NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.861 |
2.744 |
-0.117 |
-4.1% |
2.925 |
| High |
2.866 |
2.749 |
-0.117 |
-4.1% |
2.931 |
| Low |
2.734 |
2.666 |
-0.068 |
-2.5% |
2.666 |
| Close |
2.738 |
2.675 |
-0.063 |
-2.3% |
2.675 |
| Range |
0.132 |
0.083 |
-0.049 |
-37.1% |
0.265 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.2% |
0.000 |
| Volume |
25,202 |
32,735 |
7,533 |
29.9% |
101,383 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.946 |
2.893 |
2.721 |
|
| R3 |
2.863 |
2.810 |
2.698 |
|
| R2 |
2.780 |
2.780 |
2.690 |
|
| R1 |
2.727 |
2.727 |
2.683 |
2.712 |
| PP |
2.697 |
2.697 |
2.697 |
2.689 |
| S1 |
2.644 |
2.644 |
2.667 |
2.629 |
| S2 |
2.614 |
2.614 |
2.660 |
|
| S3 |
2.531 |
2.561 |
2.652 |
|
| S4 |
2.448 |
2.478 |
2.629 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.552 |
3.379 |
2.821 |
|
| R3 |
3.287 |
3.114 |
2.748 |
|
| R2 |
3.022 |
3.022 |
2.724 |
|
| R1 |
2.849 |
2.849 |
2.699 |
2.803 |
| PP |
2.757 |
2.757 |
2.757 |
2.735 |
| S1 |
2.584 |
2.584 |
2.651 |
2.538 |
| S2 |
2.492 |
2.492 |
2.626 |
|
| S3 |
2.227 |
2.319 |
2.602 |
|
| S4 |
1.962 |
2.054 |
2.529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.036 |
2.666 |
0.370 |
13.8% |
0.098 |
3.7% |
2% |
False |
True |
27,490 |
| 10 |
3.163 |
2.666 |
0.497 |
18.6% |
0.098 |
3.6% |
2% |
False |
True |
29,159 |
| 20 |
3.163 |
2.666 |
0.497 |
18.6% |
0.099 |
3.7% |
2% |
False |
True |
26,410 |
| 40 |
3.163 |
2.589 |
0.574 |
21.5% |
0.087 |
3.2% |
15% |
False |
False |
19,798 |
| 60 |
3.163 |
2.589 |
0.574 |
21.5% |
0.085 |
3.2% |
15% |
False |
False |
16,511 |
| 80 |
3.163 |
2.589 |
0.574 |
21.5% |
0.089 |
3.3% |
15% |
False |
False |
14,299 |
| 100 |
3.257 |
2.589 |
0.668 |
25.0% |
0.093 |
3.5% |
13% |
False |
False |
12,958 |
| 120 |
3.623 |
2.589 |
1.034 |
38.7% |
0.094 |
3.5% |
8% |
False |
False |
11,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.102 |
|
2.618 |
2.966 |
|
1.618 |
2.883 |
|
1.000 |
2.832 |
|
0.618 |
2.800 |
|
HIGH |
2.749 |
|
0.618 |
2.717 |
|
0.500 |
2.708 |
|
0.382 |
2.698 |
|
LOW |
2.666 |
|
0.618 |
2.615 |
|
1.000 |
2.583 |
|
1.618 |
2.532 |
|
2.618 |
2.449 |
|
4.250 |
2.313 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.708 |
2.799 |
| PP |
2.697 |
2.757 |
| S1 |
2.686 |
2.716 |
|