NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.961 |
2.939 |
-0.022 |
-0.7% |
2.914 |
| High |
3.021 |
3.038 |
0.017 |
0.6% |
3.036 |
| Low |
2.902 |
2.920 |
0.018 |
0.6% |
2.785 |
| Close |
2.915 |
2.949 |
0.034 |
1.2% |
3.016 |
| Range |
0.119 |
0.118 |
-0.001 |
-0.8% |
0.251 |
| ATR |
0.106 |
0.107 |
0.001 |
1.2% |
0.000 |
| Volume |
113,970 |
146,213 |
32,243 |
28.3% |
702,229 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.323 |
3.254 |
3.014 |
|
| R3 |
3.205 |
3.136 |
2.981 |
|
| R2 |
3.087 |
3.087 |
2.971 |
|
| R1 |
3.018 |
3.018 |
2.960 |
3.053 |
| PP |
2.969 |
2.969 |
2.969 |
2.986 |
| S1 |
2.900 |
2.900 |
2.938 |
2.935 |
| S2 |
2.851 |
2.851 |
2.927 |
|
| S3 |
2.733 |
2.782 |
2.917 |
|
| S4 |
2.615 |
2.664 |
2.884 |
|
|
| 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 |
3.105 |
2.902 |
0.203 |
6.9% |
0.108 |
3.7% |
23% |
False |
False |
129,245 |
| 10 |
3.105 |
2.725 |
0.380 |
12.9% |
0.124 |
4.2% |
59% |
False |
False |
145,351 |
| 20 |
3.105 |
2.481 |
0.624 |
21.2% |
0.106 |
3.6% |
75% |
False |
False |
130,464 |
| 40 |
3.105 |
2.481 |
0.624 |
21.2% |
0.093 |
3.1% |
75% |
False |
False |
93,317 |
| 60 |
3.105 |
2.481 |
0.624 |
21.2% |
0.095 |
3.2% |
75% |
False |
False |
69,683 |
| 80 |
3.105 |
2.481 |
0.624 |
21.2% |
0.101 |
3.4% |
75% |
False |
False |
57,267 |
| 100 |
3.229 |
2.481 |
0.748 |
25.4% |
0.107 |
3.6% |
63% |
False |
False |
48,290 |
| 120 |
3.721 |
2.481 |
1.240 |
42.0% |
0.104 |
3.5% |
38% |
False |
False |
40,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.540 |
|
2.618 |
3.347 |
|
1.618 |
3.229 |
|
1.000 |
3.156 |
|
0.618 |
3.111 |
|
HIGH |
3.038 |
|
0.618 |
2.993 |
|
0.500 |
2.979 |
|
0.382 |
2.965 |
|
LOW |
2.920 |
|
0.618 |
2.847 |
|
1.000 |
2.802 |
|
1.618 |
2.729 |
|
2.618 |
2.611 |
|
4.250 |
2.419 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.979 |
3.004 |
| PP |
2.969 |
2.985 |
| S1 |
2.959 |
2.967 |
|