NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.808 |
2.791 |
-0.017 |
-0.6% |
2.511 |
| High |
2.821 |
2.822 |
0.001 |
0.0% |
2.800 |
| Low |
2.766 |
2.747 |
-0.019 |
-0.7% |
2.481 |
| Close |
2.780 |
2.776 |
-0.004 |
-0.1% |
2.776 |
| Range |
0.055 |
0.075 |
0.020 |
36.4% |
0.319 |
| ATR |
0.090 |
0.089 |
-0.001 |
-1.2% |
0.000 |
| Volume |
83,526 |
111,314 |
27,788 |
33.3% |
672,230 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.007 |
2.966 |
2.817 |
|
| R3 |
2.932 |
2.891 |
2.797 |
|
| R2 |
2.857 |
2.857 |
2.790 |
|
| R1 |
2.816 |
2.816 |
2.783 |
2.799 |
| PP |
2.782 |
2.782 |
2.782 |
2.773 |
| S1 |
2.741 |
2.741 |
2.769 |
2.724 |
| S2 |
2.707 |
2.707 |
2.762 |
|
| S3 |
2.632 |
2.666 |
2.755 |
|
| S4 |
2.557 |
2.591 |
2.735 |
|
|
| 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 |
2.557 |
0.267 |
9.6% |
0.103 |
3.7% |
82% |
False |
False |
125,735 |
| 10 |
2.824 |
2.481 |
0.343 |
12.4% |
0.085 |
3.1% |
86% |
False |
False |
112,313 |
| 20 |
2.824 |
2.481 |
0.343 |
12.4% |
0.083 |
3.0% |
86% |
False |
False |
94,915 |
| 40 |
2.982 |
2.481 |
0.501 |
18.0% |
0.088 |
3.2% |
59% |
False |
False |
59,945 |
| 60 |
3.096 |
2.481 |
0.615 |
22.2% |
0.096 |
3.5% |
48% |
False |
False |
47,498 |
| 80 |
3.229 |
2.481 |
0.748 |
26.9% |
0.102 |
3.7% |
39% |
False |
False |
39,416 |
| 100 |
3.622 |
2.481 |
1.141 |
41.1% |
0.104 |
3.7% |
26% |
False |
False |
32,755 |
| 120 |
3.777 |
2.481 |
1.296 |
46.7% |
0.100 |
3.6% |
23% |
False |
False |
27,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.141 |
|
2.618 |
3.018 |
|
1.618 |
2.943 |
|
1.000 |
2.897 |
|
0.618 |
2.868 |
|
HIGH |
2.822 |
|
0.618 |
2.793 |
|
0.500 |
2.785 |
|
0.382 |
2.776 |
|
LOW |
2.747 |
|
0.618 |
2.701 |
|
1.000 |
2.672 |
|
1.618 |
2.626 |
|
2.618 |
2.551 |
|
4.250 |
2.428 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.785 |
2.781 |
| PP |
2.782 |
2.779 |
| S1 |
2.779 |
2.778 |
|