NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.914 |
2.818 |
-0.096 |
-3.3% |
2.738 |
| High |
2.935 |
2.931 |
-0.004 |
-0.1% |
2.888 |
| Low |
2.796 |
2.785 |
-0.011 |
-0.4% |
2.711 |
| Close |
2.802 |
2.897 |
0.095 |
3.4% |
2.880 |
| Range |
0.139 |
0.146 |
0.007 |
5.0% |
0.177 |
| ATR |
0.099 |
0.102 |
0.003 |
3.4% |
0.000 |
| Volume |
124,584 |
153,769 |
29,185 |
23.4% |
632,319 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.309 |
3.249 |
2.977 |
|
| R3 |
3.163 |
3.103 |
2.937 |
|
| R2 |
3.017 |
3.017 |
2.924 |
|
| R1 |
2.957 |
2.957 |
2.910 |
2.987 |
| PP |
2.871 |
2.871 |
2.871 |
2.886 |
| S1 |
2.811 |
2.811 |
2.884 |
2.841 |
| S2 |
2.725 |
2.725 |
2.870 |
|
| S3 |
2.579 |
2.665 |
2.857 |
|
| S4 |
2.433 |
2.519 |
2.817 |
|
|
| 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 |
7.7% |
0.127 |
4.4% |
83% |
False |
False |
148,067 |
| 10 |
2.935 |
2.511 |
0.424 |
14.6% |
0.117 |
4.1% |
91% |
False |
False |
136,587 |
| 20 |
2.935 |
2.481 |
0.454 |
15.7% |
0.097 |
3.3% |
92% |
False |
False |
110,256 |
| 40 |
2.982 |
2.481 |
0.501 |
17.3% |
0.091 |
3.1% |
83% |
False |
False |
73,334 |
| 60 |
3.096 |
2.481 |
0.615 |
21.2% |
0.096 |
3.3% |
68% |
False |
False |
56,405 |
| 80 |
3.111 |
2.481 |
0.630 |
21.7% |
0.101 |
3.5% |
66% |
False |
False |
46,434 |
| 100 |
3.495 |
2.481 |
1.014 |
35.0% |
0.105 |
3.6% |
41% |
False |
False |
38,923 |
| 120 |
3.777 |
2.481 |
1.296 |
44.7% |
0.102 |
3.5% |
32% |
False |
False |
33,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.552 |
|
2.618 |
3.313 |
|
1.618 |
3.167 |
|
1.000 |
3.077 |
|
0.618 |
3.021 |
|
HIGH |
2.931 |
|
0.618 |
2.875 |
|
0.500 |
2.858 |
|
0.382 |
2.841 |
|
LOW |
2.785 |
|
0.618 |
2.695 |
|
1.000 |
2.639 |
|
1.618 |
2.549 |
|
2.618 |
2.403 |
|
4.250 |
2.165 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.884 |
2.875 |
| PP |
2.871 |
2.852 |
| S1 |
2.858 |
2.830 |
|