NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.090 |
3.028 |
-0.062 |
-2.0% |
3.000 |
| High |
3.163 |
3.077 |
-0.086 |
-2.7% |
3.099 |
| Low |
3.007 |
2.967 |
-0.040 |
-1.3% |
2.860 |
| Close |
3.013 |
2.982 |
-0.031 |
-1.0% |
3.085 |
| Range |
0.156 |
0.110 |
-0.046 |
-29.5% |
0.239 |
| ATR |
0.095 |
0.096 |
0.001 |
1.1% |
0.000 |
| Volume |
20,143 |
27,084 |
6,941 |
34.5% |
173,585 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.339 |
3.270 |
3.043 |
|
| R3 |
3.229 |
3.160 |
3.012 |
|
| R2 |
3.119 |
3.119 |
3.002 |
|
| R1 |
3.050 |
3.050 |
2.992 |
3.030 |
| PP |
3.009 |
3.009 |
3.009 |
2.998 |
| S1 |
2.940 |
2.940 |
2.972 |
2.920 |
| S2 |
2.899 |
2.899 |
2.962 |
|
| S3 |
2.789 |
2.830 |
2.952 |
|
| S4 |
2.679 |
2.720 |
2.922 |
|
|
| 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 |
3.163 |
2.965 |
0.198 |
6.6% |
0.101 |
3.4% |
9% |
False |
False |
31,338 |
| 10 |
3.163 |
2.801 |
0.362 |
12.1% |
0.112 |
3.7% |
50% |
False |
False |
29,034 |
| 20 |
3.163 |
2.589 |
0.574 |
19.2% |
0.094 |
3.1% |
68% |
False |
False |
22,020 |
| 40 |
3.163 |
2.589 |
0.574 |
19.2% |
0.081 |
2.7% |
68% |
False |
False |
16,982 |
| 60 |
3.163 |
2.589 |
0.574 |
19.2% |
0.083 |
2.8% |
68% |
False |
False |
14,418 |
| 80 |
3.163 |
2.589 |
0.574 |
19.2% |
0.088 |
3.0% |
68% |
False |
False |
12,681 |
| 100 |
3.257 |
2.589 |
0.668 |
22.4% |
0.095 |
3.2% |
59% |
False |
False |
11,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.545 |
|
2.618 |
3.365 |
|
1.618 |
3.255 |
|
1.000 |
3.187 |
|
0.618 |
3.145 |
|
HIGH |
3.077 |
|
0.618 |
3.035 |
|
0.500 |
3.022 |
|
0.382 |
3.009 |
|
LOW |
2.967 |
|
0.618 |
2.899 |
|
1.000 |
2.857 |
|
1.618 |
2.789 |
|
2.618 |
2.679 |
|
4.250 |
2.500 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.022 |
3.065 |
| PP |
3.009 |
3.037 |
| S1 |
2.995 |
3.010 |
|