NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 15-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.940 |
3.017 |
0.077 |
2.6% |
2.914 |
| High |
3.020 |
3.036 |
0.016 |
0.5% |
3.036 |
| Low |
2.888 |
2.971 |
0.083 |
2.9% |
2.785 |
| Close |
3.008 |
3.016 |
0.008 |
0.3% |
3.016 |
| Range |
0.132 |
0.065 |
-0.067 |
-50.8% |
0.251 |
| ATR |
0.105 |
0.102 |
-0.003 |
-2.7% |
0.000 |
| Volume |
184,911 |
96,222 |
-88,689 |
-48.0% |
702,229 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.203 |
3.174 |
3.052 |
|
| R3 |
3.138 |
3.109 |
3.034 |
|
| R2 |
3.073 |
3.073 |
3.028 |
|
| R1 |
3.044 |
3.044 |
3.022 |
3.026 |
| PP |
3.008 |
3.008 |
3.008 |
2.999 |
| S1 |
2.979 |
2.979 |
3.010 |
2.961 |
| S2 |
2.943 |
2.943 |
3.004 |
|
| S3 |
2.878 |
2.914 |
2.998 |
|
| S4 |
2.813 |
2.849 |
2.980 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.699 |
3.608 |
3.154 |
|
| R3 |
3.448 |
3.357 |
3.085 |
|
| R2 |
3.197 |
3.197 |
3.062 |
|
| R1 |
3.106 |
3.106 |
3.039 |
3.152 |
| PP |
2.946 |
2.946 |
2.946 |
2.968 |
| S1 |
2.855 |
2.855 |
2.993 |
2.901 |
| S2 |
2.695 |
2.695 |
2.970 |
|
| S3 |
2.444 |
2.604 |
2.947 |
|
| S4 |
2.193 |
2.353 |
2.878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.036 |
2.785 |
0.251 |
8.3% |
0.120 |
4.0% |
92% |
True |
False |
140,445 |
| 10 |
3.036 |
2.711 |
0.325 |
10.8% |
0.109 |
3.6% |
94% |
True |
False |
133,454 |
| 20 |
3.036 |
2.481 |
0.555 |
18.4% |
0.096 |
3.2% |
96% |
True |
False |
119,271 |
| 40 |
3.036 |
2.481 |
0.555 |
18.4% |
0.090 |
3.0% |
96% |
True |
False |
82,224 |
| 60 |
3.096 |
2.481 |
0.615 |
20.4% |
0.096 |
3.2% |
87% |
False |
False |
62,397 |
| 80 |
3.096 |
2.481 |
0.615 |
20.4% |
0.100 |
3.3% |
87% |
False |
False |
51,052 |
| 100 |
3.250 |
2.481 |
0.769 |
25.5% |
0.106 |
3.5% |
70% |
False |
False |
43,013 |
| 120 |
3.773 |
2.481 |
1.292 |
42.8% |
0.103 |
3.4% |
41% |
False |
False |
36,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.312 |
|
2.618 |
3.206 |
|
1.618 |
3.141 |
|
1.000 |
3.101 |
|
0.618 |
3.076 |
|
HIGH |
3.036 |
|
0.618 |
3.011 |
|
0.500 |
3.004 |
|
0.382 |
2.996 |
|
LOW |
2.971 |
|
0.618 |
2.931 |
|
1.000 |
2.906 |
|
1.618 |
2.866 |
|
2.618 |
2.801 |
|
4.250 |
2.695 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.012 |
2.993 |
| PP |
3.008 |
2.969 |
| S1 |
3.004 |
2.946 |
|