NYMEX Natural Gas Future September 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 |
3.000 |
2.880 |
-0.120 |
-4.0% |
2.829 |
| High |
3.000 |
2.996 |
-0.004 |
-0.1% |
2.962 |
| Low |
2.874 |
2.860 |
-0.014 |
-0.5% |
2.801 |
| Close |
2.876 |
2.972 |
0.096 |
3.3% |
2.955 |
| Range |
0.126 |
0.136 |
0.010 |
7.9% |
0.161 |
| ATR |
0.089 |
0.093 |
0.003 |
3.7% |
0.000 |
| Volume |
34,893 |
21,817 |
-13,076 |
-37.5% |
85,287 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.297 |
3.047 |
|
| R3 |
3.215 |
3.161 |
3.009 |
|
| R2 |
3.079 |
3.079 |
2.997 |
|
| R1 |
3.025 |
3.025 |
2.984 |
3.052 |
| PP |
2.943 |
2.943 |
2.943 |
2.956 |
| S1 |
2.889 |
2.889 |
2.960 |
2.916 |
| S2 |
2.807 |
2.807 |
2.947 |
|
| S3 |
2.671 |
2.753 |
2.935 |
|
| S4 |
2.535 |
2.617 |
2.897 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.389 |
3.333 |
3.044 |
|
| R3 |
3.228 |
3.172 |
2.999 |
|
| R2 |
3.067 |
3.067 |
2.985 |
|
| R1 |
3.011 |
3.011 |
2.970 |
3.039 |
| PP |
2.906 |
2.906 |
2.906 |
2.920 |
| S1 |
2.850 |
2.850 |
2.940 |
2.878 |
| S2 |
2.745 |
2.745 |
2.925 |
|
| S3 |
2.584 |
2.689 |
2.911 |
|
| S4 |
2.423 |
2.528 |
2.866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.000 |
2.801 |
0.199 |
6.7% |
0.115 |
3.9% |
86% |
False |
False |
22,742 |
| 10 |
3.000 |
2.613 |
0.387 |
13.0% |
0.106 |
3.6% |
93% |
False |
False |
19,527 |
| 20 |
3.000 |
2.589 |
0.411 |
13.8% |
0.087 |
2.9% |
93% |
False |
False |
17,091 |
| 40 |
3.025 |
2.589 |
0.436 |
14.7% |
0.080 |
2.7% |
88% |
False |
False |
13,964 |
| 60 |
3.116 |
2.589 |
0.527 |
17.7% |
0.085 |
2.8% |
73% |
False |
False |
12,095 |
| 80 |
3.138 |
2.589 |
0.549 |
18.5% |
0.089 |
3.0% |
70% |
False |
False |
10,926 |
| 100 |
3.520 |
2.589 |
0.931 |
31.3% |
0.094 |
3.2% |
41% |
False |
False |
9,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.574 |
|
2.618 |
3.352 |
|
1.618 |
3.216 |
|
1.000 |
3.132 |
|
0.618 |
3.080 |
|
HIGH |
2.996 |
|
0.618 |
2.944 |
|
0.500 |
2.928 |
|
0.382 |
2.912 |
|
LOW |
2.860 |
|
0.618 |
2.776 |
|
1.000 |
2.724 |
|
1.618 |
2.640 |
|
2.618 |
2.504 |
|
4.250 |
2.282 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.957 |
2.950 |
| PP |
2.943 |
2.928 |
| S1 |
2.928 |
2.907 |
|