NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2.682 |
2.592 |
-0.090 |
-3.4% |
2.487 |
| High |
2.693 |
2.596 |
-0.097 |
-3.6% |
2.693 |
| Low |
2.625 |
2.534 |
-0.091 |
-3.5% |
2.475 |
| Close |
2.634 |
2.536 |
-0.098 |
-3.7% |
2.634 |
| Range |
0.068 |
0.062 |
-0.006 |
-8.8% |
0.218 |
| ATR |
0.096 |
0.096 |
0.000 |
0.3% |
0.000 |
| Volume |
86,587 |
118,341 |
31,754 |
36.7% |
706,209 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.741 |
2.701 |
2.570 |
|
| R3 |
2.679 |
2.639 |
2.553 |
|
| R2 |
2.617 |
2.617 |
2.547 |
|
| R1 |
2.577 |
2.577 |
2.542 |
2.566 |
| PP |
2.555 |
2.555 |
2.555 |
2.550 |
| S1 |
2.515 |
2.515 |
2.530 |
2.504 |
| S2 |
2.493 |
2.493 |
2.525 |
|
| S3 |
2.431 |
2.453 |
2.519 |
|
| S4 |
2.369 |
2.391 |
2.502 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.255 |
3.162 |
2.754 |
|
| R3 |
3.037 |
2.944 |
2.694 |
|
| R2 |
2.819 |
2.819 |
2.674 |
|
| R1 |
2.726 |
2.726 |
2.654 |
2.773 |
| PP |
2.601 |
2.601 |
2.601 |
2.624 |
| S1 |
2.508 |
2.508 |
2.614 |
2.555 |
| S2 |
2.383 |
2.383 |
2.594 |
|
| S3 |
2.165 |
2.290 |
2.574 |
|
| S4 |
1.947 |
2.072 |
2.514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.693 |
2.491 |
0.202 |
8.0% |
0.092 |
3.6% |
22% |
False |
False |
134,734 |
| 10 |
2.709 |
2.475 |
0.234 |
9.2% |
0.082 |
3.2% |
26% |
False |
False |
135,364 |
| 20 |
2.833 |
2.475 |
0.358 |
14.1% |
0.082 |
3.2% |
17% |
False |
False |
108,814 |
| 40 |
3.068 |
2.475 |
0.593 |
23.4% |
0.098 |
3.9% |
10% |
False |
False |
84,194 |
| 60 |
3.068 |
2.475 |
0.593 |
23.4% |
0.104 |
4.1% |
10% |
False |
False |
70,268 |
| 80 |
3.200 |
2.475 |
0.725 |
28.6% |
0.114 |
4.5% |
8% |
False |
False |
58,301 |
| 100 |
3.775 |
2.475 |
1.300 |
51.3% |
0.110 |
4.3% |
5% |
False |
False |
49,329 |
| 120 |
3.853 |
2.475 |
1.378 |
54.3% |
0.106 |
4.2% |
4% |
False |
False |
43,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.860 |
|
2.618 |
2.758 |
|
1.618 |
2.696 |
|
1.000 |
2.658 |
|
0.618 |
2.634 |
|
HIGH |
2.596 |
|
0.618 |
2.572 |
|
0.500 |
2.565 |
|
0.382 |
2.558 |
|
LOW |
2.534 |
|
0.618 |
2.496 |
|
1.000 |
2.472 |
|
1.618 |
2.434 |
|
2.618 |
2.372 |
|
4.250 |
2.271 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.565 |
2.614 |
| PP |
2.555 |
2.588 |
| S1 |
2.546 |
2.562 |
|