NYMEX Natural Gas Future June 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 |
2.735 |
2.914 |
0.179 |
6.5% |
2.738 |
| High |
2.888 |
2.935 |
0.047 |
1.6% |
2.888 |
| Low |
2.725 |
2.796 |
0.071 |
2.6% |
2.711 |
| Close |
2.880 |
2.802 |
-0.078 |
-2.7% |
2.880 |
| Range |
0.163 |
0.139 |
-0.024 |
-14.7% |
0.177 |
| ATR |
0.096 |
0.099 |
0.003 |
3.2% |
0.000 |
| Volume |
201,286 |
124,584 |
-76,702 |
-38.1% |
632,319 |
|
| Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.261 |
3.171 |
2.878 |
|
| R3 |
3.122 |
3.032 |
2.840 |
|
| R2 |
2.983 |
2.983 |
2.827 |
|
| R1 |
2.893 |
2.893 |
2.815 |
2.869 |
| PP |
2.844 |
2.844 |
2.844 |
2.832 |
| S1 |
2.754 |
2.754 |
2.789 |
2.730 |
| S2 |
2.705 |
2.705 |
2.777 |
|
| S3 |
2.566 |
2.615 |
2.764 |
|
| S4 |
2.427 |
2.476 |
2.726 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.296 |
2.977 |
|
| R3 |
3.180 |
3.119 |
2.929 |
|
| R2 |
3.003 |
3.003 |
2.912 |
|
| R1 |
2.942 |
2.942 |
2.896 |
2.973 |
| PP |
2.826 |
2.826 |
2.826 |
2.842 |
| S1 |
2.765 |
2.765 |
2.864 |
2.796 |
| S2 |
2.649 |
2.649 |
2.848 |
|
| S3 |
2.472 |
2.588 |
2.831 |
|
| S4 |
2.295 |
2.411 |
2.783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.935 |
2.711 |
0.224 |
8.0% |
0.108 |
3.9% |
41% |
True |
False |
134,018 |
| 10 |
2.935 |
2.488 |
0.447 |
16.0% |
0.109 |
3.9% |
70% |
True |
False |
129,362 |
| 20 |
2.935 |
2.481 |
0.454 |
16.2% |
0.092 |
3.3% |
71% |
True |
False |
106,987 |
| 40 |
2.982 |
2.481 |
0.501 |
17.9% |
0.089 |
3.2% |
64% |
False |
False |
69,881 |
| 60 |
3.096 |
2.481 |
0.615 |
21.9% |
0.096 |
3.4% |
52% |
False |
False |
54,218 |
| 80 |
3.229 |
2.481 |
0.748 |
26.7% |
0.102 |
3.6% |
43% |
False |
False |
44,788 |
| 100 |
3.528 |
2.481 |
1.047 |
37.4% |
0.105 |
3.7% |
31% |
False |
False |
37,415 |
| 120 |
3.777 |
2.481 |
1.296 |
46.3% |
0.101 |
3.6% |
25% |
False |
False |
31,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.526 |
|
2.618 |
3.299 |
|
1.618 |
3.160 |
|
1.000 |
3.074 |
|
0.618 |
3.021 |
|
HIGH |
2.935 |
|
0.618 |
2.882 |
|
0.500 |
2.866 |
|
0.382 |
2.849 |
|
LOW |
2.796 |
|
0.618 |
2.710 |
|
1.000 |
2.657 |
|
1.618 |
2.571 |
|
2.618 |
2.432 |
|
4.250 |
2.205 |
|
|
| Fisher Pivots for day following 11-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.866 |
2.823 |
| PP |
2.844 |
2.816 |
| S1 |
2.823 |
2.809 |
|