NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.056 |
3.090 |
0.034 |
1.1% |
3.000 |
| High |
3.117 |
3.163 |
0.046 |
1.5% |
3.099 |
| Low |
3.056 |
3.007 |
-0.049 |
-1.6% |
2.860 |
| Close |
3.080 |
3.013 |
-0.067 |
-2.2% |
3.085 |
| Range |
0.061 |
0.156 |
0.095 |
155.7% |
0.239 |
| ATR |
0.090 |
0.095 |
0.005 |
5.2% |
0.000 |
| Volume |
26,304 |
20,143 |
-6,161 |
-23.4% |
173,585 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.529 |
3.427 |
3.099 |
|
| R3 |
3.373 |
3.271 |
3.056 |
|
| R2 |
3.217 |
3.217 |
3.042 |
|
| R1 |
3.115 |
3.115 |
3.027 |
3.088 |
| PP |
3.061 |
3.061 |
3.061 |
3.048 |
| S1 |
2.959 |
2.959 |
2.999 |
2.932 |
| S2 |
2.905 |
2.905 |
2.984 |
|
| S3 |
2.749 |
2.803 |
2.970 |
|
| S4 |
2.593 |
2.647 |
2.927 |
|
|
| 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 |
3.163 |
2.938 |
0.225 |
7.5% |
0.099 |
3.3% |
33% |
True |
False |
32,664 |
| 10 |
3.163 |
2.801 |
0.362 |
12.0% |
0.107 |
3.6% |
59% |
True |
False |
27,703 |
| 20 |
3.163 |
2.589 |
0.574 |
19.1% |
0.091 |
3.0% |
74% |
True |
False |
21,142 |
| 40 |
3.163 |
2.589 |
0.574 |
19.1% |
0.080 |
2.7% |
74% |
True |
False |
16,544 |
| 60 |
3.163 |
2.589 |
0.574 |
19.1% |
0.083 |
2.8% |
74% |
True |
False |
14,125 |
| 80 |
3.163 |
2.589 |
0.574 |
19.1% |
0.088 |
2.9% |
74% |
True |
False |
12,409 |
| 100 |
3.257 |
2.589 |
0.668 |
22.2% |
0.095 |
3.2% |
63% |
False |
False |
11,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.826 |
|
2.618 |
3.571 |
|
1.618 |
3.415 |
|
1.000 |
3.319 |
|
0.618 |
3.259 |
|
HIGH |
3.163 |
|
0.618 |
3.103 |
|
0.500 |
3.085 |
|
0.382 |
3.067 |
|
LOW |
3.007 |
|
0.618 |
2.911 |
|
1.000 |
2.851 |
|
1.618 |
2.755 |
|
2.618 |
2.599 |
|
4.250 |
2.344 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.085 |
3.085 |
| PP |
3.061 |
3.061 |
| S1 |
3.037 |
3.037 |
|