NYMEX Natural Gas Future September 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 |
3.013 |
3.073 |
0.060 |
2.0% |
3.000 |
High |
3.083 |
3.099 |
0.016 |
0.5% |
3.099 |
Low |
2.965 |
3.039 |
0.074 |
2.5% |
2.860 |
Close |
3.077 |
3.085 |
0.008 |
0.3% |
3.085 |
Range |
0.118 |
0.060 |
-0.058 |
-49.2% |
0.239 |
ATR |
0.095 |
0.092 |
-0.002 |
-2.6% |
0.000 |
Volume |
30,591 |
52,572 |
21,981 |
71.9% |
173,585 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.254 |
3.230 |
3.118 |
|
R3 |
3.194 |
3.170 |
3.102 |
|
R2 |
3.134 |
3.134 |
3.096 |
|
R1 |
3.110 |
3.110 |
3.091 |
3.122 |
PP |
3.074 |
3.074 |
3.074 |
3.081 |
S1 |
3.050 |
3.050 |
3.080 |
3.062 |
S2 |
3.014 |
3.014 |
3.074 |
|
S3 |
2.954 |
2.990 |
3.069 |
|
S4 |
2.894 |
2.930 |
3.052 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.732 |
3.647 |
3.216 |
|
R3 |
3.493 |
3.408 |
3.151 |
|
R2 |
3.254 |
3.254 |
3.129 |
|
R1 |
3.169 |
3.169 |
3.107 |
3.212 |
PP |
3.015 |
3.015 |
3.015 |
3.036 |
S1 |
2.930 |
2.930 |
3.063 |
2.973 |
S2 |
2.776 |
2.776 |
3.041 |
|
S3 |
2.537 |
2.691 |
3.019 |
|
S4 |
2.298 |
2.452 |
2.954 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.099 |
2.860 |
0.239 |
7.7% |
0.108 |
3.5% |
94% |
True |
False |
34,717 |
10 |
3.099 |
2.801 |
0.298 |
9.7% |
0.098 |
3.2% |
95% |
True |
False |
25,887 |
20 |
3.099 |
2.589 |
0.510 |
16.5% |
0.086 |
2.8% |
97% |
True |
False |
20,069 |
40 |
3.099 |
2.589 |
0.510 |
16.5% |
0.079 |
2.6% |
97% |
True |
False |
16,006 |
60 |
3.116 |
2.589 |
0.527 |
17.1% |
0.084 |
2.7% |
94% |
False |
False |
13,704 |
80 |
3.116 |
2.589 |
0.527 |
17.1% |
0.088 |
2.9% |
94% |
False |
False |
12,052 |
100 |
3.267 |
2.589 |
0.678 |
22.0% |
0.095 |
3.1% |
73% |
False |
False |
10,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.354 |
2.618 |
3.256 |
1.618 |
3.196 |
1.000 |
3.159 |
0.618 |
3.136 |
HIGH |
3.099 |
0.618 |
3.076 |
0.500 |
3.069 |
0.382 |
3.062 |
LOW |
3.039 |
0.618 |
3.002 |
1.000 |
2.979 |
1.618 |
2.942 |
2.618 |
2.882 |
4.250 |
2.784 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3.080 |
3.063 |
PP |
3.074 |
3.041 |
S1 |
3.069 |
3.019 |
|