NYMEX Natural Gas Future October 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 |
3.055 |
3.027 |
-0.028 |
-0.9% |
3.033 |
| High |
3.097 |
3.121 |
0.024 |
0.8% |
3.119 |
| Low |
2.990 |
3.013 |
0.023 |
0.8% |
2.902 |
| Close |
3.007 |
3.046 |
0.039 |
1.3% |
3.104 |
| Range |
0.107 |
0.108 |
0.001 |
0.9% |
0.217 |
| ATR |
0.093 |
0.095 |
0.001 |
1.6% |
0.000 |
| Volume |
42,159 |
32,993 |
-9,166 |
-21.7% |
210,732 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.384 |
3.323 |
3.105 |
|
| R3 |
3.276 |
3.215 |
3.076 |
|
| R2 |
3.168 |
3.168 |
3.066 |
|
| R1 |
3.107 |
3.107 |
3.056 |
3.138 |
| PP |
3.060 |
3.060 |
3.060 |
3.075 |
| S1 |
2.999 |
2.999 |
3.036 |
3.030 |
| S2 |
2.952 |
2.952 |
3.026 |
|
| S3 |
2.844 |
2.891 |
3.016 |
|
| S4 |
2.736 |
2.783 |
2.987 |
|
|
| 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 |
3.180 |
2.990 |
0.190 |
6.2% |
0.098 |
3.2% |
29% |
False |
False |
39,518 |
| 10 |
3.180 |
2.862 |
0.318 |
10.4% |
0.109 |
3.6% |
58% |
False |
False |
37,328 |
| 20 |
3.180 |
2.638 |
0.542 |
17.8% |
0.092 |
3.0% |
75% |
False |
False |
28,689 |
| 40 |
3.180 |
2.638 |
0.542 |
17.8% |
0.081 |
2.7% |
75% |
False |
False |
22,910 |
| 60 |
3.180 |
2.638 |
0.542 |
17.8% |
0.083 |
2.7% |
75% |
False |
False |
22,463 |
| 80 |
3.180 |
2.638 |
0.542 |
17.8% |
0.089 |
2.9% |
75% |
False |
False |
22,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.580 |
|
2.618 |
3.404 |
|
1.618 |
3.296 |
|
1.000 |
3.229 |
|
0.618 |
3.188 |
|
HIGH |
3.121 |
|
0.618 |
3.080 |
|
0.500 |
3.067 |
|
0.382 |
3.054 |
|
LOW |
3.013 |
|
0.618 |
2.946 |
|
1.000 |
2.905 |
|
1.618 |
2.838 |
|
2.618 |
2.730 |
|
4.250 |
2.554 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.067 |
3.085 |
| PP |
3.060 |
3.072 |
| S1 |
3.053 |
3.059 |
|