NYMEX Natural Gas Future November 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 |
3.046 |
3.007 |
-0.039 |
-1.3% |
3.169 |
| High |
3.046 |
3.055 |
0.009 |
0.3% |
3.254 |
| Low |
2.974 |
2.980 |
0.006 |
0.2% |
3.059 |
| Close |
3.006 |
3.007 |
0.001 |
0.0% |
3.065 |
| Range |
0.072 |
0.075 |
0.003 |
4.2% |
0.195 |
| ATR |
0.084 |
0.083 |
-0.001 |
-0.7% |
0.000 |
| Volume |
7,343 |
9,900 |
2,557 |
34.8% |
58,262 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.239 |
3.198 |
3.048 |
|
| R3 |
3.164 |
3.123 |
3.028 |
|
| R2 |
3.089 |
3.089 |
3.021 |
|
| R1 |
3.048 |
3.048 |
3.014 |
3.045 |
| PP |
3.014 |
3.014 |
3.014 |
3.012 |
| S1 |
2.973 |
2.973 |
3.000 |
2.970 |
| S2 |
2.939 |
2.939 |
2.993 |
|
| S3 |
2.864 |
2.898 |
2.986 |
|
| S4 |
2.789 |
2.823 |
2.966 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.711 |
3.583 |
3.172 |
|
| R3 |
3.516 |
3.388 |
3.119 |
|
| R2 |
3.321 |
3.321 |
3.101 |
|
| R1 |
3.193 |
3.193 |
3.083 |
3.160 |
| PP |
3.126 |
3.126 |
3.126 |
3.109 |
| S1 |
2.998 |
2.998 |
3.047 |
2.965 |
| S2 |
2.931 |
2.931 |
3.029 |
|
| S3 |
2.736 |
2.803 |
3.011 |
|
| S4 |
2.541 |
2.608 |
2.958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.190 |
2.974 |
0.216 |
7.2% |
0.084 |
2.8% |
15% |
False |
False |
11,916 |
| 10 |
3.254 |
2.974 |
0.280 |
9.3% |
0.084 |
2.8% |
12% |
False |
False |
12,738 |
| 20 |
3.254 |
2.781 |
0.473 |
15.7% |
0.087 |
2.9% |
48% |
False |
False |
11,405 |
| 40 |
3.254 |
2.750 |
0.504 |
16.8% |
0.072 |
2.4% |
51% |
False |
False |
8,705 |
| 60 |
3.254 |
2.750 |
0.504 |
16.8% |
0.072 |
2.4% |
51% |
False |
False |
7,608 |
| 80 |
3.254 |
2.750 |
0.504 |
16.8% |
0.076 |
2.5% |
51% |
False |
False |
6,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.374 |
|
2.618 |
3.251 |
|
1.618 |
3.176 |
|
1.000 |
3.130 |
|
0.618 |
3.101 |
|
HIGH |
3.055 |
|
0.618 |
3.026 |
|
0.500 |
3.018 |
|
0.382 |
3.009 |
|
LOW |
2.980 |
|
0.618 |
2.934 |
|
1.000 |
2.905 |
|
1.618 |
2.859 |
|
2.618 |
2.784 |
|
4.250 |
2.661 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.018 |
3.059 |
| PP |
3.014 |
3.041 |
| S1 |
3.011 |
3.024 |
|