NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.880 |
2.968 |
0.088 |
3.1% |
2.829 |
| High |
2.996 |
3.038 |
0.042 |
1.4% |
2.962 |
| Low |
2.860 |
2.938 |
0.078 |
2.7% |
2.801 |
| Close |
2.972 |
3.008 |
0.036 |
1.2% |
2.955 |
| Range |
0.136 |
0.100 |
-0.036 |
-26.5% |
0.161 |
| ATR |
0.093 |
0.093 |
0.001 |
0.6% |
0.000 |
| Volume |
21,817 |
33,712 |
11,895 |
54.5% |
85,287 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.251 |
3.063 |
|
| R3 |
3.195 |
3.151 |
3.036 |
|
| R2 |
3.095 |
3.095 |
3.026 |
|
| R1 |
3.051 |
3.051 |
3.017 |
3.073 |
| PP |
2.995 |
2.995 |
2.995 |
3.006 |
| S1 |
2.951 |
2.951 |
2.999 |
2.973 |
| S2 |
2.895 |
2.895 |
2.990 |
|
| S3 |
2.795 |
2.851 |
2.981 |
|
| S4 |
2.695 |
2.751 |
2.953 |
|
|
| 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 |
3.038 |
2.801 |
0.237 |
7.9% |
0.122 |
4.1% |
87% |
True |
False |
26,730 |
| 10 |
3.038 |
2.656 |
0.382 |
12.7% |
0.108 |
3.6% |
92% |
True |
False |
21,680 |
| 20 |
3.038 |
2.589 |
0.449 |
14.9% |
0.086 |
2.9% |
93% |
True |
False |
18,023 |
| 40 |
3.038 |
2.589 |
0.449 |
14.9% |
0.081 |
2.7% |
93% |
True |
False |
14,613 |
| 60 |
3.116 |
2.589 |
0.527 |
17.5% |
0.083 |
2.8% |
80% |
False |
False |
12,554 |
| 80 |
3.116 |
2.589 |
0.527 |
17.5% |
0.089 |
3.0% |
80% |
False |
False |
11,237 |
| 100 |
3.520 |
2.589 |
0.931 |
31.0% |
0.094 |
3.1% |
45% |
False |
False |
10,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.463 |
|
2.618 |
3.300 |
|
1.618 |
3.200 |
|
1.000 |
3.138 |
|
0.618 |
3.100 |
|
HIGH |
3.038 |
|
0.618 |
3.000 |
|
0.500 |
2.988 |
|
0.382 |
2.976 |
|
LOW |
2.938 |
|
0.618 |
2.876 |
|
1.000 |
2.838 |
|
1.618 |
2.776 |
|
2.618 |
2.676 |
|
4.250 |
2.513 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.001 |
2.988 |
| PP |
2.995 |
2.969 |
| S1 |
2.988 |
2.949 |
|