NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.968 |
3.013 |
0.045 |
1.5% |
2.829 |
| High |
3.038 |
3.083 |
0.045 |
1.5% |
2.962 |
| Low |
2.938 |
2.965 |
0.027 |
0.9% |
2.801 |
| Close |
3.008 |
3.077 |
0.069 |
2.3% |
2.955 |
| Range |
0.100 |
0.118 |
0.018 |
18.0% |
0.161 |
| ATR |
0.093 |
0.095 |
0.002 |
1.9% |
0.000 |
| Volume |
33,712 |
30,591 |
-3,121 |
-9.3% |
85,287 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.396 |
3.354 |
3.142 |
|
| R3 |
3.278 |
3.236 |
3.109 |
|
| R2 |
3.160 |
3.160 |
3.099 |
|
| R1 |
3.118 |
3.118 |
3.088 |
3.139 |
| PP |
3.042 |
3.042 |
3.042 |
3.052 |
| S1 |
3.000 |
3.000 |
3.066 |
3.021 |
| S2 |
2.924 |
2.924 |
3.055 |
|
| S3 |
2.806 |
2.882 |
3.045 |
|
| S4 |
2.688 |
2.764 |
3.012 |
|
|
| 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 |
3.083 |
2.813 |
0.270 |
8.8% |
0.126 |
4.1% |
98% |
True |
False |
29,179 |
| 10 |
3.083 |
2.795 |
0.288 |
9.4% |
0.100 |
3.3% |
98% |
True |
False |
23,660 |
| 20 |
3.083 |
2.589 |
0.494 |
16.1% |
0.086 |
2.8% |
99% |
True |
False |
18,800 |
| 40 |
3.083 |
2.589 |
0.494 |
16.1% |
0.081 |
2.6% |
99% |
True |
False |
15,030 |
| 60 |
3.116 |
2.589 |
0.527 |
17.1% |
0.084 |
2.7% |
93% |
False |
False |
12,937 |
| 80 |
3.116 |
2.589 |
0.527 |
17.1% |
0.089 |
2.9% |
93% |
False |
False |
11,538 |
| 100 |
3.442 |
2.589 |
0.853 |
27.7% |
0.095 |
3.1% |
57% |
False |
False |
10,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.585 |
|
2.618 |
3.392 |
|
1.618 |
3.274 |
|
1.000 |
3.201 |
|
0.618 |
3.156 |
|
HIGH |
3.083 |
|
0.618 |
3.038 |
|
0.500 |
3.024 |
|
0.382 |
3.010 |
|
LOW |
2.965 |
|
0.618 |
2.892 |
|
1.000 |
2.847 |
|
1.618 |
2.774 |
|
2.618 |
2.656 |
|
4.250 |
2.464 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.059 |
3.042 |
| PP |
3.042 |
3.007 |
| S1 |
3.024 |
2.972 |
|