NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.007 |
2.991 |
-0.016 |
-0.5% |
3.169 |
| High |
3.055 |
2.992 |
-0.063 |
-2.1% |
3.254 |
| Low |
2.980 |
2.883 |
-0.097 |
-3.3% |
3.059 |
| Close |
3.007 |
2.890 |
-0.117 |
-3.9% |
3.065 |
| Range |
0.075 |
0.109 |
0.034 |
45.3% |
0.195 |
| ATR |
0.083 |
0.086 |
0.003 |
3.5% |
0.000 |
| Volume |
9,900 |
9,762 |
-138 |
-1.4% |
58,262 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.249 |
3.178 |
2.950 |
|
| R3 |
3.140 |
3.069 |
2.920 |
|
| R2 |
3.031 |
3.031 |
2.910 |
|
| R1 |
2.960 |
2.960 |
2.900 |
2.941 |
| PP |
2.922 |
2.922 |
2.922 |
2.912 |
| S1 |
2.851 |
2.851 |
2.880 |
2.832 |
| S2 |
2.813 |
2.813 |
2.870 |
|
| S3 |
2.704 |
2.742 |
2.860 |
|
| S4 |
2.595 |
2.633 |
2.830 |
|
|
| 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 |
2.883 |
0.307 |
10.6% |
0.086 |
3.0% |
2% |
False |
True |
10,689 |
| 10 |
3.254 |
2.883 |
0.371 |
12.8% |
0.086 |
3.0% |
2% |
False |
True |
11,676 |
| 20 |
3.254 |
2.828 |
0.426 |
14.7% |
0.089 |
3.1% |
15% |
False |
False |
11,622 |
| 40 |
3.254 |
2.750 |
0.504 |
17.4% |
0.074 |
2.6% |
28% |
False |
False |
8,861 |
| 60 |
3.254 |
2.750 |
0.504 |
17.4% |
0.072 |
2.5% |
28% |
False |
False |
7,715 |
| 80 |
3.254 |
2.750 |
0.504 |
17.4% |
0.077 |
2.7% |
28% |
False |
False |
7,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.455 |
|
2.618 |
3.277 |
|
1.618 |
3.168 |
|
1.000 |
3.101 |
|
0.618 |
3.059 |
|
HIGH |
2.992 |
|
0.618 |
2.950 |
|
0.500 |
2.938 |
|
0.382 |
2.925 |
|
LOW |
2.883 |
|
0.618 |
2.816 |
|
1.000 |
2.774 |
|
1.618 |
2.707 |
|
2.618 |
2.598 |
|
4.250 |
2.420 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.938 |
2.969 |
| PP |
2.922 |
2.943 |
| S1 |
2.906 |
2.916 |
|