NYMEX Natural Gas Future October 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 |
2.925 |
3.014 |
0.089 |
3.0% |
2.860 |
| High |
3.031 |
3.071 |
0.040 |
1.3% |
3.000 |
| Low |
2.902 |
2.974 |
0.072 |
2.5% |
2.848 |
| Close |
3.007 |
3.040 |
0.033 |
1.1% |
2.994 |
| Range |
0.129 |
0.097 |
-0.032 |
-24.8% |
0.152 |
| ATR |
0.090 |
0.091 |
0.000 |
0.5% |
0.000 |
| Volume |
22,794 |
37,861 |
15,067 |
66.1% |
99,439 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.319 |
3.277 |
3.093 |
|
| R3 |
3.222 |
3.180 |
3.067 |
|
| R2 |
3.125 |
3.125 |
3.058 |
|
| R1 |
3.083 |
3.083 |
3.049 |
3.104 |
| PP |
3.028 |
3.028 |
3.028 |
3.039 |
| S1 |
2.986 |
2.986 |
3.031 |
3.007 |
| S2 |
2.931 |
2.931 |
3.022 |
|
| S3 |
2.834 |
2.889 |
3.013 |
|
| S4 |
2.737 |
2.792 |
2.987 |
|
|
| 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 |
3.071 |
2.848 |
0.223 |
7.3% |
0.115 |
3.8% |
86% |
True |
False |
31,908 |
| 10 |
3.071 |
2.701 |
0.370 |
12.2% |
0.104 |
3.4% |
92% |
True |
False |
27,323 |
| 20 |
3.071 |
2.638 |
0.433 |
14.2% |
0.085 |
2.8% |
93% |
True |
False |
23,327 |
| 40 |
3.071 |
2.638 |
0.433 |
14.2% |
0.080 |
2.6% |
93% |
True |
False |
21,093 |
| 60 |
3.145 |
2.638 |
0.507 |
16.7% |
0.084 |
2.8% |
79% |
False |
False |
21,577 |
| 80 |
3.145 |
2.638 |
0.507 |
16.7% |
0.090 |
3.0% |
79% |
False |
False |
21,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.483 |
|
2.618 |
3.325 |
|
1.618 |
3.228 |
|
1.000 |
3.168 |
|
0.618 |
3.131 |
|
HIGH |
3.071 |
|
0.618 |
3.034 |
|
0.500 |
3.023 |
|
0.382 |
3.011 |
|
LOW |
2.974 |
|
0.618 |
2.914 |
|
1.000 |
2.877 |
|
1.618 |
2.817 |
|
2.618 |
2.720 |
|
4.250 |
2.562 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.034 |
3.022 |
| PP |
3.028 |
3.004 |
| S1 |
3.023 |
2.987 |
|