NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.028 |
3.002 |
-0.026 |
-0.9% |
3.000 |
| High |
3.077 |
3.086 |
0.009 |
0.3% |
3.099 |
| Low |
2.967 |
2.989 |
0.022 |
0.7% |
2.860 |
| Close |
2.982 |
3.017 |
0.035 |
1.2% |
3.085 |
| Range |
0.110 |
0.097 |
-0.013 |
-11.8% |
0.239 |
| ATR |
0.096 |
0.097 |
0.001 |
0.6% |
0.000 |
| Volume |
27,084 |
28,040 |
956 |
3.5% |
173,585 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.322 |
3.266 |
3.070 |
|
| R3 |
3.225 |
3.169 |
3.044 |
|
| R2 |
3.128 |
3.128 |
3.035 |
|
| R1 |
3.072 |
3.072 |
3.026 |
3.100 |
| PP |
3.031 |
3.031 |
3.031 |
3.045 |
| S1 |
2.975 |
2.975 |
3.008 |
3.003 |
| S2 |
2.934 |
2.934 |
2.999 |
|
| S3 |
2.837 |
2.878 |
2.990 |
|
| S4 |
2.740 |
2.781 |
2.964 |
|
|
| 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 |
2.967 |
0.196 |
6.5% |
0.097 |
3.2% |
26% |
False |
False |
30,828 |
| 10 |
3.163 |
2.813 |
0.350 |
11.6% |
0.111 |
3.7% |
58% |
False |
False |
30,004 |
| 20 |
3.163 |
2.589 |
0.574 |
19.0% |
0.095 |
3.1% |
75% |
False |
False |
23,007 |
| 40 |
3.163 |
2.589 |
0.574 |
19.0% |
0.082 |
2.7% |
75% |
False |
False |
17,519 |
| 60 |
3.163 |
2.589 |
0.574 |
19.0% |
0.083 |
2.8% |
75% |
False |
False |
14,783 |
| 80 |
3.163 |
2.589 |
0.574 |
19.0% |
0.089 |
2.9% |
75% |
False |
False |
12,962 |
| 100 |
3.257 |
2.589 |
0.668 |
22.1% |
0.095 |
3.2% |
64% |
False |
False |
11,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.498 |
|
2.618 |
3.340 |
|
1.618 |
3.243 |
|
1.000 |
3.183 |
|
0.618 |
3.146 |
|
HIGH |
3.086 |
|
0.618 |
3.049 |
|
0.500 |
3.038 |
|
0.382 |
3.026 |
|
LOW |
2.989 |
|
0.618 |
2.929 |
|
1.000 |
2.892 |
|
1.618 |
2.832 |
|
2.618 |
2.735 |
|
4.250 |
2.577 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.038 |
3.065 |
| PP |
3.031 |
3.049 |
| S1 |
3.024 |
3.033 |
|