NYMEX Natural Gas Future November 2015
Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
2.973 |
3.100 |
0.127 |
4.3% |
2.970 |
High |
3.095 |
3.135 |
0.040 |
1.3% |
3.095 |
Low |
2.972 |
3.021 |
0.049 |
1.6% |
2.957 |
Close |
3.092 |
3.021 |
-0.071 |
-2.3% |
3.092 |
Range |
0.123 |
0.114 |
-0.009 |
-7.3% |
0.138 |
ATR |
0.074 |
0.077 |
0.003 |
3.8% |
0.000 |
Volume |
13,188 |
22,005 |
8,817 |
66.9% |
38,263 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.401 |
3.325 |
3.084 |
|
R3 |
3.287 |
3.211 |
3.052 |
|
R2 |
3.173 |
3.173 |
3.042 |
|
R1 |
3.097 |
3.097 |
3.031 |
3.078 |
PP |
3.059 |
3.059 |
3.059 |
3.050 |
S1 |
2.983 |
2.983 |
3.011 |
2.964 |
S2 |
2.945 |
2.945 |
3.000 |
|
S3 |
2.831 |
2.869 |
2.990 |
|
S4 |
2.717 |
2.755 |
2.958 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.462 |
3.415 |
3.168 |
|
R3 |
3.324 |
3.277 |
3.130 |
|
R2 |
3.186 |
3.186 |
3.117 |
|
R1 |
3.139 |
3.139 |
3.105 |
3.163 |
PP |
3.048 |
3.048 |
3.048 |
3.060 |
S1 |
3.001 |
3.001 |
3.079 |
3.025 |
S2 |
2.910 |
2.910 |
3.067 |
|
S3 |
2.772 |
2.863 |
3.054 |
|
S4 |
2.634 |
2.725 |
3.016 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.135 |
2.957 |
0.178 |
5.9% |
0.083 |
2.7% |
36% |
True |
False |
10,807 |
10 |
3.135 |
2.772 |
0.363 |
12.0% |
0.083 |
2.7% |
69% |
True |
False |
9,643 |
20 |
3.135 |
2.750 |
0.385 |
12.7% |
0.069 |
2.3% |
70% |
True |
False |
7,860 |
40 |
3.135 |
2.750 |
0.385 |
12.7% |
0.068 |
2.3% |
70% |
True |
False |
6,793 |
60 |
3.213 |
2.750 |
0.463 |
15.3% |
0.073 |
2.4% |
59% |
False |
False |
6,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.620 |
2.618 |
3.433 |
1.618 |
3.319 |
1.000 |
3.249 |
0.618 |
3.205 |
HIGH |
3.135 |
0.618 |
3.091 |
0.500 |
3.078 |
0.382 |
3.065 |
LOW |
3.021 |
0.618 |
2.951 |
1.000 |
2.907 |
1.618 |
2.837 |
2.618 |
2.723 |
4.250 |
2.537 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3.078 |
3.046 |
PP |
3.059 |
3.038 |
S1 |
3.040 |
3.029 |
|