NYMEX Natural Gas Future October 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 |
2.953 |
2.907 |
-0.046 |
-1.6% |
3.076 |
| High |
2.956 |
2.963 |
0.007 |
0.2% |
3.180 |
| Low |
2.874 |
2.879 |
0.005 |
0.2% |
2.964 |
| Close |
2.905 |
2.906 |
0.001 |
0.0% |
2.971 |
| Range |
0.082 |
0.084 |
0.002 |
2.4% |
0.216 |
| ATR |
0.095 |
0.094 |
-0.001 |
-0.8% |
0.000 |
| Volume |
22,932 |
22,469 |
-463 |
-2.0% |
175,948 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.168 |
3.121 |
2.952 |
|
| R3 |
3.084 |
3.037 |
2.929 |
|
| R2 |
3.000 |
3.000 |
2.921 |
|
| R1 |
2.953 |
2.953 |
2.914 |
2.935 |
| PP |
2.916 |
2.916 |
2.916 |
2.907 |
| S1 |
2.869 |
2.869 |
2.898 |
2.851 |
| S2 |
2.832 |
2.832 |
2.891 |
|
| S3 |
2.748 |
2.785 |
2.883 |
|
| S4 |
2.664 |
2.701 |
2.860 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.686 |
3.545 |
3.090 |
|
| R3 |
3.470 |
3.329 |
3.030 |
|
| R2 |
3.254 |
3.254 |
3.011 |
|
| R1 |
3.113 |
3.113 |
2.991 |
3.076 |
| PP |
3.038 |
3.038 |
3.038 |
3.020 |
| S1 |
2.897 |
2.897 |
2.951 |
2.860 |
| S2 |
2.822 |
2.822 |
2.931 |
|
| S3 |
2.606 |
2.681 |
2.912 |
|
| S4 |
2.390 |
2.465 |
2.852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.121 |
2.874 |
0.247 |
8.5% |
0.095 |
3.3% |
13% |
False |
False |
33,251 |
| 10 |
3.180 |
2.874 |
0.306 |
10.5% |
0.095 |
3.3% |
10% |
False |
False |
35,965 |
| 20 |
3.180 |
2.650 |
0.530 |
18.2% |
0.099 |
3.4% |
48% |
False |
False |
30,493 |
| 40 |
3.180 |
2.638 |
0.542 |
18.7% |
0.083 |
2.8% |
49% |
False |
False |
23,872 |
| 60 |
3.180 |
2.638 |
0.542 |
18.7% |
0.082 |
2.8% |
49% |
False |
False |
23,001 |
| 80 |
3.180 |
2.638 |
0.542 |
18.7% |
0.088 |
3.0% |
49% |
False |
False |
23,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.320 |
|
2.618 |
3.183 |
|
1.618 |
3.099 |
|
1.000 |
3.047 |
|
0.618 |
3.015 |
|
HIGH |
2.963 |
|
0.618 |
2.931 |
|
0.500 |
2.921 |
|
0.382 |
2.911 |
|
LOW |
2.879 |
|
0.618 |
2.827 |
|
1.000 |
2.795 |
|
1.618 |
2.743 |
|
2.618 |
2.659 |
|
4.250 |
2.522 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.921 |
2.966 |
| PP |
2.916 |
2.946 |
| S1 |
2.911 |
2.926 |
|