NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.983 |
3.020 |
0.037 |
1.2% |
2.914 |
| High |
3.048 |
3.105 |
0.057 |
1.9% |
3.036 |
| Low |
2.978 |
2.938 |
-0.040 |
-1.3% |
2.785 |
| Close |
3.010 |
2.948 |
-0.062 |
-2.1% |
3.016 |
| Range |
0.070 |
0.167 |
0.097 |
138.6% |
0.251 |
| ATR |
0.100 |
0.105 |
0.005 |
4.8% |
0.000 |
| Volume |
95,155 |
194,666 |
99,511 |
104.6% |
702,229 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.498 |
3.390 |
3.040 |
|
| R3 |
3.331 |
3.223 |
2.994 |
|
| R2 |
3.164 |
3.164 |
2.979 |
|
| R1 |
3.056 |
3.056 |
2.963 |
3.027 |
| PP |
2.997 |
2.997 |
2.997 |
2.982 |
| S1 |
2.889 |
2.889 |
2.933 |
2.860 |
| S2 |
2.830 |
2.830 |
2.917 |
|
| S3 |
2.663 |
2.722 |
2.902 |
|
| S4 |
2.496 |
2.555 |
2.856 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.699 |
3.608 |
3.154 |
|
| R3 |
3.448 |
3.357 |
3.085 |
|
| R2 |
3.197 |
3.197 |
3.062 |
|
| R1 |
3.106 |
3.106 |
3.039 |
3.152 |
| PP |
2.946 |
2.946 |
2.946 |
2.968 |
| S1 |
2.855 |
2.855 |
2.993 |
2.901 |
| S2 |
2.695 |
2.695 |
2.970 |
|
| S3 |
2.444 |
2.604 |
2.947 |
|
| S4 |
2.193 |
2.353 |
2.878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.105 |
2.856 |
0.249 |
8.4% |
0.110 |
3.7% |
37% |
True |
False |
142,739 |
| 10 |
3.105 |
2.711 |
0.394 |
13.4% |
0.118 |
4.0% |
60% |
True |
False |
145,403 |
| 20 |
3.105 |
2.481 |
0.624 |
21.2% |
0.101 |
3.4% |
75% |
True |
False |
126,399 |
| 40 |
3.105 |
2.481 |
0.624 |
21.2% |
0.090 |
3.1% |
75% |
True |
False |
87,964 |
| 60 |
3.105 |
2.481 |
0.624 |
21.2% |
0.094 |
3.2% |
75% |
True |
False |
66,094 |
| 80 |
3.105 |
2.481 |
0.624 |
21.2% |
0.099 |
3.4% |
75% |
True |
False |
54,315 |
| 100 |
3.229 |
2.481 |
0.748 |
25.4% |
0.107 |
3.6% |
62% |
False |
False |
45,780 |
| 120 |
3.773 |
2.481 |
1.292 |
43.8% |
0.103 |
3.5% |
36% |
False |
False |
38,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.815 |
|
2.618 |
3.542 |
|
1.618 |
3.375 |
|
1.000 |
3.272 |
|
0.618 |
3.208 |
|
HIGH |
3.105 |
|
0.618 |
3.041 |
|
0.500 |
3.022 |
|
0.382 |
3.002 |
|
LOW |
2.938 |
|
0.618 |
2.835 |
|
1.000 |
2.771 |
|
1.618 |
2.668 |
|
2.618 |
2.501 |
|
4.250 |
2.228 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.022 |
3.022 |
| PP |
2.997 |
2.997 |
| S1 |
2.973 |
2.973 |
|