NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.088 |
3.069 |
-0.019 |
-0.6% |
2.979 |
| High |
3.106 |
3.120 |
0.014 |
0.5% |
3.106 |
| Low |
3.045 |
3.054 |
0.009 |
0.3% |
2.860 |
| Close |
3.090 |
3.083 |
-0.007 |
-0.2% |
3.090 |
| Range |
0.061 |
0.066 |
0.005 |
8.2% |
0.246 |
| ATR |
0.096 |
0.093 |
-0.002 |
-2.2% |
0.000 |
| Volume |
42,565 |
19,323 |
-23,242 |
-54.6% |
159,413 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.284 |
3.249 |
3.119 |
|
| R3 |
3.218 |
3.183 |
3.101 |
|
| R2 |
3.152 |
3.152 |
3.095 |
|
| R1 |
3.117 |
3.117 |
3.089 |
3.135 |
| PP |
3.086 |
3.086 |
3.086 |
3.094 |
| S1 |
3.051 |
3.051 |
3.077 |
3.069 |
| S2 |
3.020 |
3.020 |
3.071 |
|
| S3 |
2.954 |
2.985 |
3.065 |
|
| S4 |
2.888 |
2.919 |
3.047 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.757 |
3.669 |
3.225 |
|
| R3 |
3.511 |
3.423 |
3.158 |
|
| R2 |
3.265 |
3.265 |
3.135 |
|
| R1 |
3.177 |
3.177 |
3.113 |
3.221 |
| PP |
3.019 |
3.019 |
3.019 |
3.041 |
| S1 |
2.931 |
2.931 |
3.067 |
2.975 |
| S2 |
2.773 |
2.773 |
3.045 |
|
| S3 |
2.527 |
2.685 |
3.022 |
|
| S4 |
2.281 |
2.439 |
2.955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.120 |
2.860 |
0.260 |
8.4% |
0.098 |
3.2% |
86% |
True |
False |
29,474 |
| 10 |
3.120 |
2.790 |
0.330 |
10.7% |
0.100 |
3.2% |
89% |
True |
False |
25,413 |
| 20 |
3.120 |
2.569 |
0.551 |
17.9% |
0.089 |
2.9% |
93% |
True |
False |
20,864 |
| 40 |
3.120 |
2.569 |
0.551 |
17.9% |
0.080 |
2.6% |
93% |
True |
False |
17,173 |
| 60 |
3.125 |
2.569 |
0.556 |
18.0% |
0.085 |
2.8% |
92% |
False |
False |
14,717 |
| 80 |
3.125 |
2.569 |
0.556 |
18.0% |
0.088 |
2.9% |
92% |
False |
False |
12,571 |
| 100 |
3.268 |
2.569 |
0.699 |
22.7% |
0.095 |
3.1% |
74% |
False |
False |
11,259 |
| 120 |
3.800 |
2.569 |
1.231 |
39.9% |
0.092 |
3.0% |
42% |
False |
False |
9,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.401 |
|
2.618 |
3.293 |
|
1.618 |
3.227 |
|
1.000 |
3.186 |
|
0.618 |
3.161 |
|
HIGH |
3.120 |
|
0.618 |
3.095 |
|
0.500 |
3.087 |
|
0.382 |
3.079 |
|
LOW |
3.054 |
|
0.618 |
3.013 |
|
1.000 |
2.988 |
|
1.618 |
2.947 |
|
2.618 |
2.881 |
|
4.250 |
2.774 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.087 |
3.069 |
| PP |
3.086 |
3.055 |
| S1 |
3.084 |
3.041 |
|