NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2.546 |
2.472 |
-0.074 |
-2.9% |
2.592 |
| High |
2.561 |
2.494 |
-0.067 |
-2.6% |
2.622 |
| Low |
2.518 |
2.443 |
-0.075 |
-3.0% |
2.518 |
| Close |
2.531 |
2.490 |
-0.041 |
-1.6% |
2.531 |
| Range |
0.043 |
0.051 |
0.008 |
18.6% |
0.104 |
| ATR |
0.088 |
0.088 |
0.000 |
0.0% |
0.000 |
| Volume |
39,874 |
69,051 |
29,177 |
73.2% |
478,677 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.629 |
2.610 |
2.518 |
|
| R3 |
2.578 |
2.559 |
2.504 |
|
| R2 |
2.527 |
2.527 |
2.499 |
|
| R1 |
2.508 |
2.508 |
2.495 |
2.518 |
| PP |
2.476 |
2.476 |
2.476 |
2.480 |
| S1 |
2.457 |
2.457 |
2.485 |
2.467 |
| S2 |
2.425 |
2.425 |
2.481 |
|
| S3 |
2.374 |
2.406 |
2.476 |
|
| S4 |
2.323 |
2.355 |
2.462 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.869 |
2.804 |
2.588 |
|
| R3 |
2.765 |
2.700 |
2.560 |
|
| R2 |
2.661 |
2.661 |
2.550 |
|
| R1 |
2.596 |
2.596 |
2.541 |
2.577 |
| PP |
2.557 |
2.557 |
2.557 |
2.547 |
| S1 |
2.492 |
2.492 |
2.521 |
2.473 |
| S2 |
2.453 |
2.453 |
2.512 |
|
| S3 |
2.349 |
2.388 |
2.502 |
|
| S4 |
2.245 |
2.284 |
2.474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.622 |
2.443 |
0.179 |
7.2% |
0.062 |
2.5% |
26% |
False |
True |
85,877 |
| 10 |
2.693 |
2.443 |
0.250 |
10.0% |
0.077 |
3.1% |
19% |
False |
True |
110,305 |
| 20 |
2.719 |
2.443 |
0.276 |
11.1% |
0.077 |
3.1% |
17% |
False |
True |
105,354 |
| 40 |
2.949 |
2.443 |
0.506 |
20.3% |
0.090 |
3.6% |
9% |
False |
True |
89,830 |
| 60 |
3.068 |
2.443 |
0.625 |
25.1% |
0.100 |
4.0% |
8% |
False |
True |
75,378 |
| 80 |
3.200 |
2.443 |
0.757 |
30.4% |
0.112 |
4.5% |
6% |
False |
True |
62,821 |
| 100 |
3.616 |
2.443 |
1.173 |
47.1% |
0.109 |
4.4% |
4% |
False |
True |
53,076 |
| 120 |
3.853 |
2.443 |
1.410 |
56.6% |
0.105 |
4.2% |
3% |
False |
True |
46,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.711 |
|
2.618 |
2.628 |
|
1.618 |
2.577 |
|
1.000 |
2.545 |
|
0.618 |
2.526 |
|
HIGH |
2.494 |
|
0.618 |
2.475 |
|
0.500 |
2.469 |
|
0.382 |
2.462 |
|
LOW |
2.443 |
|
0.618 |
2.411 |
|
1.000 |
2.392 |
|
1.618 |
2.360 |
|
2.618 |
2.309 |
|
4.250 |
2.226 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.483 |
2.524 |
| PP |
2.476 |
2.513 |
| S1 |
2.469 |
2.501 |
|