NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.092 |
3.028 |
-0.064 |
-2.1% |
2.979 |
| High |
3.167 |
3.078 |
-0.089 |
-2.8% |
3.106 |
| Low |
3.006 |
2.963 |
-0.043 |
-1.4% |
2.860 |
| Close |
3.010 |
2.977 |
-0.033 |
-1.1% |
3.090 |
| Range |
0.161 |
0.115 |
-0.046 |
-28.6% |
0.246 |
| ATR |
0.098 |
0.099 |
0.001 |
1.2% |
0.000 |
| Volume |
13,825 |
29,242 |
15,417 |
111.5% |
159,413 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.279 |
3.040 |
|
| R3 |
3.236 |
3.164 |
3.009 |
|
| R2 |
3.121 |
3.121 |
2.998 |
|
| R1 |
3.049 |
3.049 |
2.988 |
3.028 |
| PP |
3.006 |
3.006 |
3.006 |
2.995 |
| S1 |
2.934 |
2.934 |
2.966 |
2.913 |
| S2 |
2.891 |
2.891 |
2.956 |
|
| S3 |
2.776 |
2.819 |
2.945 |
|
| S4 |
2.661 |
2.704 |
2.914 |
|
|
| 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 |
2.962 |
0.205 |
6.9% |
0.106 |
3.6% |
7% |
False |
False |
27,008 |
| 10 |
3.167 |
2.790 |
0.377 |
12.7% |
0.115 |
3.9% |
50% |
False |
False |
26,954 |
| 20 |
3.167 |
2.569 |
0.598 |
20.1% |
0.098 |
3.3% |
68% |
False |
False |
21,586 |
| 40 |
3.167 |
2.569 |
0.598 |
20.1% |
0.084 |
2.8% |
68% |
False |
False |
17,520 |
| 60 |
3.167 |
2.569 |
0.598 |
20.1% |
0.086 |
2.9% |
68% |
False |
False |
15,057 |
| 80 |
3.167 |
2.569 |
0.598 |
20.1% |
0.090 |
3.0% |
68% |
False |
False |
12,972 |
| 100 |
3.268 |
2.569 |
0.699 |
23.5% |
0.096 |
3.2% |
58% |
False |
False |
11,598 |
| 120 |
3.800 |
2.569 |
1.231 |
41.4% |
0.093 |
3.1% |
33% |
False |
False |
10,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.567 |
|
2.618 |
3.379 |
|
1.618 |
3.264 |
|
1.000 |
3.193 |
|
0.618 |
3.149 |
|
HIGH |
3.078 |
|
0.618 |
3.034 |
|
0.500 |
3.021 |
|
0.382 |
3.007 |
|
LOW |
2.963 |
|
0.618 |
2.892 |
|
1.000 |
2.848 |
|
1.618 |
2.777 |
|
2.618 |
2.662 |
|
4.250 |
2.474 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.021 |
3.065 |
| PP |
3.006 |
3.036 |
| S1 |
2.992 |
3.006 |
|