NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.887 |
2.962 |
0.075 |
2.6% |
2.820 |
| High |
2.991 |
3.039 |
0.048 |
1.6% |
2.955 |
| Low |
2.860 |
2.932 |
0.072 |
2.5% |
2.790 |
| Close |
2.969 |
3.007 |
0.038 |
1.3% |
2.948 |
| Range |
0.131 |
0.107 |
-0.024 |
-18.3% |
0.165 |
| ATR |
0.095 |
0.096 |
0.001 |
0.9% |
0.000 |
| Volume |
22,590 |
32,811 |
10,221 |
45.2% |
95,025 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.314 |
3.267 |
3.066 |
|
| R3 |
3.207 |
3.160 |
3.036 |
|
| R2 |
3.100 |
3.100 |
3.027 |
|
| R1 |
3.053 |
3.053 |
3.017 |
3.077 |
| PP |
2.993 |
2.993 |
2.993 |
3.004 |
| S1 |
2.946 |
2.946 |
2.997 |
2.970 |
| S2 |
2.886 |
2.886 |
2.987 |
|
| S3 |
2.779 |
2.839 |
2.978 |
|
| S4 |
2.672 |
2.732 |
2.948 |
|
|
| 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 |
3.039 |
2.790 |
0.249 |
8.3% |
0.124 |
4.1% |
87% |
True |
False |
26,900 |
| 10 |
3.039 |
2.641 |
0.398 |
13.2% |
0.111 |
3.7% |
92% |
True |
False |
22,631 |
| 20 |
3.039 |
2.569 |
0.470 |
15.6% |
0.088 |
2.9% |
93% |
True |
False |
18,501 |
| 40 |
3.050 |
2.569 |
0.481 |
16.0% |
0.084 |
2.8% |
91% |
False |
False |
15,976 |
| 60 |
3.125 |
2.569 |
0.556 |
18.5% |
0.086 |
2.8% |
79% |
False |
False |
13,602 |
| 80 |
3.125 |
2.569 |
0.556 |
18.5% |
0.090 |
3.0% |
79% |
False |
False |
11,699 |
| 100 |
3.530 |
2.569 |
0.961 |
32.0% |
0.095 |
3.2% |
46% |
False |
False |
10,437 |
| 120 |
3.818 |
2.569 |
1.249 |
41.5% |
0.091 |
3.0% |
35% |
False |
False |
9,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.494 |
|
2.618 |
3.319 |
|
1.618 |
3.212 |
|
1.000 |
3.146 |
|
0.618 |
3.105 |
|
HIGH |
3.039 |
|
0.618 |
2.998 |
|
0.500 |
2.986 |
|
0.382 |
2.973 |
|
LOW |
2.932 |
|
0.618 |
2.866 |
|
1.000 |
2.825 |
|
1.618 |
2.759 |
|
2.618 |
2.652 |
|
4.250 |
2.477 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.000 |
2.988 |
| PP |
2.993 |
2.969 |
| S1 |
2.986 |
2.950 |
|