NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 11-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.823 |
3.000 |
0.177 |
6.3% |
2.829 |
| High |
2.962 |
3.000 |
0.038 |
1.3% |
2.962 |
| Low |
2.813 |
2.874 |
0.061 |
2.2% |
2.801 |
| Close |
2.955 |
2.876 |
-0.079 |
-2.7% |
2.955 |
| Range |
0.149 |
0.126 |
-0.023 |
-15.4% |
0.161 |
| ATR |
0.087 |
0.089 |
0.003 |
3.3% |
0.000 |
| Volume |
24,884 |
34,893 |
10,009 |
40.2% |
85,287 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.211 |
2.945 |
|
| R3 |
3.169 |
3.085 |
2.911 |
|
| R2 |
3.043 |
3.043 |
2.899 |
|
| R1 |
2.959 |
2.959 |
2.888 |
2.938 |
| PP |
2.917 |
2.917 |
2.917 |
2.906 |
| S1 |
2.833 |
2.833 |
2.864 |
2.812 |
| S2 |
2.791 |
2.791 |
2.853 |
|
| S3 |
2.665 |
2.707 |
2.841 |
|
| S4 |
2.539 |
2.581 |
2.807 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.389 |
3.333 |
3.044 |
|
| R3 |
3.228 |
3.172 |
2.999 |
|
| R2 |
3.067 |
3.067 |
2.985 |
|
| R1 |
3.011 |
3.011 |
2.970 |
3.039 |
| PP |
2.906 |
2.906 |
2.906 |
2.920 |
| S1 |
2.850 |
2.850 |
2.940 |
2.878 |
| S2 |
2.745 |
2.745 |
2.925 |
|
| S3 |
2.584 |
2.689 |
2.911 |
|
| S4 |
2.423 |
2.528 |
2.866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.000 |
2.801 |
0.199 |
6.9% |
0.097 |
3.4% |
38% |
True |
False |
20,662 |
| 10 |
3.000 |
2.590 |
0.410 |
14.3% |
0.097 |
3.4% |
70% |
True |
False |
18,965 |
| 20 |
3.000 |
2.589 |
0.411 |
14.3% |
0.082 |
2.9% |
70% |
True |
False |
16,650 |
| 40 |
3.025 |
2.589 |
0.436 |
15.2% |
0.079 |
2.7% |
66% |
False |
False |
13,587 |
| 60 |
3.116 |
2.589 |
0.527 |
18.3% |
0.084 |
2.9% |
54% |
False |
False |
11,949 |
| 80 |
3.257 |
2.589 |
0.668 |
23.2% |
0.090 |
3.1% |
43% |
False |
False |
10,773 |
| 100 |
3.557 |
2.589 |
0.968 |
33.7% |
0.094 |
3.3% |
30% |
False |
False |
9,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.536 |
|
2.618 |
3.330 |
|
1.618 |
3.204 |
|
1.000 |
3.126 |
|
0.618 |
3.078 |
|
HIGH |
3.000 |
|
0.618 |
2.952 |
|
0.500 |
2.937 |
|
0.382 |
2.922 |
|
LOW |
2.874 |
|
0.618 |
2.796 |
|
1.000 |
2.748 |
|
1.618 |
2.670 |
|
2.618 |
2.544 |
|
4.250 |
2.339 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.937 |
2.901 |
| PP |
2.917 |
2.892 |
| S1 |
2.896 |
2.884 |
|