NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.020 |
2.961 |
-0.059 |
-2.0% |
2.914 |
| High |
3.105 |
3.021 |
-0.084 |
-2.7% |
3.036 |
| Low |
2.938 |
2.902 |
-0.036 |
-1.2% |
2.785 |
| Close |
2.948 |
2.915 |
-0.033 |
-1.1% |
3.016 |
| Range |
0.167 |
0.119 |
-0.048 |
-28.7% |
0.251 |
| ATR |
0.105 |
0.106 |
0.001 |
1.0% |
0.000 |
| Volume |
194,666 |
113,970 |
-80,696 |
-41.5% |
702,229 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.303 |
3.228 |
2.980 |
|
| R3 |
3.184 |
3.109 |
2.948 |
|
| R2 |
3.065 |
3.065 |
2.937 |
|
| R1 |
2.990 |
2.990 |
2.926 |
2.968 |
| PP |
2.946 |
2.946 |
2.946 |
2.935 |
| S1 |
2.871 |
2.871 |
2.904 |
2.849 |
| S2 |
2.827 |
2.827 |
2.893 |
|
| S3 |
2.708 |
2.752 |
2.882 |
|
| S4 |
2.589 |
2.633 |
2.850 |
|
|
| 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 |
2.888 |
0.217 |
7.4% |
0.111 |
3.8% |
12% |
False |
False |
136,984 |
| 10 |
3.105 |
2.711 |
0.394 |
13.5% |
0.123 |
4.2% |
52% |
False |
False |
145,668 |
| 20 |
3.105 |
2.481 |
0.624 |
21.4% |
0.104 |
3.6% |
70% |
False |
False |
128,991 |
| 40 |
3.105 |
2.481 |
0.624 |
21.4% |
0.092 |
3.1% |
70% |
False |
False |
90,121 |
| 60 |
3.105 |
2.481 |
0.624 |
21.4% |
0.094 |
3.2% |
70% |
False |
False |
67,581 |
| 80 |
3.105 |
2.481 |
0.624 |
21.4% |
0.100 |
3.4% |
70% |
False |
False |
55,582 |
| 100 |
3.229 |
2.481 |
0.748 |
25.7% |
0.107 |
3.7% |
58% |
False |
False |
46,880 |
| 120 |
3.773 |
2.481 |
1.292 |
44.3% |
0.103 |
3.5% |
34% |
False |
False |
39,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.527 |
|
2.618 |
3.333 |
|
1.618 |
3.214 |
|
1.000 |
3.140 |
|
0.618 |
3.095 |
|
HIGH |
3.021 |
|
0.618 |
2.976 |
|
0.500 |
2.962 |
|
0.382 |
2.947 |
|
LOW |
2.902 |
|
0.618 |
2.828 |
|
1.000 |
2.783 |
|
1.618 |
2.709 |
|
2.618 |
2.590 |
|
4.250 |
2.396 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.962 |
3.004 |
| PP |
2.946 |
2.974 |
| S1 |
2.931 |
2.945 |
|