NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.820 |
2.886 |
0.066 |
2.3% |
2.600 |
| High |
2.901 |
2.899 |
-0.002 |
-0.1% |
2.873 |
| Low |
2.816 |
2.847 |
0.031 |
1.1% |
2.569 |
| Close |
2.898 |
2.859 |
-0.039 |
-1.3% |
2.849 |
| Range |
0.085 |
0.052 |
-0.033 |
-38.8% |
0.304 |
| ATR |
0.087 |
0.085 |
-0.003 |
-2.9% |
0.000 |
| Volume |
19,625 |
12,553 |
-7,072 |
-36.0% |
87,680 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.024 |
2.994 |
2.888 |
|
| R3 |
2.972 |
2.942 |
2.873 |
|
| R2 |
2.920 |
2.920 |
2.869 |
|
| R1 |
2.890 |
2.890 |
2.864 |
2.879 |
| PP |
2.868 |
2.868 |
2.868 |
2.863 |
| S1 |
2.838 |
2.838 |
2.854 |
2.827 |
| S2 |
2.816 |
2.816 |
2.849 |
|
| S3 |
2.764 |
2.786 |
2.845 |
|
| S4 |
2.712 |
2.734 |
2.830 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.676 |
3.566 |
3.016 |
|
| R3 |
3.372 |
3.262 |
2.933 |
|
| R2 |
3.068 |
3.068 |
2.905 |
|
| R1 |
2.958 |
2.958 |
2.877 |
3.013 |
| PP |
2.764 |
2.764 |
2.764 |
2.791 |
| S1 |
2.654 |
2.654 |
2.821 |
2.709 |
| S2 |
2.460 |
2.460 |
2.793 |
|
| S3 |
2.156 |
2.350 |
2.765 |
|
| S4 |
1.852 |
2.046 |
2.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.901 |
2.592 |
0.309 |
10.8% |
0.103 |
3.6% |
86% |
False |
False |
18,767 |
| 10 |
2.901 |
2.569 |
0.332 |
11.6% |
0.079 |
2.8% |
87% |
False |
False |
16,017 |
| 20 |
2.901 |
2.569 |
0.332 |
11.6% |
0.076 |
2.7% |
87% |
False |
False |
15,928 |
| 40 |
3.050 |
2.569 |
0.481 |
16.8% |
0.080 |
2.8% |
60% |
False |
False |
13,684 |
| 60 |
3.125 |
2.569 |
0.556 |
19.4% |
0.086 |
3.0% |
52% |
False |
False |
11,806 |
| 80 |
3.268 |
2.569 |
0.699 |
24.4% |
0.091 |
3.2% |
41% |
False |
False |
10,437 |
| 100 |
3.639 |
2.569 |
1.070 |
37.4% |
0.093 |
3.2% |
27% |
False |
False |
9,093 |
| 120 |
3.818 |
2.569 |
1.249 |
43.7% |
0.089 |
3.1% |
23% |
False |
False |
7,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.120 |
|
2.618 |
3.035 |
|
1.618 |
2.983 |
|
1.000 |
2.951 |
|
0.618 |
2.931 |
|
HIGH |
2.899 |
|
0.618 |
2.879 |
|
0.500 |
2.873 |
|
0.382 |
2.867 |
|
LOW |
2.847 |
|
0.618 |
2.815 |
|
1.000 |
2.795 |
|
1.618 |
2.763 |
|
2.618 |
2.711 |
|
4.250 |
2.626 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.873 |
2.854 |
| PP |
2.868 |
2.849 |
| S1 |
2.864 |
2.844 |
|