NYMEX Natural Gas Future October 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 |
3.051 |
3.099 |
0.048 |
1.6% |
3.033 |
| High |
3.109 |
3.119 |
0.010 |
0.3% |
3.119 |
| Low |
2.999 |
3.058 |
0.059 |
2.0% |
2.902 |
| Close |
3.098 |
3.104 |
0.006 |
0.2% |
3.104 |
| Range |
0.110 |
0.061 |
-0.049 |
-44.5% |
0.217 |
| ATR |
0.092 |
0.090 |
-0.002 |
-2.4% |
0.000 |
| Volume |
33,104 |
67,344 |
34,240 |
103.4% |
210,732 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.251 |
3.138 |
|
| R3 |
3.216 |
3.190 |
3.121 |
|
| R2 |
3.155 |
3.155 |
3.115 |
|
| R1 |
3.129 |
3.129 |
3.110 |
3.142 |
| PP |
3.094 |
3.094 |
3.094 |
3.100 |
| S1 |
3.068 |
3.068 |
3.098 |
3.081 |
| S2 |
3.033 |
3.033 |
3.093 |
|
| S3 |
2.972 |
3.007 |
3.087 |
|
| S4 |
2.911 |
2.946 |
3.070 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.693 |
3.615 |
3.223 |
|
| R3 |
3.476 |
3.398 |
3.164 |
|
| R2 |
3.259 |
3.259 |
3.144 |
|
| R1 |
3.181 |
3.181 |
3.124 |
3.220 |
| PP |
3.042 |
3.042 |
3.042 |
3.061 |
| S1 |
2.964 |
2.964 |
3.084 |
3.003 |
| S2 |
2.825 |
2.825 |
3.064 |
|
| S3 |
2.608 |
2.747 |
3.044 |
|
| S4 |
2.391 |
2.530 |
2.985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.119 |
2.902 |
0.217 |
7.0% |
0.104 |
3.4% |
93% |
True |
False |
42,146 |
| 10 |
3.119 |
2.848 |
0.271 |
8.7% |
0.095 |
3.0% |
94% |
True |
False |
31,017 |
| 20 |
3.119 |
2.638 |
0.481 |
15.5% |
0.084 |
2.7% |
97% |
True |
False |
25,282 |
| 40 |
3.119 |
2.638 |
0.481 |
15.5% |
0.079 |
2.5% |
97% |
True |
False |
22,052 |
| 60 |
3.145 |
2.638 |
0.507 |
16.3% |
0.084 |
2.7% |
92% |
False |
False |
22,407 |
| 80 |
3.145 |
2.638 |
0.507 |
16.3% |
0.089 |
2.9% |
92% |
False |
False |
21,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.378 |
|
2.618 |
3.279 |
|
1.618 |
3.218 |
|
1.000 |
3.180 |
|
0.618 |
3.157 |
|
HIGH |
3.119 |
|
0.618 |
3.096 |
|
0.500 |
3.089 |
|
0.382 |
3.081 |
|
LOW |
3.058 |
|
0.618 |
3.020 |
|
1.000 |
2.997 |
|
1.618 |
2.959 |
|
2.618 |
2.898 |
|
4.250 |
2.799 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.099 |
3.085 |
| PP |
3.094 |
3.066 |
| S1 |
3.089 |
3.047 |
|