NYMEX Natural Gas Future June 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 |
2.726 |
2.641 |
-0.085 |
-3.1% |
2.549 |
High |
2.734 |
2.641 |
-0.093 |
-3.4% |
2.734 |
Low |
2.669 |
2.576 |
-0.093 |
-3.5% |
2.521 |
Close |
2.679 |
2.578 |
-0.101 |
-3.8% |
2.679 |
Range |
0.065 |
0.065 |
0.000 |
0.0% |
0.213 |
ATR |
0.092 |
0.093 |
0.001 |
0.8% |
0.000 |
Volume |
59,768 |
75,804 |
16,036 |
26.8% |
426,927 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.793 |
2.751 |
2.614 |
|
R3 |
2.728 |
2.686 |
2.596 |
|
R2 |
2.663 |
2.663 |
2.590 |
|
R1 |
2.621 |
2.621 |
2.584 |
2.610 |
PP |
2.598 |
2.598 |
2.598 |
2.593 |
S1 |
2.556 |
2.556 |
2.572 |
2.545 |
S2 |
2.533 |
2.533 |
2.566 |
|
S3 |
2.468 |
2.491 |
2.560 |
|
S4 |
2.403 |
2.426 |
2.542 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.284 |
3.194 |
2.796 |
|
R3 |
3.071 |
2.981 |
2.738 |
|
R2 |
2.858 |
2.858 |
2.718 |
|
R1 |
2.768 |
2.768 |
2.699 |
2.813 |
PP |
2.645 |
2.645 |
2.645 |
2.667 |
S1 |
2.555 |
2.555 |
2.659 |
2.600 |
S2 |
2.432 |
2.432 |
2.640 |
|
S3 |
2.219 |
2.342 |
2.620 |
|
S4 |
2.006 |
2.129 |
2.562 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.734 |
2.533 |
0.201 |
7.8% |
0.090 |
3.5% |
22% |
False |
False |
81,556 |
10 |
2.753 |
2.521 |
0.232 |
9.0% |
0.080 |
3.1% |
25% |
False |
False |
70,240 |
20 |
2.876 |
2.521 |
0.355 |
13.8% |
0.080 |
3.1% |
16% |
False |
False |
47,251 |
40 |
3.096 |
2.521 |
0.575 |
22.3% |
0.094 |
3.6% |
10% |
False |
False |
35,010 |
60 |
3.096 |
2.521 |
0.575 |
22.3% |
0.099 |
3.9% |
10% |
False |
False |
29,348 |
80 |
3.229 |
2.521 |
0.708 |
27.5% |
0.108 |
4.2% |
8% |
False |
False |
24,797 |
100 |
3.773 |
2.521 |
1.252 |
48.6% |
0.104 |
4.0% |
5% |
False |
False |
20,613 |
120 |
3.872 |
2.521 |
1.351 |
52.4% |
0.099 |
3.8% |
4% |
False |
False |
17,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.917 |
2.618 |
2.811 |
1.618 |
2.746 |
1.000 |
2.706 |
0.618 |
2.681 |
HIGH |
2.641 |
0.618 |
2.616 |
0.500 |
2.609 |
0.382 |
2.601 |
LOW |
2.576 |
0.618 |
2.536 |
1.000 |
2.511 |
1.618 |
2.471 |
2.618 |
2.406 |
4.250 |
2.300 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
2.609 |
2.655 |
PP |
2.598 |
2.629 |
S1 |
2.588 |
2.604 |
|