NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.986 |
3.069 |
0.083 |
2.8% |
2.970 |
| High |
3.070 |
3.089 |
0.019 |
0.6% |
3.089 |
| Low |
2.939 |
3.025 |
0.086 |
2.9% |
2.832 |
| Close |
3.063 |
3.070 |
0.007 |
0.2% |
3.070 |
| Range |
0.131 |
0.064 |
-0.067 |
-51.1% |
0.257 |
| ATR |
0.104 |
0.101 |
-0.003 |
-2.8% |
0.000 |
| Volume |
132,872 |
66,560 |
-66,312 |
-49.9% |
460,449 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.253 |
3.226 |
3.105 |
|
| R3 |
3.189 |
3.162 |
3.088 |
|
| R2 |
3.125 |
3.125 |
3.082 |
|
| R1 |
3.098 |
3.098 |
3.076 |
3.112 |
| PP |
3.061 |
3.061 |
3.061 |
3.068 |
| S1 |
3.034 |
3.034 |
3.064 |
3.048 |
| S2 |
2.997 |
2.997 |
3.058 |
|
| S3 |
2.933 |
2.970 |
3.052 |
|
| S4 |
2.869 |
2.906 |
3.035 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.768 |
3.676 |
3.211 |
|
| R3 |
3.511 |
3.419 |
3.141 |
|
| R2 |
3.254 |
3.254 |
3.117 |
|
| R1 |
3.162 |
3.162 |
3.094 |
3.208 |
| PP |
2.997 |
2.997 |
2.997 |
3.020 |
| S1 |
2.905 |
2.905 |
3.046 |
2.951 |
| S2 |
2.740 |
2.740 |
3.023 |
|
| S3 |
2.483 |
2.648 |
2.999 |
|
| S4 |
2.226 |
2.391 |
2.929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.089 |
2.832 |
0.257 |
8.4% |
0.117 |
3.8% |
93% |
True |
False |
92,089 |
| 10 |
3.089 |
2.761 |
0.328 |
10.7% |
0.107 |
3.5% |
94% |
True |
False |
69,940 |
| 20 |
3.089 |
2.540 |
0.549 |
17.9% |
0.096 |
3.1% |
97% |
True |
False |
51,812 |
| 40 |
3.089 |
2.540 |
0.549 |
17.9% |
0.088 |
2.9% |
97% |
True |
False |
42,649 |
| 60 |
3.134 |
2.540 |
0.594 |
19.3% |
0.092 |
3.0% |
89% |
False |
False |
34,987 |
| 80 |
3.134 |
2.540 |
0.594 |
19.3% |
0.096 |
3.1% |
89% |
False |
False |
29,731 |
| 100 |
3.292 |
2.540 |
0.752 |
24.5% |
0.102 |
3.3% |
70% |
False |
False |
25,425 |
| 120 |
3.806 |
2.540 |
1.266 |
41.2% |
0.098 |
3.2% |
42% |
False |
False |
21,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.361 |
|
2.618 |
3.257 |
|
1.618 |
3.193 |
|
1.000 |
3.153 |
|
0.618 |
3.129 |
|
HIGH |
3.089 |
|
0.618 |
3.065 |
|
0.500 |
3.057 |
|
0.382 |
3.049 |
|
LOW |
3.025 |
|
0.618 |
2.985 |
|
1.000 |
2.961 |
|
1.618 |
2.921 |
|
2.618 |
2.857 |
|
4.250 |
2.753 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.066 |
3.046 |
| PP |
3.061 |
3.022 |
| S1 |
3.057 |
2.998 |
|