NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.005 |
3.027 |
0.022 |
0.7% |
3.069 |
| High |
3.095 |
3.033 |
-0.062 |
-2.0% |
3.167 |
| Low |
2.984 |
2.928 |
-0.056 |
-1.9% |
2.928 |
| Close |
3.012 |
2.934 |
-0.078 |
-2.6% |
2.934 |
| Range |
0.111 |
0.105 |
-0.006 |
-5.4% |
0.239 |
| ATR |
0.101 |
0.101 |
0.000 |
0.3% |
0.000 |
| Volume |
19,567 |
30,932 |
11,365 |
58.1% |
112,889 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.280 |
3.212 |
2.992 |
|
| R3 |
3.175 |
3.107 |
2.963 |
|
| R2 |
3.070 |
3.070 |
2.953 |
|
| R1 |
3.002 |
3.002 |
2.944 |
2.984 |
| PP |
2.965 |
2.965 |
2.965 |
2.956 |
| S1 |
2.897 |
2.897 |
2.924 |
2.879 |
| S2 |
2.860 |
2.860 |
2.915 |
|
| S3 |
2.755 |
2.792 |
2.905 |
|
| S4 |
2.650 |
2.687 |
2.876 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.727 |
3.569 |
3.065 |
|
| R3 |
3.488 |
3.330 |
3.000 |
|
| R2 |
3.249 |
3.249 |
2.978 |
|
| R1 |
3.091 |
3.091 |
2.956 |
3.051 |
| PP |
3.010 |
3.010 |
3.010 |
2.989 |
| S1 |
2.852 |
2.852 |
2.912 |
2.812 |
| S2 |
2.771 |
2.771 |
2.890 |
|
| S3 |
2.532 |
2.613 |
2.868 |
|
| S4 |
2.293 |
2.374 |
2.803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.167 |
2.928 |
0.239 |
8.1% |
0.112 |
3.8% |
3% |
False |
True |
22,577 |
| 10 |
3.167 |
2.860 |
0.307 |
10.5% |
0.112 |
3.8% |
24% |
False |
False |
27,230 |
| 20 |
3.167 |
2.569 |
0.598 |
20.4% |
0.103 |
3.5% |
61% |
False |
False |
22,750 |
| 40 |
3.167 |
2.569 |
0.598 |
20.4% |
0.086 |
2.9% |
61% |
False |
False |
18,107 |
| 60 |
3.167 |
2.569 |
0.598 |
20.4% |
0.085 |
2.9% |
61% |
False |
False |
15,532 |
| 80 |
3.167 |
2.569 |
0.598 |
20.4% |
0.091 |
3.1% |
61% |
False |
False |
13,488 |
| 100 |
3.268 |
2.569 |
0.699 |
23.8% |
0.097 |
3.3% |
52% |
False |
False |
12,049 |
| 120 |
3.676 |
2.569 |
1.107 |
37.7% |
0.093 |
3.2% |
33% |
False |
False |
10,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.479 |
|
2.618 |
3.308 |
|
1.618 |
3.203 |
|
1.000 |
3.138 |
|
0.618 |
3.098 |
|
HIGH |
3.033 |
|
0.618 |
2.993 |
|
0.500 |
2.981 |
|
0.382 |
2.968 |
|
LOW |
2.928 |
|
0.618 |
2.863 |
|
1.000 |
2.823 |
|
1.618 |
2.758 |
|
2.618 |
2.653 |
|
4.250 |
2.482 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.981 |
3.012 |
| PP |
2.965 |
2.986 |
| S1 |
2.950 |
2.960 |
|