NYMEX Natural Gas Future September 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 |
2.868 |
2.861 |
-0.007 |
-0.2% |
3.056 |
| High |
2.931 |
2.866 |
-0.065 |
-2.2% |
3.163 |
| Low |
2.844 |
2.734 |
-0.110 |
-3.9% |
2.932 |
| Close |
2.870 |
2.738 |
-0.132 |
-4.6% |
2.939 |
| Range |
0.087 |
0.132 |
0.045 |
51.7% |
0.231 |
| ATR |
0.097 |
0.099 |
0.003 |
2.9% |
0.000 |
| Volume |
20,104 |
25,202 |
5,098 |
25.4% |
137,641 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.175 |
3.089 |
2.811 |
|
| R3 |
3.043 |
2.957 |
2.774 |
|
| R2 |
2.911 |
2.911 |
2.762 |
|
| R1 |
2.825 |
2.825 |
2.750 |
2.802 |
| PP |
2.779 |
2.779 |
2.779 |
2.768 |
| S1 |
2.693 |
2.693 |
2.726 |
2.670 |
| S2 |
2.647 |
2.647 |
2.714 |
|
| S3 |
2.515 |
2.561 |
2.702 |
|
| S4 |
2.383 |
2.429 |
2.665 |
|
|
| 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 |
2.734 |
0.352 |
12.9% |
0.101 |
3.7% |
1% |
False |
True |
26,551 |
| 10 |
3.163 |
2.734 |
0.429 |
15.7% |
0.101 |
3.7% |
1% |
False |
True |
28,945 |
| 20 |
3.163 |
2.656 |
0.507 |
18.5% |
0.104 |
3.8% |
16% |
False |
False |
25,312 |
| 40 |
3.163 |
2.589 |
0.574 |
21.0% |
0.086 |
3.1% |
26% |
False |
False |
19,161 |
| 60 |
3.163 |
2.589 |
0.574 |
21.0% |
0.084 |
3.1% |
26% |
False |
False |
16,062 |
| 80 |
3.163 |
2.589 |
0.574 |
21.0% |
0.089 |
3.2% |
26% |
False |
False |
13,953 |
| 100 |
3.257 |
2.589 |
0.668 |
24.4% |
0.095 |
3.5% |
22% |
False |
False |
12,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.427 |
|
2.618 |
3.212 |
|
1.618 |
3.080 |
|
1.000 |
2.998 |
|
0.618 |
2.948 |
|
HIGH |
2.866 |
|
0.618 |
2.816 |
|
0.500 |
2.800 |
|
0.382 |
2.784 |
|
LOW |
2.734 |
|
0.618 |
2.652 |
|
1.000 |
2.602 |
|
1.618 |
2.520 |
|
2.618 |
2.388 |
|
4.250 |
2.173 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.800 |
2.833 |
| PP |
2.779 |
2.801 |
| S1 |
2.759 |
2.770 |
|