NYMEX Natural Gas Future August 2015
Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
3.008 |
3.088 |
0.080 |
2.7% |
2.979 |
High |
3.089 |
3.106 |
0.017 |
0.6% |
3.106 |
Low |
2.962 |
3.045 |
0.083 |
2.8% |
2.860 |
Close |
3.082 |
3.090 |
0.008 |
0.3% |
3.090 |
Range |
0.127 |
0.061 |
-0.066 |
-52.0% |
0.246 |
ATR |
0.098 |
0.096 |
-0.003 |
-2.7% |
0.000 |
Volume |
30,085 |
42,565 |
12,480 |
41.5% |
159,413 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.263 |
3.238 |
3.124 |
|
R3 |
3.202 |
3.177 |
3.107 |
|
R2 |
3.141 |
3.141 |
3.101 |
|
R1 |
3.116 |
3.116 |
3.096 |
3.129 |
PP |
3.080 |
3.080 |
3.080 |
3.087 |
S1 |
3.055 |
3.055 |
3.084 |
3.068 |
S2 |
3.019 |
3.019 |
3.079 |
|
S3 |
2.958 |
2.994 |
3.073 |
|
S4 |
2.897 |
2.933 |
3.056 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.757 |
3.669 |
3.225 |
|
R3 |
3.511 |
3.423 |
3.158 |
|
R2 |
3.265 |
3.265 |
3.135 |
|
R1 |
3.177 |
3.177 |
3.113 |
3.221 |
PP |
3.019 |
3.019 |
3.019 |
3.041 |
S1 |
2.931 |
2.931 |
3.067 |
2.975 |
S2 |
2.773 |
2.773 |
3.045 |
|
S3 |
2.527 |
2.685 |
3.022 |
|
S4 |
2.281 |
2.439 |
2.955 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.106 |
2.860 |
0.246 |
8.0% |
0.111 |
3.6% |
93% |
True |
False |
31,882 |
10 |
3.106 |
2.790 |
0.316 |
10.2% |
0.102 |
3.3% |
95% |
True |
False |
25,443 |
20 |
3.106 |
2.569 |
0.537 |
17.4% |
0.089 |
2.9% |
97% |
True |
False |
20,368 |
40 |
3.106 |
2.569 |
0.537 |
17.4% |
0.082 |
2.6% |
97% |
True |
False |
17,103 |
60 |
3.125 |
2.569 |
0.556 |
18.0% |
0.086 |
2.8% |
94% |
False |
False |
14,565 |
80 |
3.125 |
2.569 |
0.556 |
18.0% |
0.089 |
2.9% |
94% |
False |
False |
12,412 |
100 |
3.287 |
2.569 |
0.718 |
23.2% |
0.095 |
3.1% |
73% |
False |
False |
11,095 |
120 |
3.800 |
2.569 |
1.231 |
39.8% |
0.092 |
3.0% |
42% |
False |
False |
9,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.365 |
2.618 |
3.266 |
1.618 |
3.205 |
1.000 |
3.167 |
0.618 |
3.144 |
HIGH |
3.106 |
0.618 |
3.083 |
0.500 |
3.076 |
0.382 |
3.068 |
LOW |
3.045 |
0.618 |
3.007 |
1.000 |
2.984 |
1.618 |
2.946 |
2.618 |
2.885 |
4.250 |
2.786 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3.085 |
3.066 |
PP |
3.080 |
3.043 |
S1 |
3.076 |
3.019 |
|