NYMEX Natural Gas Future December 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 |
3.154 |
3.070 |
-0.084 |
-2.7% |
3.216 |
| High |
3.160 |
3.070 |
-0.090 |
-2.8% |
3.216 |
| Low |
3.037 |
3.004 |
-0.033 |
-1.1% |
3.004 |
| Close |
3.064 |
3.012 |
-0.052 |
-1.7% |
3.012 |
| Range |
0.123 |
0.066 |
-0.057 |
-46.3% |
0.212 |
| ATR |
0.079 |
0.078 |
-0.001 |
-1.2% |
0.000 |
| Volume |
4,272 |
9,717 |
5,445 |
127.5% |
22,723 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.227 |
3.185 |
3.048 |
|
| R3 |
3.161 |
3.119 |
3.030 |
|
| R2 |
3.095 |
3.095 |
3.024 |
|
| R1 |
3.053 |
3.053 |
3.018 |
3.041 |
| PP |
3.029 |
3.029 |
3.029 |
3.023 |
| S1 |
2.987 |
2.987 |
3.006 |
2.975 |
| S2 |
2.963 |
2.963 |
3.000 |
|
| S3 |
2.897 |
2.921 |
2.994 |
|
| S4 |
2.831 |
2.855 |
2.976 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.713 |
3.575 |
3.129 |
|
| R3 |
3.501 |
3.363 |
3.070 |
|
| R2 |
3.289 |
3.289 |
3.051 |
|
| R1 |
3.151 |
3.151 |
3.031 |
3.114 |
| PP |
3.077 |
3.077 |
3.077 |
3.059 |
| S1 |
2.939 |
2.939 |
2.993 |
2.902 |
| S2 |
2.865 |
2.865 |
2.973 |
|
| S3 |
2.653 |
2.727 |
2.954 |
|
| S4 |
2.441 |
2.515 |
2.895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.292 |
3.004 |
0.288 |
9.6% |
0.079 |
2.6% |
3% |
False |
True |
5,972 |
| 10 |
3.391 |
3.004 |
0.387 |
12.8% |
0.078 |
2.6% |
2% |
False |
True |
7,401 |
| 20 |
3.391 |
3.004 |
0.387 |
12.8% |
0.077 |
2.6% |
2% |
False |
True |
7,738 |
| 40 |
3.391 |
2.927 |
0.464 |
15.4% |
0.069 |
2.3% |
18% |
False |
False |
6,233 |
| 60 |
3.391 |
2.927 |
0.464 |
15.4% |
0.067 |
2.2% |
18% |
False |
False |
5,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.351 |
|
2.618 |
3.243 |
|
1.618 |
3.177 |
|
1.000 |
3.136 |
|
0.618 |
3.111 |
|
HIGH |
3.070 |
|
0.618 |
3.045 |
|
0.500 |
3.037 |
|
0.382 |
3.029 |
|
LOW |
3.004 |
|
0.618 |
2.963 |
|
1.000 |
2.938 |
|
1.618 |
2.897 |
|
2.618 |
2.831 |
|
4.250 |
2.724 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.037 |
3.110 |
| PP |
3.029 |
3.077 |
| S1 |
3.020 |
3.045 |
|