NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.036 |
2.925 |
-0.111 |
-3.7% |
3.056 |
| High |
3.036 |
2.925 |
-0.111 |
-3.7% |
3.163 |
| Low |
2.932 |
2.839 |
-0.093 |
-3.2% |
2.932 |
| Close |
2.939 |
2.870 |
-0.069 |
-2.3% |
2.939 |
| Range |
0.104 |
0.086 |
-0.018 |
-17.3% |
0.231 |
| ATR |
0.097 |
0.097 |
0.000 |
0.2% |
0.000 |
| Volume |
36,070 |
23,342 |
-12,728 |
-35.3% |
137,641 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.136 |
3.089 |
2.917 |
|
| R3 |
3.050 |
3.003 |
2.894 |
|
| R2 |
2.964 |
2.964 |
2.886 |
|
| R1 |
2.917 |
2.917 |
2.878 |
2.898 |
| PP |
2.878 |
2.878 |
2.878 |
2.868 |
| S1 |
2.831 |
2.831 |
2.862 |
2.812 |
| S2 |
2.792 |
2.792 |
2.854 |
|
| S3 |
2.706 |
2.745 |
2.846 |
|
| S4 |
2.620 |
2.659 |
2.823 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.704 |
3.553 |
3.066 |
|
| R3 |
3.473 |
3.322 |
3.003 |
|
| R2 |
3.242 |
3.242 |
2.981 |
|
| R1 |
3.091 |
3.091 |
2.960 |
3.051 |
| PP |
3.011 |
3.011 |
3.011 |
2.992 |
| S1 |
2.860 |
2.860 |
2.918 |
2.820 |
| S2 |
2.780 |
2.780 |
2.897 |
|
| S3 |
2.549 |
2.629 |
2.875 |
|
| S4 |
2.318 |
2.398 |
2.812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.163 |
2.839 |
0.324 |
11.3% |
0.111 |
3.9% |
10% |
False |
True |
26,935 |
| 10 |
3.163 |
2.839 |
0.324 |
11.3% |
0.103 |
3.6% |
10% |
False |
True |
29,967 |
| 20 |
3.163 |
2.590 |
0.573 |
20.0% |
0.100 |
3.5% |
49% |
False |
False |
24,466 |
| 40 |
3.163 |
2.589 |
0.574 |
20.0% |
0.083 |
2.9% |
49% |
False |
False |
18,490 |
| 60 |
3.163 |
2.589 |
0.574 |
20.0% |
0.083 |
2.9% |
49% |
False |
False |
15,504 |
| 80 |
3.163 |
2.589 |
0.574 |
20.0% |
0.088 |
3.1% |
49% |
False |
False |
13,557 |
| 100 |
3.257 |
2.589 |
0.668 |
23.3% |
0.096 |
3.3% |
42% |
False |
False |
12,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.291 |
|
2.618 |
3.150 |
|
1.618 |
3.064 |
|
1.000 |
3.011 |
|
0.618 |
2.978 |
|
HIGH |
2.925 |
|
0.618 |
2.892 |
|
0.500 |
2.882 |
|
0.382 |
2.872 |
|
LOW |
2.839 |
|
0.618 |
2.786 |
|
1.000 |
2.753 |
|
1.618 |
2.700 |
|
2.618 |
2.614 |
|
4.250 |
2.474 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.882 |
2.963 |
| PP |
2.878 |
2.932 |
| S1 |
2.874 |
2.901 |
|