NYMEX Natural Gas Future November 2015
Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
3.011 |
3.093 |
0.082 |
2.7% |
2.970 |
High |
3.121 |
3.152 |
0.031 |
1.0% |
3.095 |
Low |
3.003 |
3.068 |
0.065 |
2.2% |
2.957 |
Close |
3.099 |
3.129 |
0.030 |
1.0% |
3.092 |
Range |
0.118 |
0.084 |
-0.034 |
-28.8% |
0.138 |
ATR |
0.080 |
0.080 |
0.000 |
0.3% |
0.000 |
Volume |
12,953 |
20,375 |
7,422 |
57.3% |
38,263 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.368 |
3.333 |
3.175 |
|
R3 |
3.284 |
3.249 |
3.152 |
|
R2 |
3.200 |
3.200 |
3.144 |
|
R1 |
3.165 |
3.165 |
3.137 |
3.183 |
PP |
3.116 |
3.116 |
3.116 |
3.125 |
S1 |
3.081 |
3.081 |
3.121 |
3.099 |
S2 |
3.032 |
3.032 |
3.114 |
|
S3 |
2.948 |
2.997 |
3.106 |
|
S4 |
2.864 |
2.913 |
3.083 |
|
|
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 |
3.152 |
2.957 |
0.195 |
6.2% |
0.104 |
3.3% |
88% |
True |
False |
15,132 |
10 |
3.152 |
2.828 |
0.324 |
10.4% |
0.092 |
2.9% |
93% |
True |
False |
11,568 |
20 |
3.152 |
2.764 |
0.388 |
12.4% |
0.072 |
2.3% |
94% |
True |
False |
9,015 |
40 |
3.152 |
2.750 |
0.402 |
12.8% |
0.070 |
2.2% |
94% |
True |
False |
7,423 |
60 |
3.213 |
2.750 |
0.463 |
14.8% |
0.072 |
2.3% |
82% |
False |
False |
6,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.509 |
2.618 |
3.372 |
1.618 |
3.288 |
1.000 |
3.236 |
0.618 |
3.204 |
HIGH |
3.152 |
0.618 |
3.120 |
0.500 |
3.110 |
0.382 |
3.100 |
LOW |
3.068 |
0.618 |
3.016 |
1.000 |
2.984 |
1.618 |
2.932 |
2.618 |
2.848 |
4.250 |
2.711 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
3.123 |
3.112 |
PP |
3.116 |
3.095 |
S1 |
3.110 |
3.078 |
|