NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.962 |
3.008 |
0.046 |
1.6% |
2.820 |
| High |
3.039 |
3.089 |
0.050 |
1.6% |
2.955 |
| Low |
2.932 |
2.962 |
0.030 |
1.0% |
2.790 |
| Close |
3.007 |
3.082 |
0.075 |
2.5% |
2.948 |
| Range |
0.107 |
0.127 |
0.020 |
18.7% |
0.165 |
| ATR |
0.096 |
0.098 |
0.002 |
2.3% |
0.000 |
| Volume |
32,811 |
30,085 |
-2,726 |
-8.3% |
95,025 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.425 |
3.381 |
3.152 |
|
| R3 |
3.298 |
3.254 |
3.117 |
|
| R2 |
3.171 |
3.171 |
3.105 |
|
| R1 |
3.127 |
3.127 |
3.094 |
3.149 |
| PP |
3.044 |
3.044 |
3.044 |
3.056 |
| S1 |
3.000 |
3.000 |
3.070 |
3.022 |
| S2 |
2.917 |
2.917 |
3.059 |
|
| S3 |
2.790 |
2.873 |
3.047 |
|
| S4 |
2.663 |
2.746 |
3.012 |
|
|
| 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 |
3.089 |
2.805 |
0.284 |
9.2% |
0.129 |
4.2% |
98% |
True |
False |
28,042 |
| 10 |
3.089 |
2.786 |
0.303 |
9.8% |
0.104 |
3.4% |
98% |
True |
False |
24,190 |
| 20 |
3.089 |
2.569 |
0.520 |
16.9% |
0.088 |
2.9% |
99% |
True |
False |
19,181 |
| 40 |
3.089 |
2.569 |
0.520 |
16.9% |
0.084 |
2.7% |
99% |
True |
False |
16,398 |
| 60 |
3.125 |
2.569 |
0.556 |
18.0% |
0.086 |
2.8% |
92% |
False |
False |
13,973 |
| 80 |
3.125 |
2.569 |
0.556 |
18.0% |
0.090 |
2.9% |
92% |
False |
False |
11,986 |
| 100 |
3.471 |
2.569 |
0.902 |
29.3% |
0.096 |
3.1% |
57% |
False |
False |
10,719 |
| 120 |
3.818 |
2.569 |
1.249 |
40.5% |
0.092 |
3.0% |
41% |
False |
False |
9,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.629 |
|
2.618 |
3.421 |
|
1.618 |
3.294 |
|
1.000 |
3.216 |
|
0.618 |
3.167 |
|
HIGH |
3.089 |
|
0.618 |
3.040 |
|
0.500 |
3.026 |
|
0.382 |
3.011 |
|
LOW |
2.962 |
|
0.618 |
2.884 |
|
1.000 |
2.835 |
|
1.618 |
2.757 |
|
2.618 |
2.630 |
|
4.250 |
2.422 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.063 |
3.046 |
| PP |
3.044 |
3.010 |
| S1 |
3.026 |
2.975 |
|