NYMEX Natural Gas Future July 2015
Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
3.072 |
3.005 |
-0.067 |
-2.2% |
2.970 |
High |
3.150 |
3.063 |
-0.087 |
-2.8% |
3.089 |
Low |
2.985 |
2.945 |
-0.040 |
-1.3% |
2.832 |
Close |
2.991 |
2.959 |
-0.032 |
-1.1% |
3.070 |
Range |
0.165 |
0.118 |
-0.047 |
-28.5% |
0.257 |
ATR |
0.104 |
0.105 |
0.001 |
1.0% |
0.000 |
Volume |
111,504 |
78,019 |
-33,485 |
-30.0% |
460,449 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.343 |
3.269 |
3.024 |
|
R3 |
3.225 |
3.151 |
2.991 |
|
R2 |
3.107 |
3.107 |
2.981 |
|
R1 |
3.033 |
3.033 |
2.970 |
3.011 |
PP |
2.989 |
2.989 |
2.989 |
2.978 |
S1 |
2.915 |
2.915 |
2.948 |
2.893 |
S2 |
2.871 |
2.871 |
2.937 |
|
S3 |
2.753 |
2.797 |
2.927 |
|
S4 |
2.635 |
2.679 |
2.894 |
|
|
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 |
3.150 |
2.939 |
0.211 |
7.1% |
0.110 |
3.7% |
9% |
False |
False |
90,311 |
10 |
3.150 |
2.761 |
0.389 |
13.1% |
0.121 |
4.1% |
51% |
False |
False |
85,141 |
20 |
3.150 |
2.540 |
0.610 |
20.6% |
0.104 |
3.5% |
69% |
False |
False |
60,187 |
40 |
3.150 |
2.540 |
0.610 |
20.6% |
0.090 |
3.0% |
69% |
False |
False |
46,436 |
60 |
3.150 |
2.540 |
0.610 |
20.6% |
0.092 |
3.1% |
69% |
False |
False |
37,817 |
80 |
3.150 |
2.540 |
0.610 |
20.6% |
0.096 |
3.2% |
69% |
False |
False |
32,474 |
100 |
3.264 |
2.540 |
0.724 |
24.5% |
0.103 |
3.5% |
58% |
False |
False |
27,808 |
120 |
3.806 |
2.540 |
1.266 |
42.8% |
0.099 |
3.4% |
33% |
False |
False |
23,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.565 |
2.618 |
3.372 |
1.618 |
3.254 |
1.000 |
3.181 |
0.618 |
3.136 |
HIGH |
3.063 |
0.618 |
3.018 |
0.500 |
3.004 |
0.382 |
2.990 |
LOW |
2.945 |
0.618 |
2.872 |
1.000 |
2.827 |
1.618 |
2.754 |
2.618 |
2.636 |
4.250 |
2.444 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3.004 |
3.048 |
PP |
2.989 |
3.018 |
S1 |
2.974 |
2.989 |
|