NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.785 |
2.970 |
0.185 |
6.6% |
2.795 |
| High |
2.935 |
2.981 |
0.046 |
1.6% |
2.935 |
| Low |
2.776 |
2.844 |
0.068 |
2.4% |
2.761 |
| Close |
2.928 |
2.849 |
-0.079 |
-2.7% |
2.928 |
| Range |
0.159 |
0.137 |
-0.022 |
-13.8% |
0.174 |
| ATR |
0.095 |
0.098 |
0.003 |
3.2% |
0.000 |
| Volume |
77,183 |
72,002 |
-5,181 |
-6.7% |
238,960 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.213 |
2.924 |
|
| R3 |
3.165 |
3.076 |
2.887 |
|
| R2 |
3.028 |
3.028 |
2.874 |
|
| R1 |
2.939 |
2.939 |
2.862 |
2.915 |
| PP |
2.891 |
2.891 |
2.891 |
2.880 |
| S1 |
2.802 |
2.802 |
2.836 |
2.778 |
| S2 |
2.754 |
2.754 |
2.824 |
|
| S3 |
2.617 |
2.665 |
2.811 |
|
| S4 |
2.480 |
2.528 |
2.774 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.397 |
3.336 |
3.024 |
|
| R3 |
3.223 |
3.162 |
2.976 |
|
| R2 |
3.049 |
3.049 |
2.960 |
|
| R1 |
2.988 |
2.988 |
2.944 |
3.019 |
| PP |
2.875 |
2.875 |
2.875 |
2.890 |
| S1 |
2.814 |
2.814 |
2.912 |
2.845 |
| S2 |
2.701 |
2.701 |
2.896 |
|
| S3 |
2.527 |
2.640 |
2.880 |
|
| S4 |
2.353 |
2.466 |
2.832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.981 |
2.761 |
0.220 |
7.7% |
0.106 |
3.7% |
40% |
True |
False |
54,512 |
| 10 |
2.981 |
2.543 |
0.438 |
15.4% |
0.110 |
3.9% |
70% |
True |
False |
48,326 |
| 20 |
2.981 |
2.540 |
0.441 |
15.5% |
0.092 |
3.2% |
70% |
True |
False |
42,407 |
| 40 |
3.031 |
2.540 |
0.491 |
17.2% |
0.087 |
3.1% |
63% |
False |
False |
35,089 |
| 60 |
3.134 |
2.540 |
0.594 |
20.8% |
0.092 |
3.2% |
52% |
False |
False |
29,696 |
| 80 |
3.264 |
2.540 |
0.724 |
25.4% |
0.098 |
3.4% |
43% |
False |
False |
25,633 |
| 100 |
3.554 |
2.540 |
1.014 |
35.6% |
0.101 |
3.5% |
30% |
False |
False |
21,681 |
| 120 |
3.812 |
2.540 |
1.272 |
44.6% |
0.097 |
3.4% |
24% |
False |
False |
18,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.563 |
|
2.618 |
3.340 |
|
1.618 |
3.203 |
|
1.000 |
3.118 |
|
0.618 |
3.066 |
|
HIGH |
2.981 |
|
0.618 |
2.929 |
|
0.500 |
2.913 |
|
0.382 |
2.896 |
|
LOW |
2.844 |
|
0.618 |
2.759 |
|
1.000 |
2.707 |
|
1.618 |
2.622 |
|
2.618 |
2.485 |
|
4.250 |
2.262 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.913 |
2.871 |
| PP |
2.891 |
2.864 |
| S1 |
2.870 |
2.856 |
|