 |
| 10 |
3.163 |
2.839 |
0.324 |
11.3% |
0.098 |
3.4% |
10% |
False |
False |
29,796 |
| 20 |
3.163 |
2.613 |
0.550 |
19.2% |
0.102 |
3.6% |
47% |
False |
False |
24,662 |
| 40 |
3.163 |
2.589 |
0.574 |
20.0% |
0.084 |
2.9% |
49% |
False |
False |
18,732 |
| 60 |
3.163 |
2.589 |
0.574 |
20.0% |
0.083 |
2.9% |
49% |
False |
False |
15,772 |
| 80 |
3.163 |
2.589 |
0.574 |
20.0% |
0.088 |
3.1% |
49% |
False |
False |
13,691 |
| 100 |
3.257 |
2.589 |
0.668 |
23.3% |
0.095 |
3.3% |
42% |
False |
False |
12,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.301 |
|
2.618 |
3.159 |
|
1.618 |
3.072 |
|
1.000 |
3.018 |
|
0.618 |
2.985 |
|
HIGH |
2.931 |
|
0.618 |
2.898 |
|
0.500 |
2.888 |
|
0.382 |
2.877 |
|
LOW |
2.844 |
|
0.618 |
2.790 |
|
1.000 |
2.757 |
|
1.618 |
2.703 |
|
2.618 |
2.616 |
|
4.250 |
2.474 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.888 |
2.938 |
| PP |
2.882 |
2.915 |
| S1 |
2.876 |
2.893 |
|