NYMEX Natural Gas Future June 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 |
2.878 |
2.827 |
-0.051 |
-1.8% |
2.983 |
| High |
2.879 |
2.887 |
0.008 |
0.3% |
3.105 |
| Low |
2.788 |
2.797 |
0.009 |
0.3% |
2.881 |
| Close |
2.822 |
2.815 |
-0.007 |
-0.2% |
2.887 |
| Range |
0.091 |
0.090 |
-0.001 |
-1.1% |
0.224 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.0% |
0.000 |
| Volume |
59,021 |
9,925 |
-49,096 |
-83.2% |
615,663 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.049 |
2.865 |
|
| R3 |
3.013 |
2.959 |
2.840 |
|
| R2 |
2.923 |
2.923 |
2.832 |
|
| R1 |
2.869 |
2.869 |
2.823 |
2.851 |
| PP |
2.833 |
2.833 |
2.833 |
2.824 |
| S1 |
2.779 |
2.779 |
2.807 |
2.761 |
| S2 |
2.743 |
2.743 |
2.799 |
|
| S3 |
2.653 |
2.689 |
2.790 |
|
| S4 |
2.563 |
2.599 |
2.766 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.630 |
3.482 |
3.010 |
|
| R3 |
3.406 |
3.258 |
2.949 |
|
| R2 |
3.182 |
3.182 |
2.928 |
|
| R1 |
3.034 |
3.034 |
2.908 |
2.996 |
| PP |
2.958 |
2.958 |
2.958 |
2.939 |
| S1 |
2.810 |
2.810 |
2.866 |
2.772 |
| S2 |
2.734 |
2.734 |
2.846 |
|
| S3 |
2.510 |
2.586 |
2.825 |
|
| S4 |
2.286 |
2.362 |
2.764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.038 |
2.788 |
0.250 |
8.9% |
0.101 |
3.6% |
11% |
False |
False |
78,957 |
| 10 |
3.105 |
2.788 |
0.317 |
11.3% |
0.106 |
3.8% |
9% |
False |
False |
110,848 |
| 20 |
3.105 |
2.511 |
0.594 |
21.1% |
0.112 |
4.0% |
51% |
False |
False |
123,718 |
| 40 |
3.105 |
2.481 |
0.624 |
22.2% |
0.093 |
3.3% |
54% |
False |
False |
95,187 |
| 60 |
3.105 |
2.481 |
0.624 |
22.2% |
0.094 |
3.3% |
54% |
False |
False |
70,997 |
| 80 |
3.105 |
2.481 |
0.624 |
22.2% |
0.099 |
3.5% |
54% |
False |
False |
58,467 |
| 100 |
3.229 |
2.481 |
0.748 |
26.6% |
0.107 |
3.8% |
45% |
False |
False |
49,522 |
| 120 |
3.622 |
2.481 |
1.141 |
40.5% |
0.104 |
3.7% |
29% |
False |
False |
41,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.270 |
|
2.618 |
3.123 |
|
1.618 |
3.033 |
|
1.000 |
2.977 |
|
0.618 |
2.943 |
|
HIGH |
2.887 |
|
0.618 |
2.853 |
|
0.500 |
2.842 |
|
0.382 |
2.831 |
|
LOW |
2.797 |
|
0.618 |
2.741 |
|
1.000 |
2.707 |
|
1.618 |
2.651 |
|
2.618 |
2.561 |
|
4.250 |
2.415 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.842 |
2.879 |
| PP |
2.833 |
2.858 |
| S1 |
2.824 |
2.836 |
|