NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.069 |
3.092 |
0.023 |
0.7% |
2.979 |
| High |
3.120 |
3.167 |
0.047 |
1.5% |
3.106 |
| Low |
3.054 |
3.006 |
-0.048 |
-1.6% |
2.860 |
| Close |
3.083 |
3.010 |
-0.073 |
-2.4% |
3.090 |
| Range |
0.066 |
0.161 |
0.095 |
143.9% |
0.246 |
| ATR |
0.093 |
0.098 |
0.005 |
5.2% |
0.000 |
| Volume |
19,323 |
13,825 |
-5,498 |
-28.5% |
159,413 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.544 |
3.438 |
3.099 |
|
| R3 |
3.383 |
3.277 |
3.054 |
|
| R2 |
3.222 |
3.222 |
3.040 |
|
| R1 |
3.116 |
3.116 |
3.025 |
3.089 |
| PP |
3.061 |
3.061 |
3.061 |
3.047 |
| S1 |
2.955 |
2.955 |
2.995 |
2.928 |
| S2 |
2.900 |
2.900 |
2.980 |
|
| S3 |
2.739 |
2.794 |
2.966 |
|
| S4 |
2.578 |
2.633 |
2.921 |
|
|
| 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 |
3.167 |
2.932 |
0.235 |
7.8% |
0.104 |
3.5% |
33% |
True |
False |
27,721 |
| 10 |
3.167 |
2.790 |
0.377 |
12.5% |
0.111 |
3.7% |
58% |
True |
False |
25,540 |
| 20 |
3.167 |
2.569 |
0.598 |
19.9% |
0.095 |
3.2% |
74% |
True |
False |
20,779 |
| 40 |
3.167 |
2.569 |
0.598 |
19.9% |
0.083 |
2.8% |
74% |
True |
False |
17,098 |
| 60 |
3.167 |
2.569 |
0.598 |
19.9% |
0.086 |
2.9% |
74% |
True |
False |
14,736 |
| 80 |
3.167 |
2.569 |
0.598 |
19.9% |
0.089 |
3.0% |
74% |
True |
False |
12,667 |
| 100 |
3.268 |
2.569 |
0.699 |
23.2% |
0.096 |
3.2% |
63% |
False |
False |
11,338 |
| 120 |
3.800 |
2.569 |
1.231 |
40.9% |
0.092 |
3.1% |
36% |
False |
False |
9,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.851 |
|
2.618 |
3.588 |
|
1.618 |
3.427 |
|
1.000 |
3.328 |
|
0.618 |
3.266 |
|
HIGH |
3.167 |
|
0.618 |
3.105 |
|
0.500 |
3.087 |
|
0.382 |
3.068 |
|
LOW |
3.006 |
|
0.618 |
2.907 |
|
1.000 |
2.845 |
|
1.618 |
2.746 |
|
2.618 |
2.585 |
|
4.250 |
2.322 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.087 |
3.087 |
| PP |
3.061 |
3.061 |
| S1 |
3.036 |
3.036 |
|