NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.073 |
3.056 |
-0.017 |
-0.6% |
3.000 |
| High |
3.099 |
3.117 |
0.018 |
0.6% |
3.099 |
| Low |
3.039 |
3.056 |
0.017 |
0.6% |
2.860 |
| Close |
3.085 |
3.080 |
-0.005 |
-0.2% |
3.085 |
| Range |
0.060 |
0.061 |
0.001 |
1.7% |
0.239 |
| ATR |
0.092 |
0.090 |
-0.002 |
-2.4% |
0.000 |
| Volume |
52,572 |
26,304 |
-26,268 |
-50.0% |
173,585 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.267 |
3.235 |
3.114 |
|
| R3 |
3.206 |
3.174 |
3.097 |
|
| R2 |
3.145 |
3.145 |
3.091 |
|
| R1 |
3.113 |
3.113 |
3.086 |
3.129 |
| PP |
3.084 |
3.084 |
3.084 |
3.093 |
| S1 |
3.052 |
3.052 |
3.074 |
3.068 |
| S2 |
3.023 |
3.023 |
3.069 |
|
| S3 |
2.962 |
2.991 |
3.063 |
|
| S4 |
2.901 |
2.930 |
3.046 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.732 |
3.647 |
3.216 |
|
| R3 |
3.493 |
3.408 |
3.151 |
|
| R2 |
3.254 |
3.254 |
3.129 |
|
| R1 |
3.169 |
3.169 |
3.107 |
3.212 |
| PP |
3.015 |
3.015 |
3.015 |
3.036 |
| S1 |
2.930 |
2.930 |
3.063 |
2.973 |
| S2 |
2.776 |
2.776 |
3.041 |
|
| S3 |
2.537 |
2.691 |
3.019 |
|
| S4 |
2.298 |
2.452 |
2.954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.117 |
2.860 |
0.257 |
8.3% |
0.095 |
3.1% |
86% |
True |
False |
32,999 |
| 10 |
3.117 |
2.801 |
0.316 |
10.3% |
0.096 |
3.1% |
88% |
True |
False |
26,830 |
| 20 |
3.117 |
2.589 |
0.528 |
17.1% |
0.086 |
2.8% |
93% |
True |
False |
20,974 |
| 40 |
3.117 |
2.589 |
0.528 |
17.1% |
0.078 |
2.5% |
93% |
True |
False |
16,291 |
| 60 |
3.117 |
2.589 |
0.528 |
17.1% |
0.083 |
2.7% |
93% |
True |
False |
13,999 |
| 80 |
3.117 |
2.589 |
0.528 |
17.1% |
0.087 |
2.8% |
93% |
True |
False |
12,277 |
| 100 |
3.257 |
2.589 |
0.668 |
21.7% |
0.094 |
3.1% |
74% |
False |
False |
11,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.376 |
|
2.618 |
3.277 |
|
1.618 |
3.216 |
|
1.000 |
3.178 |
|
0.618 |
3.155 |
|
HIGH |
3.117 |
|
0.618 |
3.094 |
|
0.500 |
3.087 |
|
0.382 |
3.079 |
|
LOW |
3.056 |
|
0.618 |
3.018 |
|
1.000 |
2.995 |
|
1.618 |
2.957 |
|
2.618 |
2.896 |
|
4.250 |
2.797 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.087 |
3.067 |
| PP |
3.084 |
3.054 |
| S1 |
3.082 |
3.041 |
|