NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.737 |
2.738 |
0.001 |
0.0% |
2.511 |
| High |
2.800 |
2.824 |
0.024 |
0.9% |
2.800 |
| Low |
2.714 |
2.738 |
0.024 |
0.9% |
2.481 |
| Close |
2.776 |
2.821 |
0.045 |
1.6% |
2.776 |
| Range |
0.086 |
0.086 |
0.000 |
0.0% |
0.319 |
| ATR |
0.094 |
0.093 |
-0.001 |
-0.6% |
0.000 |
| Volume |
118,891 |
86,811 |
-32,080 |
-27.0% |
672,230 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.052 |
3.023 |
2.868 |
|
| R3 |
2.966 |
2.937 |
2.845 |
|
| R2 |
2.880 |
2.880 |
2.837 |
|
| R1 |
2.851 |
2.851 |
2.829 |
2.866 |
| PP |
2.794 |
2.794 |
2.794 |
2.802 |
| S1 |
2.765 |
2.765 |
2.813 |
2.780 |
| S2 |
2.708 |
2.708 |
2.805 |
|
| S3 |
2.622 |
2.679 |
2.797 |
|
| S4 |
2.536 |
2.593 |
2.774 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.643 |
3.528 |
2.951 |
|
| R3 |
3.324 |
3.209 |
2.864 |
|
| R2 |
3.005 |
3.005 |
2.834 |
|
| R1 |
2.890 |
2.890 |
2.805 |
2.948 |
| PP |
2.686 |
2.686 |
2.686 |
2.714 |
| S1 |
2.571 |
2.571 |
2.747 |
2.629 |
| S2 |
2.367 |
2.367 |
2.718 |
|
| S3 |
2.048 |
2.252 |
2.688 |
|
| S4 |
1.729 |
1.933 |
2.601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.824 |
2.488 |
0.336 |
11.9% |
0.109 |
3.8% |
99% |
True |
False |
124,705 |
| 10 |
2.824 |
2.481 |
0.343 |
12.2% |
0.085 |
3.0% |
99% |
True |
False |
106,188 |
| 20 |
2.824 |
2.481 |
0.343 |
12.2% |
0.083 |
2.9% |
99% |
True |
False |
88,214 |
| 40 |
2.982 |
2.481 |
0.501 |
17.8% |
0.089 |
3.2% |
68% |
False |
False |
56,347 |
| 60 |
3.096 |
2.481 |
0.615 |
21.8% |
0.096 |
3.4% |
55% |
False |
False |
44,849 |
| 80 |
3.229 |
2.481 |
0.748 |
26.5% |
0.103 |
3.7% |
45% |
False |
False |
37,282 |
| 100 |
3.622 |
2.481 |
1.141 |
40.4% |
0.104 |
3.7% |
30% |
False |
False |
30,870 |
| 120 |
3.786 |
2.481 |
1.305 |
46.3% |
0.100 |
3.5% |
26% |
False |
False |
26,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.190 |
|
2.618 |
3.049 |
|
1.618 |
2.963 |
|
1.000 |
2.910 |
|
0.618 |
2.877 |
|
HIGH |
2.824 |
|
0.618 |
2.791 |
|
0.500 |
2.781 |
|
0.382 |
2.771 |
|
LOW |
2.738 |
|
0.618 |
2.685 |
|
1.000 |
2.652 |
|
1.618 |
2.599 |
|
2.618 |
2.513 |
|
4.250 |
2.373 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.808 |
2.778 |
| PP |
2.794 |
2.734 |
| S1 |
2.781 |
2.691 |
|