NYMEX Natural Gas Future October 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 |
2.867 |
3.033 |
0.166 |
5.8% |
2.860 |
| High |
3.000 |
3.040 |
0.040 |
1.3% |
3.000 |
| Low |
2.862 |
2.916 |
0.054 |
1.9% |
2.848 |
| Close |
2.994 |
2.919 |
-0.075 |
-2.5% |
2.994 |
| Range |
0.138 |
0.124 |
-0.014 |
-10.1% |
0.152 |
| ATR |
0.084 |
0.087 |
0.003 |
3.4% |
0.000 |
| Volume |
32,305 |
49,629 |
17,324 |
53.6% |
99,439 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.330 |
3.249 |
2.987 |
|
| R3 |
3.206 |
3.125 |
2.953 |
|
| R2 |
3.082 |
3.082 |
2.942 |
|
| R1 |
3.001 |
3.001 |
2.930 |
2.980 |
| PP |
2.958 |
2.958 |
2.958 |
2.948 |
| S1 |
2.877 |
2.877 |
2.908 |
2.856 |
| S2 |
2.834 |
2.834 |
2.896 |
|
| S3 |
2.710 |
2.753 |
2.885 |
|
| S4 |
2.586 |
2.629 |
2.851 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.403 |
3.351 |
3.078 |
|
| R3 |
3.251 |
3.199 |
3.036 |
|
| R2 |
3.099 |
3.099 |
3.022 |
|
| R1 |
3.047 |
3.047 |
3.008 |
3.073 |
| PP |
2.947 |
2.947 |
2.947 |
2.961 |
| S1 |
2.895 |
2.895 |
2.980 |
2.921 |
| S2 |
2.795 |
2.795 |
2.966 |
|
| S3 |
2.643 |
2.743 |
2.952 |
|
| S4 |
2.491 |
2.591 |
2.910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.040 |
2.848 |
0.192 |
6.6% |
0.093 |
3.2% |
37% |
True |
False |
26,013 |
| 10 |
3.040 |
2.641 |
0.399 |
13.7% |
0.095 |
3.2% |
70% |
True |
False |
24,816 |
| 20 |
3.040 |
2.638 |
0.402 |
13.8% |
0.081 |
2.8% |
70% |
True |
False |
21,640 |
| 40 |
3.045 |
2.638 |
0.407 |
13.9% |
0.078 |
2.7% |
69% |
False |
False |
20,269 |
| 60 |
3.145 |
2.638 |
0.507 |
17.4% |
0.085 |
2.9% |
55% |
False |
False |
21,490 |
| 80 |
3.283 |
2.638 |
0.645 |
22.1% |
0.091 |
3.1% |
44% |
False |
False |
21,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.567 |
|
2.618 |
3.365 |
|
1.618 |
3.241 |
|
1.000 |
3.164 |
|
0.618 |
3.117 |
|
HIGH |
3.040 |
|
0.618 |
2.993 |
|
0.500 |
2.978 |
|
0.382 |
2.963 |
|
LOW |
2.916 |
|
0.618 |
2.839 |
|
1.000 |
2.792 |
|
1.618 |
2.715 |
|
2.618 |
2.591 |
|
4.250 |
2.389 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.978 |
2.944 |
| PP |
2.958 |
2.936 |
| S1 |
2.939 |
2.927 |
|