NYMEX Natural Gas Future October 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 |
2.897 |
2.785 |
-0.112 |
-3.9% |
2.953 |
| High |
2.899 |
2.785 |
-0.114 |
-3.9% |
2.963 |
| Low |
2.773 |
2.706 |
-0.067 |
-2.4% |
2.706 |
| Close |
2.778 |
2.714 |
-0.064 |
-2.3% |
2.714 |
| Range |
0.126 |
0.079 |
-0.047 |
-37.3% |
0.257 |
| ATR |
0.097 |
0.096 |
-0.001 |
-1.3% |
0.000 |
| Volume |
24,039 |
46,917 |
22,878 |
95.2% |
116,357 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.972 |
2.922 |
2.757 |
|
| R3 |
2.893 |
2.843 |
2.736 |
|
| R2 |
2.814 |
2.814 |
2.728 |
|
| R1 |
2.764 |
2.764 |
2.721 |
2.750 |
| PP |
2.735 |
2.735 |
2.735 |
2.728 |
| S1 |
2.685 |
2.685 |
2.707 |
2.671 |
| S2 |
2.656 |
2.656 |
2.700 |
|
| S3 |
2.577 |
2.606 |
2.692 |
|
| S4 |
2.498 |
2.527 |
2.671 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.565 |
3.397 |
2.855 |
|
| R3 |
3.308 |
3.140 |
2.785 |
|
| R2 |
3.051 |
3.051 |
2.761 |
|
| R1 |
2.883 |
2.883 |
2.738 |
2.839 |
| PP |
2.794 |
2.794 |
2.794 |
2.772 |
| S1 |
2.626 |
2.626 |
2.690 |
2.582 |
| S2 |
2.537 |
2.537 |
2.667 |
|
| S3 |
2.280 |
2.369 |
2.643 |
|
| S4 |
2.023 |
2.112 |
2.573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.057 |
2.706 |
0.351 |
12.9% |
0.093 |
3.4% |
2% |
False |
True |
32,411 |
| 10 |
3.180 |
2.706 |
0.474 |
17.5% |
0.095 |
3.5% |
2% |
False |
True |
35,964 |
| 20 |
3.180 |
2.706 |
0.474 |
17.5% |
0.096 |
3.5% |
2% |
False |
True |
32,461 |
| 40 |
3.180 |
2.638 |
0.542 |
20.0% |
0.085 |
3.1% |
14% |
False |
False |
25,097 |
| 60 |
3.180 |
2.638 |
0.542 |
20.0% |
0.084 |
3.1% |
14% |
False |
False |
23,504 |
| 80 |
3.180 |
2.638 |
0.542 |
20.0% |
0.088 |
3.3% |
14% |
False |
False |
23,477 |
| 100 |
3.283 |
2.638 |
0.645 |
23.8% |
0.094 |
3.5% |
12% |
False |
False |
22,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.121 |
|
2.618 |
2.992 |
|
1.618 |
2.913 |
|
1.000 |
2.864 |
|
0.618 |
2.834 |
|
HIGH |
2.785 |
|
0.618 |
2.755 |
|
0.500 |
2.746 |
|
0.382 |
2.736 |
|
LOW |
2.706 |
|
0.618 |
2.657 |
|
1.000 |
2.627 |
|
1.618 |
2.578 |
|
2.618 |
2.499 |
|
4.250 |
2.370 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.746 |
2.835 |
| PP |
2.735 |
2.794 |
| S1 |
2.725 |
2.754 |
|