NYMEX Natural Gas Future September 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 |
2.810 |
2.829 |
0.019 |
0.7% |
2.640 |
| High |
2.880 |
2.908 |
0.028 |
1.0% |
2.880 |
| Low |
2.795 |
2.829 |
0.034 |
1.2% |
2.589 |
| Close |
2.856 |
2.905 |
0.049 |
1.7% |
2.856 |
| Range |
0.085 |
0.079 |
-0.006 |
-7.1% |
0.291 |
| ATR |
0.084 |
0.084 |
0.000 |
-0.5% |
0.000 |
| Volume |
30,306 |
16,870 |
-13,436 |
-44.3% |
78,990 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.118 |
3.090 |
2.948 |
|
| R3 |
3.039 |
3.011 |
2.927 |
|
| R2 |
2.960 |
2.960 |
2.919 |
|
| R1 |
2.932 |
2.932 |
2.912 |
2.946 |
| PP |
2.881 |
2.881 |
2.881 |
2.888 |
| S1 |
2.853 |
2.853 |
2.898 |
2.867 |
| S2 |
2.802 |
2.802 |
2.891 |
|
| S3 |
2.723 |
2.774 |
2.883 |
|
| S4 |
2.644 |
2.695 |
2.862 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.648 |
3.543 |
3.016 |
|
| R3 |
3.357 |
3.252 |
2.936 |
|
| R2 |
3.066 |
3.066 |
2.909 |
|
| R1 |
2.961 |
2.961 |
2.883 |
3.014 |
| PP |
2.775 |
2.775 |
2.775 |
2.801 |
| S1 |
2.670 |
2.670 |
2.829 |
2.723 |
| S2 |
2.484 |
2.484 |
2.803 |
|
| S3 |
2.193 |
2.379 |
2.776 |
|
| S4 |
1.902 |
2.088 |
2.696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.908 |
2.590 |
0.318 |
10.9% |
0.097 |
3.4% |
99% |
True |
False |
17,269 |
| 10 |
2.908 |
2.589 |
0.319 |
11.0% |
0.076 |
2.6% |
99% |
True |
False |
15,118 |
| 20 |
2.908 |
2.589 |
0.319 |
11.0% |
0.074 |
2.6% |
99% |
True |
False |
14,314 |
| 40 |
3.025 |
2.589 |
0.436 |
15.0% |
0.078 |
2.7% |
72% |
False |
False |
12,334 |
| 60 |
3.116 |
2.589 |
0.527 |
18.1% |
0.085 |
2.9% |
60% |
False |
False |
10,878 |
| 80 |
3.257 |
2.589 |
0.668 |
23.0% |
0.091 |
3.1% |
47% |
False |
False |
10,053 |
| 100 |
3.623 |
2.589 |
1.034 |
35.6% |
0.093 |
3.2% |
31% |
False |
False |
8,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.244 |
|
2.618 |
3.115 |
|
1.618 |
3.036 |
|
1.000 |
2.987 |
|
0.618 |
2.957 |
|
HIGH |
2.908 |
|
0.618 |
2.878 |
|
0.500 |
2.869 |
|
0.382 |
2.859 |
|
LOW |
2.829 |
|
0.618 |
2.780 |
|
1.000 |
2.750 |
|
1.618 |
2.701 |
|
2.618 |
2.622 |
|
4.250 |
2.493 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.893 |
2.864 |
| PP |
2.881 |
2.823 |
| S1 |
2.869 |
2.782 |
|