NYMEX Natural Gas Future August 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 |
2.811 |
2.979 |
0.168 |
6.0% |
2.820 |
| High |
2.955 |
2.998 |
0.043 |
1.5% |
2.955 |
| Low |
2.805 |
2.867 |
0.062 |
2.2% |
2.790 |
| Close |
2.948 |
2.870 |
-0.078 |
-2.6% |
2.948 |
| Range |
0.150 |
0.131 |
-0.019 |
-12.7% |
0.165 |
| ATR |
0.089 |
0.092 |
0.003 |
3.3% |
0.000 |
| Volume |
23,364 |
31,362 |
7,998 |
34.2% |
95,025 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.305 |
3.218 |
2.942 |
|
| R3 |
3.174 |
3.087 |
2.906 |
|
| R2 |
3.043 |
3.043 |
2.894 |
|
| R1 |
2.956 |
2.956 |
2.882 |
2.934 |
| PP |
2.912 |
2.912 |
2.912 |
2.901 |
| S1 |
2.825 |
2.825 |
2.858 |
2.803 |
| S2 |
2.781 |
2.781 |
2.846 |
|
| S3 |
2.650 |
2.694 |
2.834 |
|
| S4 |
2.519 |
2.563 |
2.798 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.393 |
3.335 |
3.039 |
|
| R3 |
3.228 |
3.170 |
2.993 |
|
| R2 |
3.063 |
3.063 |
2.978 |
|
| R1 |
3.005 |
3.005 |
2.963 |
3.034 |
| PP |
2.898 |
2.898 |
2.898 |
2.912 |
| S1 |
2.840 |
2.840 |
2.933 |
2.869 |
| S2 |
2.733 |
2.733 |
2.918 |
|
| S3 |
2.568 |
2.675 |
2.903 |
|
| S4 |
2.403 |
2.510 |
2.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.998 |
2.790 |
0.208 |
7.2% |
0.101 |
3.5% |
38% |
True |
False |
21,352 |
| 10 |
2.998 |
2.569 |
0.429 |
14.9% |
0.102 |
3.6% |
70% |
True |
False |
20,542 |
| 20 |
2.998 |
2.569 |
0.429 |
14.9% |
0.084 |
2.9% |
70% |
True |
False |
17,669 |
| 40 |
3.050 |
2.569 |
0.481 |
16.8% |
0.082 |
2.8% |
63% |
False |
False |
14,936 |
| 60 |
3.125 |
2.569 |
0.556 |
19.4% |
0.086 |
3.0% |
54% |
False |
False |
12,938 |
| 80 |
3.268 |
2.569 |
0.699 |
24.4% |
0.091 |
3.2% |
43% |
False |
False |
11,255 |
| 100 |
3.568 |
2.569 |
0.999 |
34.8% |
0.094 |
3.3% |
30% |
False |
False |
9,939 |
| 120 |
3.818 |
2.569 |
1.249 |
43.5% |
0.090 |
3.2% |
24% |
False |
False |
8,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.555 |
|
2.618 |
3.341 |
|
1.618 |
3.210 |
|
1.000 |
3.129 |
|
0.618 |
3.079 |
|
HIGH |
2.998 |
|
0.618 |
2.948 |
|
0.500 |
2.933 |
|
0.382 |
2.917 |
|
LOW |
2.867 |
|
0.618 |
2.786 |
|
1.000 |
2.736 |
|
1.618 |
2.655 |
|
2.618 |
2.524 |
|
4.250 |
2.310 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.933 |
2.894 |
| PP |
2.912 |
2.886 |
| S1 |
2.891 |
2.878 |
|