NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.935 |
2.986 |
0.051 |
1.7% |
2.795 |
| High |
3.018 |
3.070 |
0.052 |
1.7% |
2.935 |
| Low |
2.906 |
2.939 |
0.033 |
1.1% |
2.761 |
| Close |
2.984 |
3.063 |
0.079 |
2.6% |
2.928 |
| Range |
0.112 |
0.131 |
0.019 |
17.0% |
0.174 |
| ATR |
0.102 |
0.104 |
0.002 |
2.0% |
0.000 |
| Volume |
88,175 |
132,872 |
44,697 |
50.7% |
238,960 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.417 |
3.371 |
3.135 |
|
| R3 |
3.286 |
3.240 |
3.099 |
|
| R2 |
3.155 |
3.155 |
3.087 |
|
| R1 |
3.109 |
3.109 |
3.075 |
3.132 |
| PP |
3.024 |
3.024 |
3.024 |
3.036 |
| S1 |
2.978 |
2.978 |
3.051 |
3.001 |
| S2 |
2.893 |
2.893 |
3.039 |
|
| S3 |
2.762 |
2.847 |
3.027 |
|
| S4 |
2.631 |
2.716 |
2.991 |
|
|
| 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 |
3.070 |
2.776 |
0.294 |
9.6% |
0.136 |
4.5% |
98% |
True |
False |
94,214 |
| 10 |
3.070 |
2.761 |
0.309 |
10.1% |
0.109 |
3.6% |
98% |
True |
False |
70,144 |
| 20 |
3.070 |
2.540 |
0.530 |
17.3% |
0.096 |
3.1% |
99% |
True |
False |
50,679 |
| 40 |
3.070 |
2.540 |
0.530 |
17.3% |
0.090 |
2.9% |
99% |
True |
False |
41,777 |
| 60 |
3.134 |
2.540 |
0.594 |
19.4% |
0.092 |
3.0% |
88% |
False |
False |
34,121 |
| 80 |
3.134 |
2.540 |
0.594 |
19.4% |
0.096 |
3.1% |
88% |
False |
False |
29,068 |
| 100 |
3.464 |
2.540 |
0.924 |
30.2% |
0.103 |
3.4% |
57% |
False |
False |
24,797 |
| 120 |
3.812 |
2.540 |
1.272 |
41.5% |
0.099 |
3.2% |
41% |
False |
False |
21,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.627 |
|
2.618 |
3.413 |
|
1.618 |
3.282 |
|
1.000 |
3.201 |
|
0.618 |
3.151 |
|
HIGH |
3.070 |
|
0.618 |
3.020 |
|
0.500 |
3.005 |
|
0.382 |
2.989 |
|
LOW |
2.939 |
|
0.618 |
2.858 |
|
1.000 |
2.808 |
|
1.618 |
2.727 |
|
2.618 |
2.596 |
|
4.250 |
2.382 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.044 |
3.026 |
| PP |
3.024 |
2.988 |
| S1 |
3.005 |
2.951 |
|