NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
3.033 |
2.925 |
-0.108 |
-3.6% |
2.860 |
| High |
3.040 |
3.031 |
-0.009 |
-0.3% |
3.000 |
| Low |
2.916 |
2.902 |
-0.014 |
-0.5% |
2.848 |
| Close |
2.919 |
3.007 |
0.088 |
3.0% |
2.994 |
| Range |
0.124 |
0.129 |
0.005 |
4.0% |
0.152 |
| ATR |
0.087 |
0.090 |
0.003 |
3.4% |
0.000 |
| Volume |
49,629 |
22,794 |
-26,835 |
-54.1% |
99,439 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.367 |
3.316 |
3.078 |
|
| R3 |
3.238 |
3.187 |
3.042 |
|
| R2 |
3.109 |
3.109 |
3.031 |
|
| R1 |
3.058 |
3.058 |
3.019 |
3.084 |
| PP |
2.980 |
2.980 |
2.980 |
2.993 |
| S1 |
2.929 |
2.929 |
2.995 |
2.955 |
| S2 |
2.851 |
2.851 |
2.983 |
|
| S3 |
2.722 |
2.800 |
2.972 |
|
| S4 |
2.593 |
2.671 |
2.936 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.403 |
3.351 |
3.078 |
|
| R3 |
3.251 |
3.199 |
3.036 |
|
| R2 |
3.099 |
3.099 |
3.022 |
|
| R1 |
3.047 |
3.047 |
3.008 |
3.073 |
| PP |
2.947 |
2.947 |
2.947 |
2.961 |
| S1 |
2.895 |
2.895 |
2.980 |
2.921 |
| S2 |
2.795 |
2.795 |
2.966 |
|
| S3 |
2.643 |
2.743 |
2.952 |
|
| S4 |
2.491 |
2.591 |
2.910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.040 |
2.848 |
0.192 |
6.4% |
0.109 |
3.6% |
83% |
False |
False |
27,762 |
| 10 |
3.040 |
2.650 |
0.390 |
13.0% |
0.103 |
3.4% |
92% |
False |
False |
25,020 |
| 20 |
3.040 |
2.638 |
0.402 |
13.4% |
0.086 |
2.8% |
92% |
False |
False |
22,085 |
| 40 |
3.045 |
2.638 |
0.407 |
13.5% |
0.080 |
2.7% |
91% |
False |
False |
20,435 |
| 60 |
3.145 |
2.638 |
0.507 |
16.9% |
0.085 |
2.8% |
73% |
False |
False |
21,350 |
| 80 |
3.162 |
2.638 |
0.524 |
17.4% |
0.090 |
3.0% |
70% |
False |
False |
21,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.579 |
|
2.618 |
3.369 |
|
1.618 |
3.240 |
|
1.000 |
3.160 |
|
0.618 |
3.111 |
|
HIGH |
3.031 |
|
0.618 |
2.982 |
|
0.500 |
2.967 |
|
0.382 |
2.951 |
|
LOW |
2.902 |
|
0.618 |
2.822 |
|
1.000 |
2.773 |
|
1.618 |
2.693 |
|
2.618 |
2.564 |
|
4.250 |
2.354 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.994 |
2.988 |
| PP |
2.980 |
2.970 |
| S1 |
2.967 |
2.951 |
|