NYMEX Natural Gas Future August 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 |
2.931 |
2.871 |
-0.060 |
-2.0% |
3.069 |
| High |
2.931 |
2.927 |
-0.004 |
-0.1% |
3.167 |
| Low |
2.835 |
2.839 |
0.004 |
0.1% |
2.928 |
| Close |
2.864 |
2.865 |
0.001 |
0.0% |
2.934 |
| Range |
0.096 |
0.088 |
-0.008 |
-8.3% |
0.239 |
| ATR |
0.101 |
0.100 |
-0.001 |
-0.9% |
0.000 |
| Volume |
23,397 |
25,114 |
1,717 |
7.3% |
112,889 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.141 |
3.091 |
2.913 |
|
| R3 |
3.053 |
3.003 |
2.889 |
|
| R2 |
2.965 |
2.965 |
2.881 |
|
| R1 |
2.915 |
2.915 |
2.873 |
2.896 |
| PP |
2.877 |
2.877 |
2.877 |
2.868 |
| S1 |
2.827 |
2.827 |
2.857 |
2.808 |
| S2 |
2.789 |
2.789 |
2.849 |
|
| S3 |
2.701 |
2.739 |
2.841 |
|
| S4 |
2.613 |
2.651 |
2.817 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.727 |
3.569 |
3.065 |
|
| R3 |
3.488 |
3.330 |
3.000 |
|
| R2 |
3.249 |
3.249 |
2.978 |
|
| R1 |
3.091 |
3.091 |
2.956 |
3.051 |
| PP |
3.010 |
3.010 |
3.010 |
2.989 |
| S1 |
2.852 |
2.852 |
2.912 |
2.812 |
| S2 |
2.771 |
2.771 |
2.890 |
|
| S3 |
2.532 |
2.613 |
2.868 |
|
| S4 |
2.293 |
2.374 |
2.803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.095 |
2.835 |
0.260 |
9.1% |
0.103 |
3.6% |
12% |
False |
False |
25,650 |
| 10 |
3.167 |
2.835 |
0.332 |
11.6% |
0.104 |
3.6% |
9% |
False |
False |
26,686 |
| 20 |
3.167 |
2.592 |
0.575 |
20.1% |
0.107 |
3.7% |
47% |
False |
False |
23,874 |
| 40 |
3.167 |
2.569 |
0.598 |
20.9% |
0.087 |
3.1% |
49% |
False |
False |
18,649 |
| 60 |
3.167 |
2.569 |
0.598 |
20.9% |
0.086 |
3.0% |
49% |
False |
False |
16,080 |
| 80 |
3.167 |
2.569 |
0.598 |
20.9% |
0.090 |
3.1% |
49% |
False |
False |
13,952 |
| 100 |
3.268 |
2.569 |
0.699 |
24.4% |
0.096 |
3.4% |
42% |
False |
False |
12,480 |
| 120 |
3.639 |
2.569 |
1.070 |
37.3% |
0.094 |
3.3% |
28% |
False |
False |
10,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.301 |
|
2.618 |
3.157 |
|
1.618 |
3.069 |
|
1.000 |
3.015 |
|
0.618 |
2.981 |
|
HIGH |
2.927 |
|
0.618 |
2.893 |
|
0.500 |
2.883 |
|
0.382 |
2.873 |
|
LOW |
2.839 |
|
0.618 |
2.785 |
|
1.000 |
2.751 |
|
1.618 |
2.697 |
|
2.618 |
2.609 |
|
4.250 |
2.465 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.883 |
2.934 |
| PP |
2.877 |
2.911 |
| S1 |
2.871 |
2.888 |
|