NYMEX Natural Gas Future June 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 |
2.818 |
2.896 |
0.078 |
2.8% |
2.738 |
| High |
2.931 |
2.972 |
0.041 |
1.4% |
2.888 |
| Low |
2.785 |
2.856 |
0.071 |
2.5% |
2.711 |
| Close |
2.897 |
2.935 |
0.038 |
1.3% |
2.880 |
| Range |
0.146 |
0.116 |
-0.030 |
-20.5% |
0.177 |
| ATR |
0.102 |
0.103 |
0.001 |
1.0% |
0.000 |
| Volume |
153,769 |
142,743 |
-11,026 |
-7.2% |
632,319 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.269 |
3.218 |
2.999 |
|
| R3 |
3.153 |
3.102 |
2.967 |
|
| R2 |
3.037 |
3.037 |
2.956 |
|
| R1 |
2.986 |
2.986 |
2.946 |
3.012 |
| PP |
2.921 |
2.921 |
2.921 |
2.934 |
| S1 |
2.870 |
2.870 |
2.924 |
2.896 |
| S2 |
2.805 |
2.805 |
2.914 |
|
| S3 |
2.689 |
2.754 |
2.903 |
|
| S4 |
2.573 |
2.638 |
2.871 |
|
|
| 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 |
2.972 |
2.711 |
0.261 |
8.9% |
0.135 |
4.6% |
86% |
True |
False |
154,352 |
| 10 |
2.972 |
2.557 |
0.415 |
14.1% |
0.119 |
4.1% |
91% |
True |
False |
140,044 |
| 20 |
2.972 |
2.481 |
0.491 |
16.7% |
0.096 |
3.3% |
92% |
True |
False |
113,369 |
| 40 |
2.982 |
2.481 |
0.501 |
17.1% |
0.092 |
3.1% |
91% |
False |
False |
76,533 |
| 60 |
3.096 |
2.481 |
0.615 |
21.0% |
0.095 |
3.2% |
74% |
False |
False |
58,503 |
| 80 |
3.096 |
2.481 |
0.615 |
21.0% |
0.101 |
3.4% |
74% |
False |
False |
47,924 |
| 100 |
3.495 |
2.481 |
1.014 |
34.5% |
0.106 |
3.6% |
45% |
False |
False |
40,318 |
| 120 |
3.774 |
2.481 |
1.293 |
44.1% |
0.102 |
3.5% |
35% |
False |
False |
34,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.465 |
|
2.618 |
3.276 |
|
1.618 |
3.160 |
|
1.000 |
3.088 |
|
0.618 |
3.044 |
|
HIGH |
2.972 |
|
0.618 |
2.928 |
|
0.500 |
2.914 |
|
0.382 |
2.900 |
|
LOW |
2.856 |
|
0.618 |
2.784 |
|
1.000 |
2.740 |
|
1.618 |
2.668 |
|
2.618 |
2.552 |
|
4.250 |
2.363 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.928 |
2.916 |
| PP |
2.921 |
2.897 |
| S1 |
2.914 |
2.879 |
|