NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.970 |
2.864 |
-0.106 |
-3.6% |
2.795 |
| High |
2.981 |
2.975 |
-0.006 |
-0.2% |
2.935 |
| Low |
2.844 |
2.832 |
-0.012 |
-0.4% |
2.761 |
| Close |
2.849 |
2.945 |
0.096 |
3.4% |
2.928 |
| Range |
0.137 |
0.143 |
0.006 |
4.4% |
0.174 |
| ATR |
0.098 |
0.101 |
0.003 |
3.3% |
0.000 |
| Volume |
72,002 |
100,840 |
28,838 |
40.1% |
238,960 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.346 |
3.289 |
3.024 |
|
| R3 |
3.203 |
3.146 |
2.984 |
|
| R2 |
3.060 |
3.060 |
2.971 |
|
| R1 |
3.003 |
3.003 |
2.958 |
3.032 |
| PP |
2.917 |
2.917 |
2.917 |
2.932 |
| S1 |
2.860 |
2.860 |
2.932 |
2.889 |
| S2 |
2.774 |
2.774 |
2.919 |
|
| S3 |
2.631 |
2.717 |
2.906 |
|
| S4 |
2.488 |
2.574 |
2.866 |
|
|
| 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 |
7.5% |
0.124 |
4.2% |
84% |
False |
False |
68,515 |
| 10 |
2.981 |
2.563 |
0.418 |
14.2% |
0.119 |
4.0% |
91% |
False |
False |
54,674 |
| 20 |
2.981 |
2.540 |
0.441 |
15.0% |
0.097 |
3.3% |
92% |
False |
False |
44,264 |
| 40 |
3.031 |
2.540 |
0.491 |
16.7% |
0.089 |
3.0% |
82% |
False |
False |
37,301 |
| 60 |
3.134 |
2.540 |
0.594 |
20.2% |
0.092 |
3.1% |
68% |
False |
False |
31,041 |
| 80 |
3.152 |
2.540 |
0.612 |
20.8% |
0.097 |
3.3% |
66% |
False |
False |
26,690 |
| 100 |
3.541 |
2.540 |
1.001 |
34.0% |
0.102 |
3.4% |
40% |
False |
False |
22,648 |
| 120 |
3.812 |
2.540 |
1.272 |
43.2% |
0.098 |
3.3% |
32% |
False |
False |
19,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.583 |
|
2.618 |
3.349 |
|
1.618 |
3.206 |
|
1.000 |
3.118 |
|
0.618 |
3.063 |
|
HIGH |
2.975 |
|
0.618 |
2.920 |
|
0.500 |
2.904 |
|
0.382 |
2.887 |
|
LOW |
2.832 |
|
0.618 |
2.744 |
|
1.000 |
2.689 |
|
1.618 |
2.601 |
|
2.618 |
2.458 |
|
4.250 |
2.224 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.931 |
2.923 |
| PP |
2.917 |
2.901 |
| S1 |
2.904 |
2.879 |
|