NYMEX Natural Gas Future June 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 |
2.588 |
2.511 |
-0.077 |
-3.0% |
2.641 |
| High |
2.598 |
2.531 |
-0.067 |
-2.6% |
2.668 |
| Low |
2.555 |
2.481 |
-0.074 |
-2.9% |
2.555 |
| Close |
2.568 |
2.514 |
-0.054 |
-2.1% |
2.568 |
| Range |
0.043 |
0.050 |
0.007 |
16.3% |
0.113 |
| ATR |
0.086 |
0.086 |
0.000 |
0.1% |
0.000 |
| Volume |
52,505 |
135,513 |
83,008 |
158.1% |
378,646 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.659 |
2.636 |
2.542 |
|
| R3 |
2.609 |
2.586 |
2.528 |
|
| R2 |
2.559 |
2.559 |
2.523 |
|
| R1 |
2.536 |
2.536 |
2.519 |
2.548 |
| PP |
2.509 |
2.509 |
2.509 |
2.514 |
| S1 |
2.486 |
2.486 |
2.509 |
2.498 |
| S2 |
2.459 |
2.459 |
2.505 |
|
| S3 |
2.409 |
2.436 |
2.500 |
|
| S4 |
2.359 |
2.386 |
2.487 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.936 |
2.865 |
2.630 |
|
| R3 |
2.823 |
2.752 |
2.599 |
|
| R2 |
2.710 |
2.710 |
2.589 |
|
| R1 |
2.639 |
2.639 |
2.578 |
2.618 |
| PP |
2.597 |
2.597 |
2.597 |
2.587 |
| S1 |
2.526 |
2.526 |
2.558 |
2.505 |
| S2 |
2.484 |
2.484 |
2.547 |
|
| S3 |
2.371 |
2.413 |
2.537 |
|
| S4 |
2.258 |
2.300 |
2.506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.668 |
2.481 |
0.187 |
7.4% |
0.062 |
2.5% |
18% |
False |
True |
87,671 |
| 10 |
2.734 |
2.481 |
0.253 |
10.1% |
0.076 |
3.0% |
13% |
False |
True |
84,613 |
| 20 |
2.765 |
2.481 |
0.284 |
11.3% |
0.075 |
3.0% |
12% |
False |
True |
63,621 |
| 40 |
2.982 |
2.481 |
0.501 |
19.9% |
0.086 |
3.4% |
7% |
False |
True |
43,056 |
| 60 |
3.096 |
2.481 |
0.615 |
24.5% |
0.095 |
3.8% |
5% |
False |
True |
35,654 |
| 80 |
3.229 |
2.481 |
0.748 |
29.8% |
0.107 |
4.2% |
4% |
False |
True |
29,997 |
| 100 |
3.642 |
2.481 |
1.161 |
46.2% |
0.103 |
4.1% |
3% |
False |
True |
24,846 |
| 120 |
3.872 |
2.481 |
1.391 |
55.3% |
0.099 |
3.9% |
2% |
False |
True |
21,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.744 |
|
2.618 |
2.662 |
|
1.618 |
2.612 |
|
1.000 |
2.581 |
|
0.618 |
2.562 |
|
HIGH |
2.531 |
|
0.618 |
2.512 |
|
0.500 |
2.506 |
|
0.382 |
2.500 |
|
LOW |
2.481 |
|
0.618 |
2.450 |
|
1.000 |
2.431 |
|
1.618 |
2.400 |
|
2.618 |
2.350 |
|
4.250 |
2.269 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.511 |
2.567 |
| PP |
2.509 |
2.549 |
| S1 |
2.506 |
2.532 |
|