NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2.684 |
2.709 |
0.025 |
0.9% |
2.625 |
| High |
2.728 |
2.764 |
0.036 |
1.3% |
2.810 |
| Low |
2.678 |
2.701 |
0.023 |
0.9% |
2.608 |
| Close |
2.718 |
2.754 |
0.036 |
1.3% |
2.765 |
| Range |
0.050 |
0.063 |
0.013 |
26.0% |
0.202 |
| ATR |
0.082 |
0.080 |
-0.001 |
-1.6% |
0.000 |
| Volume |
16,787 |
9,517 |
-7,270 |
-43.3% |
81,831 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.929 |
2.904 |
2.789 |
|
| R3 |
2.866 |
2.841 |
2.771 |
|
| R2 |
2.803 |
2.803 |
2.766 |
|
| R1 |
2.778 |
2.778 |
2.760 |
2.791 |
| PP |
2.740 |
2.740 |
2.740 |
2.746 |
| S1 |
2.715 |
2.715 |
2.748 |
2.728 |
| S2 |
2.677 |
2.677 |
2.742 |
|
| S3 |
2.614 |
2.652 |
2.737 |
|
| S4 |
2.551 |
2.589 |
2.719 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.334 |
3.251 |
2.876 |
|
| R3 |
3.132 |
3.049 |
2.821 |
|
| R2 |
2.930 |
2.930 |
2.802 |
|
| R1 |
2.847 |
2.847 |
2.784 |
2.889 |
| PP |
2.728 |
2.728 |
2.728 |
2.748 |
| S1 |
2.645 |
2.645 |
2.746 |
2.687 |
| S2 |
2.526 |
2.526 |
2.728 |
|
| S3 |
2.324 |
2.443 |
2.709 |
|
| S4 |
2.122 |
2.241 |
2.654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.810 |
2.669 |
0.141 |
5.1% |
0.071 |
2.6% |
60% |
False |
False |
15,349 |
| 10 |
2.810 |
2.608 |
0.202 |
7.3% |
0.074 |
2.7% |
72% |
False |
False |
14,427 |
| 20 |
2.921 |
2.608 |
0.313 |
11.4% |
0.069 |
2.5% |
47% |
False |
False |
11,943 |
| 40 |
3.035 |
2.608 |
0.427 |
15.5% |
0.078 |
2.8% |
34% |
False |
False |
10,617 |
| 60 |
3.116 |
2.608 |
0.508 |
18.4% |
0.086 |
3.1% |
29% |
False |
False |
9,568 |
| 80 |
3.257 |
2.608 |
0.649 |
23.6% |
0.095 |
3.5% |
22% |
False |
False |
8,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.032 |
|
2.618 |
2.929 |
|
1.618 |
2.866 |
|
1.000 |
2.827 |
|
0.618 |
2.803 |
|
HIGH |
2.764 |
|
0.618 |
2.740 |
|
0.500 |
2.733 |
|
0.382 |
2.725 |
|
LOW |
2.701 |
|
0.618 |
2.662 |
|
1.000 |
2.638 |
|
1.618 |
2.599 |
|
2.618 |
2.536 |
|
4.250 |
2.433 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.747 |
2.742 |
| PP |
2.740 |
2.729 |
| S1 |
2.733 |
2.717 |
|