NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.109 |
3.055 |
-0.054 |
-1.7% |
3.033 |
| High |
3.180 |
3.097 |
-0.083 |
-2.6% |
3.119 |
| Low |
3.028 |
2.990 |
-0.038 |
-1.3% |
2.902 |
| Close |
3.036 |
3.007 |
-0.029 |
-1.0% |
3.104 |
| Range |
0.152 |
0.107 |
-0.045 |
-29.6% |
0.217 |
| ATR |
0.092 |
0.093 |
0.001 |
1.1% |
0.000 |
| Volume |
21,168 |
42,159 |
20,991 |
99.2% |
210,732 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.352 |
3.287 |
3.066 |
|
| R3 |
3.245 |
3.180 |
3.036 |
|
| R2 |
3.138 |
3.138 |
3.027 |
|
| R1 |
3.073 |
3.073 |
3.017 |
3.052 |
| PP |
3.031 |
3.031 |
3.031 |
3.021 |
| S1 |
2.966 |
2.966 |
2.997 |
2.945 |
| S2 |
2.924 |
2.924 |
2.987 |
|
| S3 |
2.817 |
2.859 |
2.978 |
|
| S4 |
2.710 |
2.752 |
2.948 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.693 |
3.615 |
3.223 |
|
| R3 |
3.476 |
3.398 |
3.164 |
|
| R2 |
3.259 |
3.259 |
3.144 |
|
| R1 |
3.181 |
3.181 |
3.124 |
3.220 |
| PP |
3.042 |
3.042 |
3.042 |
3.061 |
| S1 |
2.964 |
2.964 |
3.084 |
3.003 |
| S2 |
2.825 |
2.825 |
3.064 |
|
| S3 |
2.608 |
2.747 |
3.044 |
|
| S4 |
2.391 |
2.530 |
2.985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.180 |
2.990 |
0.190 |
6.3% |
0.098 |
3.3% |
9% |
False |
True |
39,540 |
| 10 |
3.180 |
2.848 |
0.332 |
11.0% |
0.107 |
3.5% |
48% |
False |
False |
35,724 |
| 20 |
3.180 |
2.638 |
0.542 |
18.0% |
0.091 |
3.0% |
68% |
False |
False |
27,685 |
| 40 |
3.180 |
2.638 |
0.542 |
18.0% |
0.080 |
2.7% |
68% |
False |
False |
22,491 |
| 60 |
3.180 |
2.638 |
0.542 |
18.0% |
0.083 |
2.8% |
68% |
False |
False |
22,275 |
| 80 |
3.180 |
2.638 |
0.542 |
18.0% |
0.089 |
3.0% |
68% |
False |
False |
22,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.552 |
|
2.618 |
3.377 |
|
1.618 |
3.270 |
|
1.000 |
3.204 |
|
0.618 |
3.163 |
|
HIGH |
3.097 |
|
0.618 |
3.056 |
|
0.500 |
3.044 |
|
0.382 |
3.031 |
|
LOW |
2.990 |
|
0.618 |
2.924 |
|
1.000 |
2.883 |
|
1.618 |
2.817 |
|
2.618 |
2.710 |
|
4.250 |
2.535 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.044 |
3.085 |
| PP |
3.031 |
3.059 |
| S1 |
3.019 |
3.033 |
|