NYMEX Natural Gas Future August 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 |
2.857 |
2.745 |
-0.112 |
-3.9% |
2.931 |
| High |
2.864 |
2.745 |
-0.119 |
-4.2% |
2.931 |
| Low |
2.727 |
2.656 |
-0.071 |
-2.6% |
2.656 |
| Close |
2.730 |
2.665 |
-0.065 |
-2.4% |
2.665 |
| Range |
0.137 |
0.089 |
-0.048 |
-35.0% |
0.275 |
| ATR |
0.103 |
0.102 |
-0.001 |
-1.0% |
0.000 |
| Volume |
22,639 |
38,259 |
15,620 |
69.0% |
109,409 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.956 |
2.899 |
2.714 |
|
| R3 |
2.867 |
2.810 |
2.689 |
|
| R2 |
2.778 |
2.778 |
2.681 |
|
| R1 |
2.721 |
2.721 |
2.673 |
2.705 |
| PP |
2.689 |
2.689 |
2.689 |
2.681 |
| S1 |
2.632 |
2.632 |
2.657 |
2.616 |
| S2 |
2.600 |
2.600 |
2.649 |
|
| S3 |
2.511 |
2.543 |
2.641 |
|
| S4 |
2.422 |
2.454 |
2.616 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.395 |
2.816 |
|
| R3 |
3.301 |
3.120 |
2.741 |
|
| R2 |
3.026 |
3.026 |
2.715 |
|
| R1 |
2.845 |
2.845 |
2.690 |
2.798 |
| PP |
2.751 |
2.751 |
2.751 |
2.727 |
| S1 |
2.570 |
2.570 |
2.640 |
2.523 |
| S2 |
2.476 |
2.476 |
2.615 |
|
| S3 |
2.201 |
2.295 |
2.589 |
|
| S4 |
1.926 |
2.020 |
2.514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.033 |
2.656 |
0.377 |
14.1% |
0.103 |
3.9% |
2% |
False |
True |
28,068 |
| 10 |
3.167 |
2.656 |
0.511 |
19.2% |
0.103 |
3.9% |
2% |
False |
True |
26,486 |
| 20 |
3.167 |
2.656 |
0.511 |
19.2% |
0.104 |
3.9% |
2% |
False |
True |
25,338 |
| 40 |
3.167 |
2.569 |
0.598 |
22.4% |
0.090 |
3.4% |
16% |
False |
False |
19,794 |
| 60 |
3.167 |
2.569 |
0.598 |
22.4% |
0.088 |
3.3% |
16% |
False |
False |
16,878 |
| 80 |
3.167 |
2.569 |
0.598 |
22.4% |
0.090 |
3.4% |
16% |
False |
False |
14,611 |
| 100 |
3.268 |
2.569 |
0.699 |
26.2% |
0.095 |
3.6% |
14% |
False |
False |
13,003 |
| 120 |
3.639 |
2.569 |
1.070 |
40.2% |
0.095 |
3.6% |
9% |
False |
False |
11,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.123 |
|
2.618 |
2.978 |
|
1.618 |
2.889 |
|
1.000 |
2.834 |
|
0.618 |
2.800 |
|
HIGH |
2.745 |
|
0.618 |
2.711 |
|
0.500 |
2.701 |
|
0.382 |
2.690 |
|
LOW |
2.656 |
|
0.618 |
2.601 |
|
1.000 |
2.567 |
|
1.618 |
2.512 |
|
2.618 |
2.423 |
|
4.250 |
2.278 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.701 |
2.792 |
| PP |
2.689 |
2.749 |
| S1 |
2.677 |
2.707 |
|