NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.849 |
2.811 |
-0.038 |
-1.3% |
2.820 |
| High |
2.891 |
2.955 |
0.064 |
2.2% |
2.955 |
| Low |
2.790 |
2.805 |
0.015 |
0.5% |
2.790 |
| Close |
2.811 |
2.948 |
0.137 |
4.9% |
2.948 |
| Range |
0.101 |
0.150 |
0.049 |
48.5% |
0.165 |
| ATR |
0.085 |
0.089 |
0.005 |
5.5% |
0.000 |
| Volume |
24,374 |
23,364 |
-1,010 |
-4.1% |
95,025 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.353 |
3.300 |
3.031 |
|
| R3 |
3.203 |
3.150 |
2.989 |
|
| R2 |
3.053 |
3.053 |
2.976 |
|
| R1 |
3.000 |
3.000 |
2.962 |
3.027 |
| PP |
2.903 |
2.903 |
2.903 |
2.916 |
| S1 |
2.850 |
2.850 |
2.934 |
2.877 |
| S2 |
2.753 |
2.753 |
2.921 |
|
| S3 |
2.603 |
2.700 |
2.907 |
|
| S4 |
2.453 |
2.550 |
2.866 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.393 |
3.335 |
3.039 |
|
| R3 |
3.228 |
3.170 |
2.993 |
|
| R2 |
3.063 |
3.063 |
2.978 |
|
| R1 |
3.005 |
3.005 |
2.963 |
3.034 |
| PP |
2.898 |
2.898 |
2.898 |
2.912 |
| S1 |
2.840 |
2.840 |
2.933 |
2.869 |
| S2 |
2.733 |
2.733 |
2.918 |
|
| S3 |
2.568 |
2.675 |
2.903 |
|
| S4 |
2.403 |
2.510 |
2.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.955 |
2.790 |
0.165 |
5.6% |
0.092 |
3.1% |
96% |
True |
False |
19,005 |
| 10 |
2.955 |
2.569 |
0.386 |
13.1% |
0.094 |
3.2% |
98% |
True |
False |
18,270 |
| 20 |
2.955 |
2.569 |
0.386 |
13.1% |
0.081 |
2.7% |
98% |
True |
False |
17,010 |
| 40 |
3.050 |
2.569 |
0.481 |
16.3% |
0.080 |
2.7% |
79% |
False |
False |
14,461 |
| 60 |
3.125 |
2.569 |
0.556 |
18.9% |
0.086 |
2.9% |
68% |
False |
False |
12,549 |
| 80 |
3.268 |
2.569 |
0.699 |
23.7% |
0.092 |
3.1% |
54% |
False |
False |
10,946 |
| 100 |
3.639 |
2.569 |
1.070 |
36.3% |
0.094 |
3.2% |
35% |
False |
False |
9,650 |
| 120 |
3.818 |
2.569 |
1.249 |
42.4% |
0.090 |
3.1% |
30% |
False |
False |
8,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.593 |
|
2.618 |
3.348 |
|
1.618 |
3.198 |
|
1.000 |
3.105 |
|
0.618 |
3.048 |
|
HIGH |
2.955 |
|
0.618 |
2.898 |
|
0.500 |
2.880 |
|
0.382 |
2.862 |
|
LOW |
2.805 |
|
0.618 |
2.712 |
|
1.000 |
2.655 |
|
1.618 |
2.562 |
|
2.618 |
2.412 |
|
4.250 |
2.168 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.925 |
2.923 |
| PP |
2.903 |
2.898 |
| S1 |
2.880 |
2.873 |
|