NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 18-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.017 |
2.983 |
-0.034 |
-1.1% |
2.914 |
| High |
3.036 |
3.048 |
0.012 |
0.4% |
3.036 |
| Low |
2.971 |
2.978 |
0.007 |
0.2% |
2.785 |
| Close |
3.016 |
3.010 |
-0.006 |
-0.2% |
3.016 |
| Range |
0.065 |
0.070 |
0.005 |
7.7% |
0.251 |
| ATR |
0.102 |
0.100 |
-0.002 |
-2.3% |
0.000 |
| Volume |
96,222 |
95,155 |
-1,067 |
-1.1% |
702,229 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.222 |
3.186 |
3.049 |
|
| R3 |
3.152 |
3.116 |
3.029 |
|
| R2 |
3.082 |
3.082 |
3.023 |
|
| R1 |
3.046 |
3.046 |
3.016 |
3.064 |
| PP |
3.012 |
3.012 |
3.012 |
3.021 |
| S1 |
2.976 |
2.976 |
3.004 |
2.994 |
| S2 |
2.942 |
2.942 |
2.997 |
|
| S3 |
2.872 |
2.906 |
2.991 |
|
| S4 |
2.802 |
2.836 |
2.972 |
|
|
| 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 |
3.048 |
2.785 |
0.263 |
8.7% |
0.106 |
3.5% |
86% |
True |
False |
134,560 |
| 10 |
3.048 |
2.711 |
0.337 |
11.2% |
0.107 |
3.6% |
89% |
True |
False |
134,289 |
| 20 |
3.048 |
2.481 |
0.567 |
18.8% |
0.096 |
3.2% |
93% |
True |
False |
120,238 |
| 40 |
3.048 |
2.481 |
0.567 |
18.8% |
0.088 |
2.9% |
93% |
True |
False |
83,745 |
| 60 |
3.096 |
2.481 |
0.615 |
20.4% |
0.094 |
3.1% |
86% |
False |
False |
63,419 |
| 80 |
3.096 |
2.481 |
0.615 |
20.4% |
0.098 |
3.3% |
86% |
False |
False |
52,071 |
| 100 |
3.229 |
2.481 |
0.748 |
24.9% |
0.106 |
3.5% |
71% |
False |
False |
43,885 |
| 120 |
3.773 |
2.481 |
1.292 |
42.9% |
0.103 |
3.4% |
41% |
False |
False |
37,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.346 |
|
2.618 |
3.231 |
|
1.618 |
3.161 |
|
1.000 |
3.118 |
|
0.618 |
3.091 |
|
HIGH |
3.048 |
|
0.618 |
3.021 |
|
0.500 |
3.013 |
|
0.382 |
3.005 |
|
LOW |
2.978 |
|
0.618 |
2.935 |
|
1.000 |
2.908 |
|
1.618 |
2.865 |
|
2.618 |
2.795 |
|
4.250 |
2.681 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.013 |
2.996 |
| PP |
3.012 |
2.982 |
| S1 |
3.011 |
2.968 |
|