NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.002 |
3.036 |
0.034 |
1.1% |
3.056 |
| High |
3.086 |
3.036 |
-0.050 |
-1.6% |
3.163 |
| Low |
2.989 |
2.932 |
-0.057 |
-1.9% |
2.932 |
| Close |
3.017 |
2.939 |
-0.078 |
-2.6% |
2.939 |
| Range |
0.097 |
0.104 |
0.007 |
7.2% |
0.231 |
| ATR |
0.097 |
0.097 |
0.001 |
0.5% |
0.000 |
| Volume |
28,040 |
36,070 |
8,030 |
28.6% |
137,641 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.281 |
3.214 |
2.996 |
|
| R3 |
3.177 |
3.110 |
2.968 |
|
| R2 |
3.073 |
3.073 |
2.958 |
|
| R1 |
3.006 |
3.006 |
2.949 |
2.988 |
| PP |
2.969 |
2.969 |
2.969 |
2.960 |
| S1 |
2.902 |
2.902 |
2.929 |
2.884 |
| S2 |
2.865 |
2.865 |
2.920 |
|
| S3 |
2.761 |
2.798 |
2.910 |
|
| S4 |
2.657 |
2.694 |
2.882 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.704 |
3.553 |
3.066 |
|
| R3 |
3.473 |
3.322 |
3.003 |
|
| R2 |
3.242 |
3.242 |
2.981 |
|
| R1 |
3.091 |
3.091 |
2.960 |
3.051 |
| PP |
3.011 |
3.011 |
3.011 |
2.992 |
| S1 |
2.860 |
2.860 |
2.918 |
2.820 |
| S2 |
2.780 |
2.780 |
2.897 |
|
| S3 |
2.549 |
2.629 |
2.875 |
|
| S4 |
2.318 |
2.398 |
2.812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.163 |
2.932 |
0.231 |
7.9% |
0.106 |
3.6% |
3% |
False |
True |
27,528 |
| 10 |
3.163 |
2.860 |
0.303 |
10.3% |
0.107 |
3.6% |
26% |
False |
False |
31,122 |
| 20 |
3.163 |
2.589 |
0.574 |
19.5% |
0.098 |
3.3% |
61% |
False |
False |
23,775 |
| 40 |
3.163 |
2.589 |
0.574 |
19.5% |
0.083 |
2.8% |
61% |
False |
False |
18,150 |
| 60 |
3.163 |
2.589 |
0.574 |
19.5% |
0.082 |
2.8% |
61% |
False |
False |
15,256 |
| 80 |
3.163 |
2.589 |
0.574 |
19.5% |
0.089 |
3.0% |
61% |
False |
False |
13,349 |
| 100 |
3.257 |
2.589 |
0.668 |
22.7% |
0.095 |
3.2% |
52% |
False |
False |
12,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.478 |
|
2.618 |
3.308 |
|
1.618 |
3.204 |
|
1.000 |
3.140 |
|
0.618 |
3.100 |
|
HIGH |
3.036 |
|
0.618 |
2.996 |
|
0.500 |
2.984 |
|
0.382 |
2.972 |
|
LOW |
2.932 |
|
0.618 |
2.868 |
|
1.000 |
2.828 |
|
1.618 |
2.764 |
|
2.618 |
2.660 |
|
4.250 |
2.490 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.984 |
3.009 |
| PP |
2.969 |
2.986 |
| S1 |
2.954 |
2.962 |
|