NYMEX Natural Gas Future July 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 |
2.864 |
2.935 |
0.071 |
2.5% |
2.795 |
| High |
2.975 |
3.018 |
0.043 |
1.4% |
2.935 |
| Low |
2.832 |
2.906 |
0.074 |
2.6% |
2.761 |
| Close |
2.945 |
2.984 |
0.039 |
1.3% |
2.928 |
| Range |
0.143 |
0.112 |
-0.031 |
-21.7% |
0.174 |
| ATR |
0.101 |
0.102 |
0.001 |
0.8% |
0.000 |
| Volume |
100,840 |
88,175 |
-12,665 |
-12.6% |
238,960 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.305 |
3.257 |
3.046 |
|
| R3 |
3.193 |
3.145 |
3.015 |
|
| R2 |
3.081 |
3.081 |
3.005 |
|
| R1 |
3.033 |
3.033 |
2.994 |
3.057 |
| PP |
2.969 |
2.969 |
2.969 |
2.982 |
| S1 |
2.921 |
2.921 |
2.974 |
2.945 |
| S2 |
2.857 |
2.857 |
2.963 |
|
| S3 |
2.745 |
2.809 |
2.953 |
|
| S4 |
2.633 |
2.697 |
2.922 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.397 |
3.336 |
3.024 |
|
| R3 |
3.223 |
3.162 |
2.976 |
|
| R2 |
3.049 |
3.049 |
2.960 |
|
| R1 |
2.988 |
2.988 |
2.944 |
3.019 |
| PP |
2.875 |
2.875 |
2.875 |
2.890 |
| S1 |
2.814 |
2.814 |
2.912 |
2.845 |
| S2 |
2.701 |
2.701 |
2.896 |
|
| S3 |
2.527 |
2.640 |
2.880 |
|
| S4 |
2.353 |
2.466 |
2.832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.018 |
2.761 |
0.257 |
8.6% |
0.132 |
4.4% |
87% |
True |
False |
79,970 |
| 10 |
3.018 |
2.613 |
0.405 |
13.6% |
0.120 |
4.0% |
92% |
True |
False |
60,811 |
| 20 |
3.018 |
2.540 |
0.478 |
16.0% |
0.096 |
3.2% |
93% |
True |
False |
45,823 |
| 40 |
3.031 |
2.540 |
0.491 |
16.5% |
0.090 |
3.0% |
90% |
False |
False |
39,079 |
| 60 |
3.134 |
2.540 |
0.594 |
19.9% |
0.092 |
3.1% |
75% |
False |
False |
32,245 |
| 80 |
3.134 |
2.540 |
0.594 |
19.9% |
0.097 |
3.2% |
75% |
False |
False |
27,542 |
| 100 |
3.541 |
2.540 |
1.001 |
33.5% |
0.102 |
3.4% |
44% |
False |
False |
23,497 |
| 120 |
3.812 |
2.540 |
1.272 |
42.6% |
0.098 |
3.3% |
35% |
False |
False |
20,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.494 |
|
2.618 |
3.311 |
|
1.618 |
3.199 |
|
1.000 |
3.130 |
|
0.618 |
3.087 |
|
HIGH |
3.018 |
|
0.618 |
2.975 |
|
0.500 |
2.962 |
|
0.382 |
2.949 |
|
LOW |
2.906 |
|
0.618 |
2.837 |
|
1.000 |
2.794 |
|
1.618 |
2.725 |
|
2.618 |
2.613 |
|
4.250 |
2.430 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.977 |
2.964 |
| PP |
2.969 |
2.945 |
| S1 |
2.962 |
2.925 |
|