NYMEX Natural Gas Future July 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 |
3.069 |
3.027 |
-0.042 |
-1.4% |
2.970 |
| High |
3.089 |
3.101 |
0.012 |
0.4% |
3.089 |
| Low |
3.025 |
3.027 |
0.002 |
0.1% |
2.832 |
| Close |
3.070 |
3.061 |
-0.009 |
-0.3% |
3.070 |
| Range |
0.064 |
0.074 |
0.010 |
15.6% |
0.257 |
| ATR |
0.101 |
0.099 |
-0.002 |
-1.9% |
0.000 |
| Volume |
66,560 |
62,603 |
-3,957 |
-5.9% |
460,449 |
|
| Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.285 |
3.247 |
3.102 |
|
| R3 |
3.211 |
3.173 |
3.081 |
|
| R2 |
3.137 |
3.137 |
3.075 |
|
| R1 |
3.099 |
3.099 |
3.068 |
3.118 |
| PP |
3.063 |
3.063 |
3.063 |
3.073 |
| S1 |
3.025 |
3.025 |
3.054 |
3.044 |
| S2 |
2.989 |
2.989 |
3.047 |
|
| S3 |
2.915 |
2.951 |
3.041 |
|
| S4 |
2.841 |
2.877 |
3.020 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.768 |
3.676 |
3.211 |
|
| R3 |
3.511 |
3.419 |
3.141 |
|
| R2 |
3.254 |
3.254 |
3.117 |
|
| R1 |
3.162 |
3.162 |
3.094 |
3.208 |
| PP |
2.997 |
2.997 |
2.997 |
3.020 |
| S1 |
2.905 |
2.905 |
3.046 |
2.951 |
| S2 |
2.740 |
2.740 |
3.023 |
|
| S3 |
2.483 |
2.648 |
2.999 |
|
| S4 |
2.226 |
2.391 |
2.929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.101 |
2.832 |
0.269 |
8.8% |
0.105 |
3.4% |
85% |
True |
False |
90,210 |
| 10 |
3.101 |
2.761 |
0.340 |
11.1% |
0.106 |
3.4% |
88% |
True |
False |
72,361 |
| 20 |
3.101 |
2.540 |
0.561 |
18.3% |
0.096 |
3.1% |
93% |
True |
False |
53,763 |
| 40 |
3.101 |
2.540 |
0.561 |
18.3% |
0.086 |
2.8% |
93% |
True |
False |
43,294 |
| 60 |
3.134 |
2.540 |
0.594 |
19.4% |
0.091 |
3.0% |
88% |
False |
False |
35,526 |
| 80 |
3.134 |
2.540 |
0.594 |
19.4% |
0.094 |
3.1% |
88% |
False |
False |
30,375 |
| 100 |
3.264 |
2.540 |
0.724 |
23.7% |
0.102 |
3.3% |
72% |
False |
False |
26,007 |
| 120 |
3.806 |
2.540 |
1.266 |
41.4% |
0.099 |
3.2% |
41% |
False |
False |
22,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.416 |
|
2.618 |
3.295 |
|
1.618 |
3.221 |
|
1.000 |
3.175 |
|
0.618 |
3.147 |
|
HIGH |
3.101 |
|
0.618 |
3.073 |
|
0.500 |
3.064 |
|
0.382 |
3.055 |
|
LOW |
3.027 |
|
0.618 |
2.981 |
|
1.000 |
2.953 |
|
1.618 |
2.907 |
|
2.618 |
2.833 |
|
4.250 |
2.713 |
|
|
| Fisher Pivots for day following 18-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.064 |
3.047 |
| PP |
3.063 |
3.034 |
| S1 |
3.062 |
3.020 |
|