NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.896 |
2.940 |
0.044 |
1.5% |
2.738 |
| High |
2.972 |
3.020 |
0.048 |
1.6% |
2.888 |
| Low |
2.856 |
2.888 |
0.032 |
1.1% |
2.711 |
| Close |
2.935 |
3.008 |
0.073 |
2.5% |
2.880 |
| Range |
0.116 |
0.132 |
0.016 |
13.8% |
0.177 |
| ATR |
0.103 |
0.105 |
0.002 |
2.0% |
0.000 |
| Volume |
142,743 |
184,911 |
42,168 |
29.5% |
632,319 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.368 |
3.320 |
3.081 |
|
| R3 |
3.236 |
3.188 |
3.044 |
|
| R2 |
3.104 |
3.104 |
3.032 |
|
| R1 |
3.056 |
3.056 |
3.020 |
3.080 |
| PP |
2.972 |
2.972 |
2.972 |
2.984 |
| S1 |
2.924 |
2.924 |
2.996 |
2.948 |
| S2 |
2.840 |
2.840 |
2.984 |
|
| S3 |
2.708 |
2.792 |
2.972 |
|
| S4 |
2.576 |
2.660 |
2.935 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.296 |
2.977 |
|
| R3 |
3.180 |
3.119 |
2.929 |
|
| R2 |
3.003 |
3.003 |
2.912 |
|
| R1 |
2.942 |
2.942 |
2.896 |
2.973 |
| PP |
2.826 |
2.826 |
2.826 |
2.842 |
| S1 |
2.765 |
2.765 |
2.864 |
2.796 |
| S2 |
2.649 |
2.649 |
2.848 |
|
| S3 |
2.472 |
2.588 |
2.831 |
|
| S4 |
2.295 |
2.411 |
2.783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.020 |
2.725 |
0.295 |
9.8% |
0.139 |
4.6% |
96% |
True |
False |
161,458 |
| 10 |
3.020 |
2.711 |
0.309 |
10.3% |
0.111 |
3.7% |
96% |
True |
False |
135,721 |
| 20 |
3.020 |
2.481 |
0.539 |
17.9% |
0.096 |
3.2% |
98% |
True |
False |
117,448 |
| 40 |
3.020 |
2.481 |
0.539 |
17.9% |
0.091 |
3.0% |
98% |
True |
False |
80,489 |
| 60 |
3.096 |
2.481 |
0.615 |
20.4% |
0.096 |
3.2% |
86% |
False |
False |
61,168 |
| 80 |
3.096 |
2.481 |
0.615 |
20.4% |
0.101 |
3.3% |
86% |
False |
False |
50,028 |
| 100 |
3.428 |
2.481 |
0.947 |
31.5% |
0.107 |
3.6% |
56% |
False |
False |
42,126 |
| 120 |
3.774 |
2.481 |
1.293 |
43.0% |
0.103 |
3.4% |
41% |
False |
False |
35,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.581 |
|
2.618 |
3.366 |
|
1.618 |
3.234 |
|
1.000 |
3.152 |
|
0.618 |
3.102 |
|
HIGH |
3.020 |
|
0.618 |
2.970 |
|
0.500 |
2.954 |
|
0.382 |
2.938 |
|
LOW |
2.888 |
|
0.618 |
2.806 |
|
1.000 |
2.756 |
|
1.618 |
2.674 |
|
2.618 |
2.542 |
|
4.250 |
2.327 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.990 |
2.973 |
| PP |
2.972 |
2.938 |
| S1 |
2.954 |
2.903 |
|