NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.028 |
3.005 |
-0.023 |
-0.8% |
2.979 |
| High |
3.078 |
3.095 |
0.017 |
0.6% |
3.106 |
| Low |
2.963 |
2.984 |
0.021 |
0.7% |
2.860 |
| Close |
2.977 |
3.012 |
0.035 |
1.2% |
3.090 |
| Range |
0.115 |
0.111 |
-0.004 |
-3.5% |
0.246 |
| ATR |
0.099 |
0.101 |
0.001 |
1.3% |
0.000 |
| Volume |
29,242 |
19,567 |
-9,675 |
-33.1% |
159,413 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.363 |
3.299 |
3.073 |
|
| R3 |
3.252 |
3.188 |
3.043 |
|
| R2 |
3.141 |
3.141 |
3.032 |
|
| R1 |
3.077 |
3.077 |
3.022 |
3.109 |
| PP |
3.030 |
3.030 |
3.030 |
3.047 |
| S1 |
2.966 |
2.966 |
3.002 |
2.998 |
| S2 |
2.919 |
2.919 |
2.992 |
|
| S3 |
2.808 |
2.855 |
2.981 |
|
| S4 |
2.697 |
2.744 |
2.951 |
|
|
| 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 |
2.963 |
0.204 |
6.8% |
0.103 |
3.4% |
24% |
False |
False |
24,904 |
| 10 |
3.167 |
2.805 |
0.362 |
12.0% |
0.116 |
3.9% |
57% |
False |
False |
26,473 |
| 20 |
3.167 |
2.569 |
0.598 |
19.9% |
0.099 |
3.3% |
74% |
False |
False |
22,173 |
| 40 |
3.167 |
2.569 |
0.598 |
19.9% |
0.085 |
2.8% |
74% |
False |
False |
17,682 |
| 60 |
3.167 |
2.569 |
0.598 |
19.9% |
0.086 |
2.9% |
74% |
False |
False |
15,222 |
| 80 |
3.167 |
2.569 |
0.598 |
19.9% |
0.090 |
3.0% |
74% |
False |
False |
13,160 |
| 100 |
3.268 |
2.569 |
0.699 |
23.2% |
0.097 |
3.2% |
63% |
False |
False |
11,775 |
| 120 |
3.734 |
2.569 |
1.165 |
38.7% |
0.093 |
3.1% |
38% |
False |
False |
10,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.567 |
|
2.618 |
3.386 |
|
1.618 |
3.275 |
|
1.000 |
3.206 |
|
0.618 |
3.164 |
|
HIGH |
3.095 |
|
0.618 |
3.053 |
|
0.500 |
3.040 |
|
0.382 |
3.026 |
|
LOW |
2.984 |
|
0.618 |
2.915 |
|
1.000 |
2.873 |
|
1.618 |
2.804 |
|
2.618 |
2.693 |
|
4.250 |
2.512 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.040 |
3.065 |
| PP |
3.030 |
3.047 |
| S1 |
3.021 |
3.030 |
|