NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.979 |
2.887 |
-0.092 |
-3.1% |
2.820 |
| High |
2.998 |
2.991 |
-0.007 |
-0.2% |
2.955 |
| Low |
2.867 |
2.860 |
-0.007 |
-0.2% |
2.790 |
| Close |
2.870 |
2.969 |
0.099 |
3.4% |
2.948 |
| Range |
0.131 |
0.131 |
0.000 |
0.0% |
0.165 |
| ATR |
0.092 |
0.095 |
0.003 |
3.0% |
0.000 |
| Volume |
31,362 |
22,590 |
-8,772 |
-28.0% |
95,025 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.282 |
3.041 |
|
| R3 |
3.202 |
3.151 |
3.005 |
|
| R2 |
3.071 |
3.071 |
2.993 |
|
| R1 |
3.020 |
3.020 |
2.981 |
3.046 |
| PP |
2.940 |
2.940 |
2.940 |
2.953 |
| S1 |
2.889 |
2.889 |
2.957 |
2.915 |
| S2 |
2.809 |
2.809 |
2.945 |
|
| S3 |
2.678 |
2.758 |
2.933 |
|
| S4 |
2.547 |
2.627 |
2.897 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.393 |
3.335 |
3.039 |
|
| R3 |
3.228 |
3.170 |
2.993 |
|
| R2 |
3.063 |
3.063 |
2.978 |
|
| R1 |
3.005 |
3.005 |
2.963 |
3.034 |
| PP |
2.898 |
2.898 |
2.898 |
2.912 |
| S1 |
2.840 |
2.840 |
2.933 |
2.869 |
| S2 |
2.733 |
2.733 |
2.918 |
|
| S3 |
2.568 |
2.675 |
2.903 |
|
| S4 |
2.403 |
2.510 |
2.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.998 |
2.790 |
0.208 |
7.0% |
0.117 |
3.9% |
86% |
False |
False |
23,359 |
| 10 |
2.998 |
2.592 |
0.406 |
13.7% |
0.110 |
3.7% |
93% |
False |
False |
21,063 |
| 20 |
2.998 |
2.569 |
0.429 |
14.4% |
0.089 |
3.0% |
93% |
False |
False |
17,929 |
| 40 |
3.050 |
2.569 |
0.481 |
16.2% |
0.083 |
2.8% |
83% |
False |
False |
15,325 |
| 60 |
3.125 |
2.569 |
0.556 |
18.7% |
0.086 |
2.9% |
72% |
False |
False |
13,174 |
| 80 |
3.157 |
2.569 |
0.588 |
19.8% |
0.090 |
3.0% |
68% |
False |
False |
11,398 |
| 100 |
3.530 |
2.569 |
0.961 |
32.4% |
0.094 |
3.2% |
42% |
False |
False |
10,126 |
| 120 |
3.818 |
2.569 |
1.249 |
42.1% |
0.091 |
3.1% |
32% |
False |
False |
8,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.548 |
|
2.618 |
3.334 |
|
1.618 |
3.203 |
|
1.000 |
3.122 |
|
0.618 |
3.072 |
|
HIGH |
2.991 |
|
0.618 |
2.941 |
|
0.500 |
2.926 |
|
0.382 |
2.910 |
|
LOW |
2.860 |
|
0.618 |
2.779 |
|
1.000 |
2.729 |
|
1.618 |
2.648 |
|
2.618 |
2.517 |
|
4.250 |
2.303 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.955 |
2.947 |
| PP |
2.940 |
2.924 |
| S1 |
2.926 |
2.902 |
|